Bertrand Melenberg : Citation Profile

Are you Bertrand Melenberg?

Universiteit van Tilburg

13

H index

15

i10 index

704

Citations

RESEARCH PRODUCTION:

21

Articles

44

Papers

RESEARCH ACTIVITY:

   28 years (1987 - 2015). See details.
   Cites by year: 25
   Journals where Bertrand Melenberg has often published
   Relations with other researchers
   Recent citing documents: 120.    Total self citations: 12 (1.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme250
   Updated: 2020-04-04    RAS profile: 2009-05-05    
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Relations with other researchers

Works with:

Den Hertog, Dick (3)

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

Is cited by:

Li, Youwei (13)

Bel, Germà (12)

Dohmen, Thomas (12)

van soest, arthur (11)

Sunde, Uwe (10)

He, Xuezhong (9)

Falk, Armin (9)

Mazzanti, Massimiliano (9)

Wengström, Erik (7)

Huffman, David (7)

von Gaudecker, Hans-Martin (7)

Cites to:

Manski, Charles (11)

Newey, Whitney (10)

Kapteyn, Arie (7)

Tasche, Dirk (7)

Heckman, James (7)

De Waegenaere, Anja (6)

Acerbi, Carlo (6)

van soest, arthur (6)

Hansen, Lars (6)

Walker, James (4)

Vella, Francis (4)

Main data

Where Bertrand Melenberg has published?

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

Recent works citing Bertrand Melenberg (2018 and 2017)

YearTitle of citing document
2017Worst-Case Expected Shortfall with Univariate and Bivariate Marginals. (2017). Natarajan, Karthik ; Das, Bikramjit ; Dhara, Anulekha. In: Papers. RePEc:arx:papers:1701.04167.

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2019Spectral backtests of forecast distributions with application to risk management. (2019). Gordy, Michael ; McNeil, Alexander J ; Lok, Hsiao Yen . In: Papers. RePEc:arx:papers:1708.01489.

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2017Calibration of Distributionally Robust Empirical Optimization Models. (2017). , Andrew ; Kim, Michael Jong ; Gotoh, Jun-Ya. In: Papers. RePEc:arx:papers:1711.06565.

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2019Regression Based Expected Shortfall Backtesting. (2019). Dimitriadis, Timo ; Bayer, Sebastian. In: Papers. RePEc:arx:papers:1801.04112.

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2020Quadratic 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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2018The Cross-border Household Finance and Consumption Survey: Results from the second wave. (2018). Ziegelmeyer, Michael ; Pulina, Giuseppe ; Mathä, Thomas ; Matha, Thomas Y. In: BCL working papers. RePEc:bcl:bclwop:bclwp119.

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2019Simple Methods for Consistent Estimation of Dynamic Panel Data Sample Selection Models. (2019). Labeaga, Jose ; Jimenez-Martin, Sergi ; Al-Sadoon, Majid. In: Working Papers. RePEc:bge:wpaper:1069.

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2017Risk attitudes and the structure of decision†making: evidence from the Illinois hog industry. (2017). Garcia, Philip. In: Agricultural Economics. RePEc:bla:agecon:v:48:y:2017:i:1:p:41-50.

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2017CEO personal investment decisions and firm risk. (2017). Cen, Wei ; Doukas, John A. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:5:p:920-950.

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2017Extensive and intensive margin effects in sample selection models: racial effects on wages. (2017). Lee, Myoung-jae. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:3:p:817-839.

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2017Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference. (2017). Blake, David ; Melenberg, Bertrand ; Waegenaere, Anja ; Li, Hong ; Morales, Marco. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:s1:p:459-475.

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2017Direct Estimation of Equivalence Scales and More Evidence on Independence of Base. (2017). Biewen, Martin ; Juhasz, Andos . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:5:p:875-905.

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2017Control Function Approach for Partly Ordered Endogenous Treatments: Military Rank Premium in Wage. (2017). Lee, Myoung-jae ; Ju, Youngmin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:6:p:1176-1194.

