Bertrand Melenberg : Citation Profile

Are you Bertrand Melenberg?

Universiteit van Tilburg

15

H index

20

i10 index

1007

Citations

RESEARCH PRODUCTION:

21

Articles

44

Papers

RESEARCH ACTIVITY:

   28 years (1987 - 2015). See details.
   Cites by year: 35
   Journals where Bertrand Melenberg has often published
   Relations with other researchers
   Recent citing documents: 81.    Total self citations: 14 (1.37 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pme250
   Updated: 2022-10-01    RAS profile: 2009-05-05    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Bertrand Melenberg.

Is cited by:

van soest, arthur (23)

Dohmen, Thomas (17)

Li, Youwei (16)

Bel, Germà (16)

Sunde, Uwe (15)

Falk, Armin (14)

Huffman, David (13)

He, Xuezhong (Tony) (10)

Fageda, Xavier (9)

Wengström, Erik (9)

Mazzanti, Massimiliano (9)

Cites to:

Manski, Charles (14)

Powell, James (12)

Newey, Whitney (12)

van soest, arthur (10)

Kapteyn, Arie (9)

Sims, Christopher (8)

Tasche, Dirk (7)

Heckman, James (7)

Acerbi, Carlo (6)

Hansen, Lars (6)

De Waegenaere, Anja (6)

Main data

Where Bertrand Melenberg has published?

Journals with more than one article published# docs
Journal of Applied Econometrics5
Journal of Econometrics3
Economics Letters3
Insurance: Mathematics and Economics2
Empirical Economics2

Recent works citing Bertrand Melenberg (2022 and 2021)

YearTitle of citing document
2021Structural Models for Policy-Making: Coping with Parametric Uncertainty. (2021). Eisenhauer, Philipp ; Janys, Lena ; Gabler, Janos. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:082.

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2021Robust Decision-Making Under Risk and Ambiguity. (2021). Eisenhauer, Philipp ; Blesch, Maximilian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:104.

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2022Quadratic Hedging and Optimization of Option Exercise Policies in Incomplete Markets and Discrete Time. (2020). Secomandi, Nicola. In: Papers. RePEc:arx:papers:2001.05788.

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2021Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares. (2020). Botosaru, Irene ; Pendakur, Krishna ; Muris, Chris. In: Papers. RePEc:arx:papers:2008.05507.

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2021Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19. (2021). James, Nick. In: Papers. RePEc:arx:papers:2101.00576.

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2021On a log-symmetric quantile tobit model applied to female labor supply data. (2021). Divino, Jose Angelo ; Saulo, Helton ; Cunha, Dan'Ubia R. In: Papers. RePEc:arx:papers:2103.04449.

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2021Robust decision-making under risk and ambiguity. (2021). Blesch, Maximilian ; Eisenhauer, Philipp. In: Papers. RePEc:arx:papers:2104.12573.

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2021A bridge between Local GAAP and Solvency II frameworks to quantify Capital Requirement for demographic risk. (2021). Savelli, Nino ; della Corte, Francesco ; Clemente, Gian Paolo. In: Papers. RePEc:arx:papers:2107.10891.

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2021Collective correlations, dynamics and behavioural inconsistencies of the cryptocurrency market over time. (2021). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2107.13926.

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2021Data-driven distributionally robust risk parity portfolio optimization. (2021). Kwon, Roy H ; Costa, Giorgio. In: Papers. RePEc:arx:papers:2110.06464.

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2021Auction design with ambiguity: Optimality of the first-price and all-pay auctions. (2021). Hwang, Sung-Ha ; Baik, Sosung. In: Papers. RePEc:arx:papers:2110.08563.

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2022On the systemic nature of global inflation, its association with equity markets and financial portfolio implications. (2021). Chin, Kevin ; James, Nick. In: Papers. RePEc:arx:papers:2111.11022.

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2022Doubly-Valid/Doubly-Sharp Sensitivity Analysis for Causal Inference with Unmeasured Confounding. (2021). Kallus, Nathan ; Guo, Kevin ; Dorn, Jacob. In: Papers. RePEc:arx:papers:2112.11449.

