7
H index
4
i10 index
144
Citations
de Nederlandsche Bank (50% share) | 7 H index 4 i10 index 144 Citations RESEARCH PRODUCTION: 16 Articles 7 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Dirk Broeders. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Pension Economics and Finance | 3 |
Insurance: Mathematics and Economics | 3 |
De Economist | 2 |
Journal of International Money and Finance | 2 |
Journal of Risk & Insurance | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
Working Papers / Utrecht School of Economics | 2 |
Year | Title of citing document |
---|---|
2021 | On the Investment Strategies in Occupational Pension Plans. (2021). Bosserhoff, Frank ; Stadje, Mitja ; Sorensen, Nils ; Chen, AN. In: Papers. RePEc:arx:papers:2104.08956. Full description at Econpapers || Download paper |
2022 | Intergenerational risk sharing in a collective defined contribution pension system: a simulation study with Bayesian optimization. (2021). Zhang, Fangyuan ; Kanagawa, Motonobu ; Chen, AN. In: Papers. RePEc:arx:papers:2106.13644. Full description at Econpapers || Download paper |
2021 | Portfolio rebalancing in times of stress. (2021). Kaufmann, Sylvia ; Grisse, Christian ; Fischer, Andreas ; Greminger, Rafael P. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15777. Full description at Econpapers || Download paper |
2021 | Have scale effects on cost margins of pension fund investment portfolios disappeared?. (2021). Meringa, Jeroen ; Bikker, Jacob. In: Working Papers. RePEc:dnb:dnbwpp:710. Full description at Econpapers || Download paper |
2021 | Pension Funds and Drivers of Heterogeneous Investment Strategies. (2021). Jansen, Kristy ; Broeders, Dirk. In: Working Papers. RePEc:dnb:dnbwpp:712. Full description at Econpapers || Download paper |
2021 | Pension Fund Equity Performance: Herding Does Not Pay Off. (2021). Bonetti, Matteo. In: Working Papers. RePEc:dnb:dnbwpp:729. Full description at Econpapers || Download paper |
2022 | Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility. (2022). Wang, Suxin ; Zhao, Hui. In: European Journal of Operational Research. RePEc:eee:ejores:v:301:y:2022:i:3:p:1166-1180. Full description at Econpapers || Download paper |
2022 | Return adjusted charge ratios: What drives fees and costs of pension schemes?. (2022). Širaňová, Mária ; Lyócsa, Štefan ; Lyocsa, Tefan ; Luivjanska, Katarina ; Radvansk, Marek ; Iraova, Maria. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002136. Full description at Econpapers || Download paper |
2021 | Macro longevity risk and the choice between annuity products: Evidence from Denmark. (2021). Rangvid, Jesper ; Kallestrup-Lamb, Malene ; Balter, Anne G. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:355-362. Full description at Econpapers || Download paper |
2022 | Do long-term institutional investors contribute to financial stability? – Evidence from equity investment in Hong Kong and international markets. (2022). Ho, Edmund ; Wan, Angela Kin ; Wing, Tom Pak. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000154. Full description at Econpapers || Download paper |
2021 | Optimal collective investment: The impact of sharing rules, management fees and guarantees. (2021). Rach, Manuel ; Nguyen, Thai ; Chen, AN. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302739. Full description at Econpapers || Download paper |
2021 | Portfolio rebalancing in times of stress. (2021). Kaufmann, Sylvia ; Grisse, Christian ; Fischer, Andreas ; Greminger, Rafael P. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000097. Full description at Econpapers || Download paper |
2021 | Disadvantaged Employees in the Trap of Defined Contribution Pension Plans. (2021). Rubinstein-Levi, Ravit. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:ix:y:2021:i:4:p:55-76. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2021 | On the Market-Consistent Valuation of Participating Life Insurance Heterogeneous Contracts under Longevity Risk. (2021). Sehner, Thorsten ; Chen, AN ; Bacinello, Anna Rita ; Millossovich, Pietro. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:1:p:20-:d:478258. Full description at Econpapers || Download paper |
2022 | Dominance Tracking Index for Measuring Pension Fund Performance with Respect to the Benchmark. (2022). Kabasinskas, Audrius ; Sutiene, Kristina ; Kopa, Milos ; Malakauskas, Aidas ; Lakstutiene, Ausrine. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:15:p:9532-:d:879352. Full description at Econpapers || Download paper |
2022 | The Effects of Health Crisis on Economic Growth, Health and Movement of Population. (2022). Iacob, Tefan Virgil ; Anghel, Mdlina-Gabriela ; Anghelache, Constantin ; MIRON, ADRIAN ; Brezoi, Alina Gabriela ; Rdulescu, Irina Gabriela ; Panait, Mirela. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:8:p:4613-:d:792319. Full description at Econpapers || Download paper |
2023 | Do pension funds reach for yield? Evidence from a new database. (2023). Konradt, Maximilian. In: IHEID Working Papers. RePEc:gii:giihei:heidwp01-2023. Full description at Econpapers || Download paper |