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2019Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data. (2019). Zerilli, Paola ; Chen, Liyuan ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:952.

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2018Does Public Sector Outsourcing Decrease Public Employment? Empirical Evidence from OECD Countries. (2018). Potrafke, Niklas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7322.

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2018Does public sector outsourcing decrease public employment? Empirical evidence from OECD countries. (2018). Potrafke, Niklas. In: ifo Working Paper Series. RePEc:ces:ifowps:_267.

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2017Evaluación de los factores de riesgo en los activos de renta variable que conforman el índice S&P MILA 40: aplicación del modelo de tres factores de Fama y French en el periodo 2009-2013. (2017). Carmona, Diana Milena ; Leyton, Marcos Vera. In: REVISTA FINANZAS Y POLÍTICA ECONÓMICA. RePEc:col:000443:016370.

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2017Evaluación de los factores de riesgo en los activos de renta variable que conforman el índice S&P MILA 40: aplicación del modelo de tres factores de Fama y French en el periodo 2009-2013. (2017). Carmona, Diana Milena ; Leyton, Marcos Vera. In: REVISTA FINANZAS Y POLÍTICA ECONÓMICA. RePEc:col:000443:016479.

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2018International yield curves and currency puzzles. (2018). Chernov, Mikhail ; Creal, Drew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13252.

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2019Unhedgeable Inflation Risk within Pension Schemes. (2019). van Wijnbergen, Sweder ; Beetsma, Roel ; Chen, Damiaan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13742.

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2020Living Longer in High Longevity Risk. (2020). Jung, Hojin ; Kim, Jong-Min ; Wingenbach, Rachel. In: JODE - Journal of Demographic Economics. RePEc:ctl:louvde:v:86:y:2020:i:1:p:47-86.

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2017Econometric Measurement of Earths Transient Climate Sensitivity. (2017). Phillips, Peter ; Leirvik, Thomas ; PEter, ; Storelvmo, Trude . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2083.

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2018Dynamic Panel Modeling of Climate Change. (2018). Phillips, Peter ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2150.

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2019Pension adequacy standards: an empirical estimation strategy and results for the United States and Germany. (2019). schmied, julian ; Dudel, Christian. In: MPIDR Working Papers. RePEc:dem:wpaper:wp-2019-003.

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2017Survey shortcuts? Evidence from a payment diary survey. (2017). Hernandez, Lola ; Raat, Juanita . In: DNB Working Papers. RePEc:dnb:dnbwpp:546.

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2018The economics of sharing macro-longevity risk. (2018). Ool, Annick ; Broeders, Dirk ; van Ool, Annick ; Mehlkopf, Roel. In: DNB Working Papers. RePEc:dnb:dnbwpp:618.

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2017Speculative behavior in a housing market: Boom and bust. (2017). Zheng, Min ; Wang, Shouyang. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:50-64.

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2018Locus of control and financial risk attitudes. (2018). Zikos, Vasileios ; Kesavayuth, Dusanee. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:122-131.

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2017The Influence of Political Orientation on the Strength and Temporal Persistence of Policy Framing Effects. (2017). Wustenhagen, Rolf ; Dharshing, Samdruk ; Hille, Stefanie Lena. In: Ecological Economics. RePEc:eee:ecolec:v:142:y:2017:i:c:p:295-305.

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2019Agricultural productivity, shadow wages and off-farm labor decisions in Nicaragua. (2019). Bravo-Ureta, Boris E ; Almeida, Alexandre N. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:1:p:99-110.

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2019Linking risk attitudes, time preferences, and body mass index in Catalonia. (2019). Gil, Jose M ; Dogbe, Wisdom. In: Economics & Human Biology. RePEc:eee:ehbiol:v:35:y:2019:i:c:p:73-81.

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2017Worst-case demand distributions in vehicle routing. (2017). Carlsson, John Gunnar ; Behroozi, Mehdi . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:2:p:462-472.

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2017A biobjective approach to recoverable robustness based on location planning. (2017). Carrizosa, Emilio ; Schobel, Anita ; Goerigk, Marc. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:2:p:421-435.