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2022Evolutionary correlation, regime switching, spectral dynamics and optimal trading strategies for cryptocurrencies and equities. (2022). James, Nick. In: Papers. RePEc:arx:papers:2112.15321.

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2022Treatment Effect Risk: Bounds and Inference. (2022). Kallus, Nathan. In: Papers. RePEc:arx:papers:2201.05893.

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2022Multinomial Backtesting of Distortion Risk Measures. (2022). Kim, Sojung ; Bettels, Soren ; Weber, Stefan. In: Papers. RePEc:arx:papers:2201.06319.

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2022Economic state classification and portfolio optimisation with application to stagflationary environments. (2022). Chin, Kevin ; Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2203.15911.

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2022Volatility Sensitive Bayesian Estimation of Portfolio VaR and CVaR. (2022). Thors, Erik ; Niklasson, Vilhelm ; Bodnar, Taras. In: Papers. RePEc:arx:papers:2205.01444.

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2022Economic activity and climate change. (2022). Ruiz, Esther ; Rodr, Vladimir ; Poncela, Pilar ; de Juan, Ar'Anzazu. In: Papers. RePEc:arx:papers:2206.03187.

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2021Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds. (2021). Hördahl, Peter ; Creal, Drew ; Chernov, Mikhail ; Hordahl, Peter. In: BIS Working Papers. RePEc:bis:biswps:918.

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2021The effect of ownership on sustainable development and environmental policy in urban waste management: An explicatory empirical analysis of Italian municipal corporations. (2021). Dicorato, Spiridione Lucio ; Esposito, Paolo ; Doronzo, Emanuele. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:2:p:1067-1079.

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2022Econometric modelling of carbon dioxide emissions and concentrations, ambient temperatures and ocean deoxygenation. (2022). Bhargava, Alok. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:1:p:178-201.

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2022Family changes and the willingness to take risks. (2022). Steinorth, Petra ; Richter, Andreas ; Jager, Verena ; Browne, Mark J. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:1:p:187-209.

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2021Regret in the Newsvendor Model with Demand and Yield Randomness. (2021). Xie, Weijun ; Chen, Zhi. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:11:p:4176-4197.

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2021A Review of Robust Operations Management under Model Uncertainty. (2021). Shen, Zuojun Max ; Lu, Mengshi. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:6:p:1927-1943.

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2021Inclusive health and life insurance adoption: An empirical study in Guatemala. (2021). Roa García, María ; Gamboa-Arbelaez, Juliana ; Di Giannatale, Sonia ; Barboza Pineda, Jonathan ; DiGiannatale, Sonia . In: Review of Development Economics. RePEc:bla:rdevec:v:25:y:2021:i:2:p:1053-1077.

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2022Impact of changes in relationship status on smoking behavior and body weight. (2022). Hillebrandt, Marc-Andre. In: Economics & Human Biology. RePEc:eee:ehbiol:v:44:y:2022:i:c:s1570677x21001027.

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2021Distributionally robust facility location problem under decision-dependent stochastic demand. (2021). Shen, Siqian ; Ahmed, Shabbir ; Basciftci, Beste. In: European Journal of Operational Research. RePEc:eee:ejores:v:292:y:2021:i:2:p:548-561.

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2021Maximizing perturbation radii for robust convex quadratically constrained quadratic programs. (2021). Xing, Wenxun ; Gao, Ruotian ; Yu, Pengfei. In: European Journal of Operational Research. RePEc:eee:ejores:v:293:y:2021:i:1:p:50-64.

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2021Bayesian Value-at-Risk backtesting: The case of annuity pricing. (2021). Li, Youwei ; Leung, Melvern ; Vigne, Samuel A ; Pantelous, Athanasios A. In: European Journal of Operational Research. RePEc:eee:ejores:v:293:y:2021:i:2:p:786-801.

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2022Optimal dynamic longevity hedge with basis risk. (2022). Zhang, Jinggong ; Weng, Chengguo ; Tan, Ken Seng. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:1:p:325-337.

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2022A two-stage robust approach to integrated station location and rebalancing vehicle service design in bike-sharing systems. (2022). Liu, Ronghui ; Ma, Shoufeng ; Zhu, Ning ; Fu, Chenyi. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:3:p:915-938.