2022 | The asset allocation of defined benefit pension plans: the role of sponsor contributions. (2022). Wagner, Alexander F ; Rieger, Marc Oliver ; Ley, Patrick ; Dyachenko, Artem. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:5:d:10.1057_s41260-022-00277-x. Full description at Econpapers || Download paper |
2021 | Towards Food Sovereignty: Dismantling the Capitalist Brahminic-Patriarchal Food Farming Regime. (2021). Ramdas, Sagari R. In: Development. RePEc:pal:develp:v:64:y:2021:i:3:d:10.1057_s41301-021-00307-y. Full description at Econpapers || Download paper |
2023 | Do pension funds reach for yield? Evidence from a new database. (2023). Konradt, Maximilian. In: MPRA Paper. RePEc:pra:mprapa:116209. Full description at Econpapers || Download paper |
2021 | Forecasting benchmarks of long-term stock returns via machine learning. (2021). Scholz, Michael ; Nielsen, Jens Perch ; Mousavi, Parastoo ; Kyriakou, Ioannis. In: Annals of Operations Research. RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-019-03338-4. Full description at Econpapers || Download paper |
2021 | Essays on institutional investors, portfolio choice, and asset prices. (2021). Jansen, Kristy . In: Other publications TiSEM. RePEc:tiu:tiutis:fd998408-d282-4e0f-b542-40e6154f40d2. Full description at Econpapers || Download paper |
2021 | The investment behaviour of pension funds in alternative assets: Interest rates and portfolio diversification. (2021). de Moor, Lieven ; Defau, Laurens. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1424-1434. Full description at Econpapers || Download paper |
2021 | The dilemma between fund?style consistency and active management over the economic cycle. Evidence from pension funds. (2021). Alda, Mercedes. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2219-2240. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|
Year | Title | Type | Cited |
---|---|---|---|
2010 | Valuation of Contingent Pension Liabilities and Guarantees Under Sponsor Default Risk In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 13 |
2013 | Pension Benefit Security: A Comparison of Solvency Requirements, a Pension Guarantee Fund, and Sponsor Support In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 7 |
2012 | Dutch Pension System Reform. A Step Closer to the Ideal System Design In: ifo DICE Report. [Full Text][Citation analysis] | article | 2 |
2014 | Collective pension schemes and individual choice* In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 6 |
2020 | Benchmark selection and performance In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 3 |
2021 | Pension funds illiquid assets allocation under liquidity and capital requirements In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 1 |
2020 | The impact of trustees age and representation on strategic asset allocations In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | A utility-based comparison of pension funds and life insurance companies under regulatory constraints In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 8 |
2017 | Sustainability of participation in collective pension schemes: An option pricing approach In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 6 |
2021 | The economics of sharing macro-longevity risk In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 4 |
2010 | Pension regulation and the market value of pension liabilities: A contingent claims analysis using Parisian options In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 8 |
2016 | Scale economies in pension fund investments: A dissection of investment costs across asset classes In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 10 |
2019 | Does it pay to pay performance fees? Empirical evidence from Dutch pension funds In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 4 |
2008 | An Introduction to Frontiers in Pension Finance In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
2021 | Pension Funds Herding In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 3 |
2006 | Book Review In: De Economist. [Full Text][Citation analysis] | article | 0 |
2014 | What Drives Pension Indexation in Turbulent Times? An Empirical Examination of Dutch Pension Funds In: De Economist. [Full Text][Citation analysis] | article | 1 |
2013 | Valuation of liabilities in hybrid pension plans In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
2010 | Essays on the valuation of discretionary liabilities and pension fund investment policy In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
2014 | Duurzame Vormgeving van het Nederlandse Collectieve Aanvullende Pensioen In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
2016 | Interest Rate Models for Pension and Insurance Regulation In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 3 |
2012 | Dutch pension system reform – A step closer to the ideal system? In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 2 |
2007 | Stock Market Performance and Pension Fund Investment Policy: Rebalancing, Free Float, or Market Timing In: Working Papers. [Full Text][Citation analysis] | paper | 30 |
2009 | Pension funds’ asset allocation and participant age: a test of the life-cycle model In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2023. Contact: CitEc Team