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2017Optimizing (s, S) policies for multi-period inventory models with demand distribution uncertainty: Robust dynamic programing approaches. (2017). Qiu, Ruozhen ; Lim, Yun Fong ; Sun, Minghe. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:3:p:880-892.

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2018Distributionally robust equilibrium for continuous games: Nash and Stackelberg models. (2018). Liu, Yongchao ; Zhang, Jin ; Yang, Shu-Jung Sunny ; Xu, Huifu. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:631-643.

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2018Compromise solutions for robust combinatorial optimization with variable-sized uncertainty. (2018). Chassein, Andre ; Goerigk, Marc. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:2:p:544-555.

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2019A distributionally robust optimization approach for surgery block allocation. (2019). Wang, YU ; Tang, Jiafu ; Zhang, YU. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:2:p:740-753.

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2019Reverse sensitivity testing: What does it take to break the model?. (2019). Pesenti, Silvana M ; Tsanakas, Andreas ; Millossovich, Pietro. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:2:p:654-670.

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2019Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models. (2019). Mehrotra, Sanjay ; Luo, Fengqiao. In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:1:p:20-35.

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2019Controlling risk and demand ambiguity in newsvendor models. (2019). Homem-De, Tito ; Bayraksan, Guzin ; Rahimian, Hamed. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:3:p:854-868.

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2018Financial connectedness of BRICS and global sovereign bond markets. (2018). Ahmad, Wasim ; Daly, Kevin J ; Mishra, Anil V. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:1-16.

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2017Return expectations and risk aversion heterogeneity in household portfolios. (2017). Bucciol, Alessandro ; Pastorello, Sergio ; Miniaci, Raffaele . In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:201-219.

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2018Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Ruipeng ; Zheng, Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:38-51.

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2019Heterogeneous agent models in financial markets: A nonlinear dynamics approach. (2019). Li, Youwei ; He, Xuezhong ; Zheng, Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:135-149.

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2019Backtesting VaR and ES under the magnifying glass. (2019). Panopoulou, Ekaterini ; Argyropoulos, Christos. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:22-37.

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2019Sorting out the financials: Making economic sense out of statistical factors. (2019). Vidovi, Luka ; Lonarski, Igor. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:110-118.

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2019Does CIO risk appetite matter? Evidence from information security breach incidents. (2019). Wang, Tawei ; Feng, Cecilia. In: International Journal of Accounting Information Systems. RePEc:eee:ijoais:v:32:y:2019:i:c:p:59-75.

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2017Redistribution of longevity risk: The effect of heterogeneous mortality beliefs. (2017). De Waegenaere, Anja ; Boonen, Tim J ; Norde, Henk. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:175-188.

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2018Longevity risk and capital markets: The 2015–16 update. (2018). Blake, David ; MacMinn, Richard ; Loisel, Stephane ; el Karoui, Nicole. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:157-173.

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2018Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts. (2018). Gambaro, Anna Maria ; Ghilarducci, Alessandro ; Fusai, Gianluca ; Casalini, Riccardo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:81:y:2018:i:c:p:117-129.

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2018Using expected shortfall for credit risk regulation. (2018). Osmundsen, Kjartan Kloster . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:80-93.

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2017Investor sentiment, flight-to-quality, and corporate bond comovement. (2017). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:112-132.

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2018Multinomial VaR backtests: A simple implicit approach to backtesting expected shortfall. (2018). Lok, Yen ; McNeil, Alexander J ; Kratz, Marie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:393-407.

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2018Endogenous scope economies in microfinance institutions. (2018). Malikov, Emir ; Hartarska, Valentina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:162-182.

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2018Stability of risk attitudes and media coverage of economic news. (2018). Zumbuehl, Maria ; Tausch, Franziska . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:150:y:2018:i:c:p:295-310.

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2019Women in a men’s world: Risk taking in an online card game community. (2019). van Praag, Mirjam ; Claussen, Jorg ; Czibor, Eszter. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:158:y:2019:i:c:p:62-89.