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2022Acceptable set topic modeling. (2022). Pachamanova, Dessislava A ; Wheelock, Lauren Berk. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:2:p:653-673.

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2022A network sensor location problem for link flow observability and estimation. (2022). Ma, Shoufeng ; Zhang, Xuanyi ; Fu, Chenyi ; Zhu, Ning. In: European Journal of Operational Research. RePEc:eee:ejores:v:300:y:2022:i:2:p:428-448.

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2022Synchronizing victim evacuation and debris removal: A data-driven robust prediction approach. (2022). Adibi, M A ; Nadjafi, Afshar B ; Vahdani, Behnam ; Nabavi, S M. In: European Journal of Operational Research. RePEc:eee:ejores:v:300:y:2022:i:2:p:689-712.

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2021The transformed Gram Charlier distribution: Parametric properties and financial risk applications. (2021). Iguez, Trino-Manuel ; Leon, Angel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:323-349.

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2021Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data. (2021). Baum, Christopher ; Chen, Liyuan ; Zerilli, Paola. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319302622.

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2021Exogeneity in climate econometrics. (2021). Pretis, Felix. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s014098832100027x.

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2021Re-examination of international bond market dependence: Evidence from a pair copula approach. (2021). Tiwari, Aviral ; Gil-Alana, Luis ; Addo, Emmanuel ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000211.

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2022The network structure of overnight index swap rates. (2022). Uddin, Ajim ; Taylor, Stephen ; Fang, Ming. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004141.

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2021The impact of CIO characteristics on data breaches. (2021). Vincent, Nishani Edirisinghe ; Tadesse, Amanuel F ; Smith, Thomas. In: International Journal of Accounting Information Systems. RePEc:eee:ijoais:v:43:y:2021:i:c:s1467089521000348.

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2021Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans. (2021). Kjargaard, Soren ; Kallestrup-Lamb, Malene ; Alvarez, Jesus-Adrian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:363-375.

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2021Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439.

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2021The economics of sharing macro-longevity risk. (2021). van Ool, Annick ; Mehlkopf, Roel ; Broeders, Dirk. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:440-458.

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2021Unspanned stochastic volatility from an empirical and practical perspective. (2021). Backwell, Alex. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302557.

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2021Short-term physician rescheduling model with feature-driven demand for mental disorders outpatients. (2021). Xu, Liang ; Zhang, Hui ; Wang, Fan. In: Omega. RePEc:eee:jomega:v:105:y:2021:i:c:s0305048321001286.

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2021Benchmarking project portfolios using optimality thresholds. (2021). Wu, Desheng ; Korotkov, Vladimir. In: Omega. RePEc:eee:jomega:v:99:y:2021:i:c:s0305048318312258.

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2021An empirical illustration of the integration of sovereign bond markets. (2021). Inaba, Kei-Ichiro. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:61:y:2021:i:c:s1042444x20300633.

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2021Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19. (2021). James, Nick. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:570:y:2021:i:c:s0378437121001035.

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2022On the systemic nature of global inflation, its association with equity markets and financial portfolio implications. (2022). Chin, Kevin ; James, Nick. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:593:y:2022:i:c:s0378437122000279.

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2021Risk management for cyber-infrastructure protection: A bi-objective integer programming approach. (2021). Albert, Laura A ; Schmidt, Adam ; Zheng, Kaiyue. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:205:y:2021:i:c:s0951832020305949.

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2021International monetary policy spillovers: Linkages between U.S. and South American yield curves. (2021). Meurer, Roberto ; Cavaca, Igor Bastos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:737-754.

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2021Social status and social learning. (2021). Bondarenko, Oxana ; Zakharov, Alexei. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:90:y:2021:i:c:s221480432030690x.

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2021Asymptotic optimality of the generalized c? rule under model uncertainty. (2021). Saha, Subhamay ; Cohen, Asaf. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:136:y:2021:i:c:p:206-236.

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2021Betting on the lord: Lotteries and religiosity in Haiti. (2021). Auriol, Emmanuelle ; Miquel-Florensa, Josepa ; Fourati, Maleke ; Delissaint, Diego ; Seabright, Paul. In: World Development. RePEc:eee:wdevel:v:144:y:2021:i:c:s0305750x2100053x.