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2018Interest rate volatility, the yield curve, and the macroeconomy. (2018). Joslin, Scott ; Konchitchki, Yaniv. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:2:p:344-362.

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2018Time varying risk aversion. (2018). Guiso, Luigi ; Zingales, Luigi ; Sapienza, Paola. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:3:p:403-421.

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2019Housing affordability and inequality:A consumption-adjusted approach. (2019). Gabriel, Stuart ; Golan, Roni ; Ben-Shahar, Danny. In: Journal of Housing Economics. RePEc:eee:jhouse:v:45:y:2019:i:c:2.

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2018Factors of the term structure of sovereign yield spreads. (2018). Trueck, Stefan ; Truck, Stefan ; Wellmann, Dennis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:56-75.

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2018Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy. (2018). Nitschka, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:83:y:2018:i:c:p:44-54.

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2018Temporal scale efficiency in DEA panel data estimations. An application to the solid waste disposal service in Spain. (2018). Prior, Diego ; Zafra-Gomez, Jose L ; Perez-Lopez, Gemma. In: Omega. RePEc:eee:jomega:v:76:y:2018:i:c:p:18-27.

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2019Revisiting the relation between economic growth and the environment; a global assessment of deforestation, pollution and carbon emission. (2019). Koomen, Eric ; Dogo, Harun ; Spencer, Phoebe ; Chamorro, Andres ; Johannes, Bo Pieter. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:114:y:2019:i:c:41.

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2017An integrated macro-financial risk-based approach to the stressed capital requirement. (2017). Liu, Xiaochun. In: Review of Financial Economics. RePEc:eee:revfin:v:34:y:2017:i:c:p:86-98.

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2017How Germany benefits the most from its Eurozone membership. (2017). Juneja, Januj. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1074-1088.

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2019Distributionally robust inventory routing problem to maximize the service level under limited budget. (2019). Liu, Xin ; Chu, Chengbin ; Zheng, Feifeng. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:126:y:2019:i:c:p:190-211.

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2018Reverse privatization as a reaction to the competitive environment: Evidence from solid waste collection in Germany. (2018). Friederiszick, Hans ; Reinhold, Steffen ; Demuth, Juri . In: ESMT Research Working Papers. RePEc:esm:wpaper:esmt-18-02.

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2017.

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2017A new evidence on the CIS’s environmental pollution-macroeoconmic variables relationship. (2017). TAGHIZADEH-HESARY, Farhad ; Rasoulinezhad, Ehsan. In: ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT. RePEc:fan:efeefe:v:html10.3280/efe2017-001014.

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2018Public Procurement versus Laissez-Faire: Evidence from Household Waste Collection. (2018). Tukiainen, Janne ; Meriläinen, Jaakko ; Merilainen, Jaakko. In: Working Papers. RePEc:fer:wpaper:113.

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2018Spectral Backtests of Forecast Distributions with Application to Risk Management. (2018). Gordy, Michael ; McNeil, Alexander J. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-21.

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2017Financial Insights from the Last Few Components of a Stock Market PCA. (2017). Yang, Libin ; Rea, Alethea . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:3:p:15-:d:105316.

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2019Smoothed Maximum Score Estimation of Discrete Duration Models. (2019). Rilstone, Paul ; Reza, Sadat. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:64-:d:222990.

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2020Optimal Contracting of Pension Incentive: Evidence of Currency Risk Management in Multinational Companies. (2020). Tang, Ivy ; Guan, Yun ; Chen, Jeffrey Jun. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:24-:d:315990.

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2018On Exactitude in Financial Regulation: Value-at-Risk, Expected Shortfall, and Expectiles. (2018). Chen, James Ming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:61-:d:150249.

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2017Older People, Mobile Communication and Risks. (2017). Ivan, Loredana ; Fernandez-Ardevol, Mireia . In: Societies. RePEc:gam:jsoctx:v:7:y:2017:i:2:p:7-:d:95863.

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2019Measuring the Efficiency of Public and Private Delivery Forms: An Application to the Waste Collection Service Using Order-M Data Panel Frontier Analysis. (2019). Campos-Alba, Cristina M ; Zafra-Gomez, Jose L ; Perez-Lopez, Gemma ; de la Higuera-Molina, Emilio J. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:7:p:2056-:d:220599.

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2018Modeling Longevity Risk using Consistent Dynamics Affine Mortality Models. (2018). Kedidi, Islem ; Bedoui, Rihab. In: Working Papers. RePEc:hal:wpaper:hal-01678050.

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2019Backtesting Expected Shortfall via Multi-Quantile Regression. (2019). Leymarie, Jérémy ; Couperier, Ophelie. In: Working Papers. RePEc:hal:wpaper:halshs-01909375.

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2017Individual’s Risk Attitudes in sub-Saharan Africa: Determinants and Reliability of Self-reported Risk in Burkina Faso. (2017). Shahbazian, Roujman ; Sephavand, Mohammad. In: Working Paper Series. RePEc:hhs:uunewp:2017_011.

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2018Sibling Correlation in Risk Attitudes: Evidence from Burkina Faso. (2018). Shahbazian, Roujman ; Sepahvand, Mohammad H. In: Working Paper Series. RePEc:hhs:uunewp:2018_006.

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2018Does revolution change risk attitudes? Evidence from Burkina Faso. (2018). Swain, Ranjula Bali ; Shahbazian, Roujman ; Sepahvand, Mohammad H. In: Working Paper Series. RePEc:hhs:uunewp:2019_002.

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2019Agricultural productivity in Burkina Faso: The role of gender andrisk attitudes. (2019). Sepahvand, Mohammad H. In: Working Paper Series. RePEc:hhs:uunewp:2019_003.

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2018Estimación de la eficiencia a largo plazo en servicios públicos locales mediante fronteras robustas con datos de panel. (2018). Prior, Diego ; Zafra-Gomez, Jose Luis ; Perez-Lopez, Gemma ; Garrido-Rodriguez, Juan Carlos. In: Hacienda Pública Española. RePEc:hpe:journl:y:2018:v:226:i:3:p:11-36.

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2019Basel IV A gloomy future for Expected Shortfall risk models. Evidence from the Mexican Stock Market. (2019). Rossignolo, Adrian F. In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:14:y:2019:i:pnea:p:559-582.

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2019The role of cognitive reflection in decision making: Evidence from Pakistani managers. (2019). Li, Matthew C ; Sajid, Muhammad. In: Judgment and Decision Making. RePEc:jdm:journl:v:14:y:2019:i:5:p:591-604.

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2017Giving in the face of risk. (2017). Riedl, Arno ; Tran, Giang ; Cettolin, Elena. In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:55:y:2017:i:2:d:10.1007_s11166-017-9270-2.

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2019Measuring ambiguity preferences: A new ambiguity preference survey module. (2019). Schroder, David ; Cavatorta, Elisa. In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:58:y:2019:i:1:d:10.1007_s11166-019-09299-0.

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2017Global Evidence on Economic Preferences. (2017). Sunde, Uwe ; Huffman, David ; Falk, Armin ; Enke, Benjamin ; Dohmen, Thomas ; Becker, Anke. In: NBER Working Papers. RePEc:nbr:nberwo:23943.

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2018International Yield Curves and Currency Puzzles. (2018). Creal, Drew ; Chernov, Mikhail. In: NBER Working Papers. RePEc:nbr:nberwo:25206.

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2019Long-Term Consequences of Growing up in a Recession on Risk Preferences. (2019). Shigeoka, Hitoshi. In: NBER Working Papers. RePEc:nbr:nberwo:26352.

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2019The impact of economic conditions on individual and managerial risk taking. (2019). Steinorth, Petra ; Jaeger, Verena ; Browne, Mark. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:44:y:2019:i:1:d:10.1057_s10713-018-00037-1.