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2021Reverse privatization as a reaction to the competitive environment: Evidence from solid waste collection in Germany. (2021). Reinhold, Steffen ; Friederiszick, Hans W ; Demuth, Juri. In: ESMT Research Working Papers. RePEc:esm:wpaper:esmt-18-02_r1.

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2022Should I Play or Should I Go? Individuals’ Characteristics and Preference for Uncertainty. (2022). Gonalves, Tiago Cruz ; Saraiva, Tania. In: Games. RePEc:gam:jgames:v:13:y:2022:i:2:p:31-:d:793028.

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2021.

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2021.

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2022Pricing Longevity Bonds under a Credibility Framework with Limited Available Data. (2022). Pitselis, Georgios ; Badounas, Ioannis ; Bozikas, Apostolos. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:5:p:96-:d:808361.

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2021A Bridge between Local GAAP and Solvency II Frameworks to Quantify Capital Requirement for Demographic Risk. (2021). Savelli, Nino ; della Corte, Francesco ; Clemente, Gian Paolo. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:10:p:175-:d:646398.

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2021Eco-Productivity Analysis of the Municipal Solid Waste Service in the Apulia Region from 2010 to 2017. (2021). lo Storto, Corrado. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:21:p:12008-:d:668597.

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2021Worst-Case Expected Shortfall with Univariate and Bivariate Marginals. (2021). Das, Bikramjit ; Dhara, Anulekha ; Natarajan, Karthik. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:33:y:2021:i:1:p:370-389.

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2021Robust Data-Driven Vehicle Routing with Time Windows. (2021). Sim, Melvyn ; Lim, Andrew ; Zhang, Zhenzhen. In: Operations Research. RePEc:inm:oropre:v:69:y:2021:i:2:p:469-485.

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2022When the Time is Right: Testing for Dynamic Effects in Collaborative Performance.. (2022). Elston, Thomas ; Bel, Germa. In: IREA Working Papers. RePEc:ira:wpaper:202212.

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2021Structural Models for Policy-Making: Coping with Parametric Uncertainty. (2021). Eisenhauer, Philipp ; Janys, Lena ; Gabler, Janos. In: IZA Discussion Papers. RePEc:iza:izadps:dp14317.

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2021Is There an Extended Education-Based Environmental Kuznets Curve? An Analysis of U.S. States. (2021). Shahbaz, Muhammad ; Shafiullah, Muhammad ; Papavassiliou, Vassilios. In: Environmental & Resource Economics. RePEc:kap:enreec:v:80:y:2021:i:4:d:10.1007_s10640-021-00610-9.

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2021Nexus between Carbon Dioxide Emissions and Economic Growth in G7 Countries: Fresh Insights via Wavelet Coherence Analysis. (2021). Shahbaz, Muhammad ; Khalid, Usman ; Tiwari, Aviral Kumar ; Khalfaoui, Rabeh. In: MPRA Paper. RePEc:pra:mprapa:109276.

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2021How Risk Aversion and Financial Literacy Shape Young Adults’ Investment Preferences. (2021). Manolache, Aurora Dina ; Cepoi, Cosmin Octavian ; Iorgulescu, Filip ; Vintila, Nicoleta ; Stoian, Andreea. In: MPRA Paper. RePEc:pra:mprapa:109755.

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2021Comparing Performance of Methods to Deal With Differential Attrition in Randomized Experimental Evaluations. (2021). Miller, Trey ; Steele, Jennifer ; Zamarro, Gema ; Anderson, Kaitlin. In: Evaluation Review. RePEc:sae:evarev:v:45:y:2021:i:1-2:p:70-104.

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2021A survey of decision making and optimization under uncertainty. (2021). Ahner, Darryl K ; Keith, Andrew J. In: Annals of Operations Research. RePEc:spr:annopr:v:300:y:2021:i:2:d:10.1007_s10479-019-03431-8.

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2021KDE distributionally robust portfolio optimization with higher moment coherent risk. (2021). Liu, Wei ; Yu, BO ; Yang, LI. In: Annals of Operations Research. RePEc:spr:annopr:v:307:y:2021:i:1:d:10.1007_s10479-021-04171-4.