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2017To what extent does income predict an individual’s risk profile in the UK (2012- 2014). (2017). Wright, Joshua. In: MPRA Paper. RePEc:pra:mprapa:80757.

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2017Gender longevity gap and socioeconomic indicators in developed countries. (2017). Fedotenkov, Igor ; Деркачев, Павел ; Derkachev, Pavel . In: MPRA Paper. RePEc:pra:mprapa:83215.

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2018Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Ruipeng ; Zheng, Min. In: MPRA Paper. RePEc:pra:mprapa:84886.

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2018Environmental Kuznets Curve for CO2 Emission: A Literature Survey. (2018). Sinha, Avik ; Shahbaz, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:86281.

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2018Endogenous Scope Economies in Microfinance Institutions. (2018). Malikov, Emir ; Hartarska, Valentina. In: MPRA Paper. RePEc:pra:mprapa:87450.

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2018On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics. (2018). GUPTA, RANGAN ; Gabauer, David ; Subramaniam, Sowmya. In: Working Papers. RePEc:pre:wpaper:201864.

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2018On the Relationship Between Cognitive Ability and Risk Preference. (2018). Sunde, Uwe ; Falk, Armin ; Dohmen, Thomas ; Huffman, David. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:76.

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More than 100 citations found, this list is not complete...

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]		article33
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: 33		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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
1999Testing Affine Term Structure Models in Case of Transaction Costs.(1999) In: Discussion Paper.
[Full Text][Citation analysis]
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]		article8
1987Consumption, leisure and earnings-related liquidity constraints : A note.(1987) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
1997Life cycle consumption models with uncertainty within periods In: Economics Letters.
[Full Text][Citation analysis]		article0
1998Bounding quantiles in sample selection models In: Economics Letters.
[Full Text][Citation analysis]		article3
2001An analysis of housing expenditure using semiparametric models and panel data In: Journal of Econometrics.
[Full Text][Citation analysis]		article34
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: 34		paper
2000Estimation of a censored regression panel data model using conditional moment restrictions efficiently In: Journal of Econometrics.
[Full Text][Citation analysis]		article11
1995Estimation of a censored regression panel data model using conditional moment restrictions efficiently.(1995) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
1989The effects of liquidity constraints on consumption Estimation from household panel data In: European Economic Review.
[Full Text][Citation analysis]		article4
2008Estimating the term structure of mortality In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article13
2008Longevity risk in portfolios of pension annuities In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article29
2004Backtesting for risk-based regulatory capital In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article49
2002Backtesting for Risk-Based Regulatory Capital.(2002) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		paper
2003Common factors in international bond returns In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article51
2000Common Factors in International Bond Returns.(2000) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		paper
1989MAXIMUM SCORE ESTIMATION IN THE ORDRED RESPONSE MODEL. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper0
1989Maximum score estimation in the ordered response model.(1989) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1991Parametric and Semi-parametric Modelling of Vocation Expenditures. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper58
1996Parametric and Semi-parametric Modelling of Vacation Expenditures..(1996) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58		article
1991Parametric and semi-parametric modelling of vacation expenditures.(1991) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58		paper
1993Semi-Parametric Estimation on the Sample Selection Model. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper7
1993Semi-parametric estimation of the sample selection model.(1993) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2002Semi-parametric models for satisfaction with income In: CeMMAP working papers.
[Full Text][Citation analysis]		paper17
2002Semi-parametric Models for Satisfaction with Income.(2002) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
1995Nonnegativity Constraints and Intratemporal Uncertainty in a Multi-good Life-Cycle Model. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article8
1998Introduction: application of semiparametric methods for micro-data In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article1
1998Testing the predictive value of subjective labour supply data In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article19
1997Testing the Predicitive Value of Subjective Labour Supply Data.(1997) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
1990The Problem of Not Observing Small Expenditures in a Consumer Expenditure Survey. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article4
1987The problem of not observing small expenditures in a consumer expenditure survey.(1987) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2001Estimating Risk Attitudes Using Lotteries: A Large Sample Approach. In: Journal of Risk and Uncertainty.
[Full Text][Citation analysis]		article196
1999Estimating Risk Attitudes Using Lotteries; A Large Sample Approach.(1999) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 196		paper
2005Multi-period CAPM with Heterogeneous Agents In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]		paper0
2006Ambiguity, No Arbitrage, Coherence and Artificial Financial Markets In: Computing in Economics and Finance 2006.
[Citation analysis]		paper0
2000An analysis of housing expenditure using semiparametric cross-section models In: Empirical Economics.
[Full Text][Citation analysis]		article5
1997An Analysis of Housing Expenditure Using Semiparametric Cross-Section Models.(1997) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2003Contracting out refuse collection In: Empirical Economics.
[Full Text][Citation analysis]		article38
1999A Convenient Way to Characterize Equivalent Martingale Measures in Incomplete Markets In: Statistical Inference for Stochastic Processes.
[Full Text][Citation analysis]		article0
2005Testing for Mean-Coherent Regular Risk Spanning In: Discussion Paper.
[Full Text][Citation analysis]		paper0
2006The Econometric Analysis of Microscopic Simulation Models In: Discussion Paper.
[Full Text][Citation analysis]		paper11
2011Grazing the Commons : Global Carbon Emissions Forever? In: Discussion Paper.
[Full Text][Citation analysis]		paper2
1995Semiparametric estimation of equivalence scales using subjective information In: Discussion Paper.
[Full Text][Citation analysis]		paper4
1996On the Pricing of Options in Incomplete Markets In: Discussion Paper.
[Full Text][Citation analysis]		paper0
2011Robust Solutions of Optimization Problems Affected by Uncertain Probabilities In: Discussion Paper.
[Full Text][Citation analysis]		paper37
2002Model Risk and Regulatory Capital In: Discussion Paper.
[Full Text][Citation analysis]		paper4
1999Bounds on Quantiles in the Presence of Full and Partial Item Nonresponse In: Discussion Paper.
[Full Text][Citation analysis]		paper4
2003Testing Expected Shortfall Models for Derivative Positions In: Discussion Paper.
[Full Text][Citation analysis]		paper0
2011Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products : The Effect of Investment Risk In: Discussion Paper.
[Full Text][Citation analysis]		paper2
2011Global Warming and Local Dimming : The Statistical Evidence In: Discussion Paper.
[Full Text][Citation analysis]		paper7
2006The Non- and Semiparametric Analysis of MS Models : Some Applications In: Discussion Paper.
[Full Text][Citation analysis]		paper4
2014Tractable Counterparts of Distributionally Robust Constraints on Risk Measures In: Discussion Paper.
[Full Text][Citation analysis]		paper0
2001Nonparametric Bounds in the Presence of Item Nonresponse, Unfolding Brackets and Anchoring In: Discussion Paper.
[Full Text][Citation analysis]		paper6
1999Nonparametric Modeling of the Anchoring Effect in an Unfolding Bracket Design In: Discussion Paper.
[Full Text][Citation analysis]		paper1
1999Nonparametric Bounds on the Income Distribution in the Presence of Item Nonresponse In: Discussion Paper.
[Full Text][Citation analysis]		paper1
2015Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information In: Discussion Paper.
[Full Text][Citation analysis]		paper4
2005Mean-Coherent Risk and Mean-Variance Approaches in Portfolio Selection : An Empirical Comparison In: Discussion Paper.
[Full Text][Citation analysis]		paper0
2015Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (revision of CentER DP 2014-031) In: Discussion Paper.
[Full Text][Citation analysis]		paper0
2005Environmental Kuznets Curves for CO2 : Heterogeneity Versus Homogeneity In: Discussion Paper.
[Full Text][Citation analysis]		paper24
1991Intratemporal uncertainty in the multi-good life cycle consumption model : Motivation and application In: Research Memorandum.
[Full Text][Citation analysis]		paper0
1989A method to construct moments in the multi-good life cycle consumption model In: Research Memorandum.
[Full Text][Citation analysis]		paper0

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