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2022Joint robust optimization of bed capacity, nurse staffing, and care access under uncertainty. (2022). Benneyan, James C ; Lahrichi, Nadia ; Kapadia, Shashank ; Breuer, Dominic J. In: Annals of Operations Research. RePEc:spr:annopr:v:312:y:2022:i:2:d:10.1007_s10479-022-04559-w.

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2021A data-driven approach for a class of stochastic dynamic optimization problems. (2021). Homem-De, Tito ; Vallado, Davi ; Silva, Thuener. In: Computational Optimization and Applications. RePEc:spr:coopap:v:80:y:2021:i:3:d:10.1007_s10589-021-00320-4.

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2021Assessing differences in household needs: a comparison of approaches for the estimation of equivalence scales using German expenditure data. (2021). schmied, julian ; Garbuszus, Jan Marvin ; Dudel, Christian. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-020-01822-6.

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2021Sibling correlation in risk attitudes: evidence from Burkina Faso. (2021). Shahbazian, Roujman ; Sepahvand, Mohammad H. In: The Journal of Economic Inequality. RePEc:spr:joecin:v:19:y:2021:i:1:d:10.1007_s10888-020-09466-3.

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2022Too much or too little information: how unknown uncertainty fuels time inconsistency. (2022). Gamble, Keith J ; Kim, Inhwa. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:2:d:10.1007_s43546-021-00189-9.

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2022Statistical analysis of multi?day solar irradiance using a threshold time series model. (2022). Reich, Brian J ; Sun, Ying ; Euan, Carolina. In: Environmetrics. RePEc:wly:envmet:v:33:y:2022:i:3:n:e2716.

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2022On the transmission mechanism of Asia?Pacific yield curve characteristics. (2022). GUPTA, RANGAN ; Gabauer, David ; Subramaniam, Sowmya. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:473-488.

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2021Drivers of customer satisfaction with waste-disposal-services: A PLS-SEM approach. (2021). Damberg, Svenja ; Mischel, Torsten. In: Chapters from the Proceedings of the Hamburg International Conference of Logistics (HICL). RePEc:zbw:hiclch:249626.

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Works by Bertrand Melenberg:

YearTitleTypeCited
2003The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article37
2000The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions.(2000) In: Discussion Paper.
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This paper has another version. Agregated cites: 37		paper
2000Testing Affine Term Structure Models in Case of Transaction Costs In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper5
2005Testing affine term structure models in case of transaction costs.(2005) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 5		article
1999Testing Affine Term Structure Models in Case of Transaction Costs.(1999) In: Discussion Paper.
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This paper has another version. Agregated cites: 5		paper
1988Consumption, leisure and earnings-related liquidity constraints : A note In: Economics Letters.
[Full Text][Citation analysis]		article9
1987Consumption, leisure and earnings-related liquidity constraints : A note.(1987) In: Research Memorandum.
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This paper has another version. Agregated cites: 9		paper
1997Life cycle consumption models with uncertainty within periods In: Economics Letters.
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1998Bounding quantiles in sample selection models In: Economics Letters.
[Full Text][Citation analysis]		article4
2001An analysis of housing expenditure using semiparametric models and panel data In: Journal of Econometrics.
[Full Text][Citation analysis]		article36
1997An Analysis of Housing Expenditure Using Semiparametric Models and Panel Data.(1997) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36		paper
2000Estimation of a censored regression panel data model using conditional moment restrictions efficiently In: Journal of Econometrics.
[Full Text][Citation analysis]		article16
1995Estimation of a censored regression panel data model using conditional moment restrictions efficiently.(1995) In: Discussion Paper.
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This paper has another version. Agregated cites: 16		paper
1989The effects of liquidity constraints on consumption Estimation from household panel data In: European Economic Review.
[Full Text][Citation analysis]		article20
2008Estimating the term structure of mortality In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article14
2008Longevity risk in portfolios of pension annuities In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article45
2004Backtesting for risk-based regulatory capital In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article57
2002Backtesting for Risk-Based Regulatory Capital.(2002) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		paper
2003Common factors in international bond returns In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article69
2000Common Factors in International Bond Returns.(2000) In: Discussion Paper.
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