6
H index
3
i10 index
133
Citations
Arjen Siegmann : Citation Profile
Vrije Universiteit Amsterdam | RESEARCH PRODUCTION: 14 Articles 18 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (2000 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Arjen Siegmann. | Is cited by:
| Cites to:
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Main data
Where Arjen Siegmann has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Empirical Finance | 2 |
| Journal of Pension Economics and Finance | 2 |
| Journal of Banking & Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Tinbergen Institute Discussion Papers / Tinbergen Institute | 10 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
| LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg | 2 |
Recent works citing Arjen Siegmann (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Optimal management of DB pension fund under both underfunded and overfunded cases. (2023). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2302.08731. Full description at Econpapers || Download paper |
| 2023 | Equilibrium investment with random risk aversion. (2023). Steffensen, Mogens ; Desmettre, Sascha. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:946-975. Full description at Econpapers || Download paper |
| 2023 | Precautionary Savings, Loss Aversion, and Risk: Theory and Evidence. (2023). Georgalos, Konstantinos ; Hajimoladarvish, Narges ; Dhami, Sanjit. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10570. Full description at Econpapers || Download paper |
| 2023 | Discrimination and sorting in the real estate market: Evidence from terrorist attacks and mosques. (2023). Lepage, Louis-Pierre. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000156. Full description at Econpapers || Download paper |
| 2024 | Minorities and property values: Evidence from residential buildings in Israel. (2024). Zussman, Noam ; Elster, Yael. In: Journal of Urban Economics. RePEc:eee:juecon:v:141:y:2024:i:c:s0094119022001012. Full description at Econpapers || Download paper |
| 2024 | Prospect theory and asset allocation. (2024). Hlouskova, Jaroslava ; Fortin, Ines. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:214-240. Full description at Econpapers || Download paper |
| 2023 | Do school shootings erode property values?. (2023). Munoz-Morales, Juan ; Singh, Ruchi ; Muoz-Morales, Juan. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:98:y:2023:i:c:s0166046222000904. Full description at Econpapers || Download paper |
| 2023 | Impact of Proof of Work (PoW)-Based Blockchain Applications on the Environment: A Systematic Review and Research Agenda. (2023). Sapra, Nishant ; Dash, Ashutosh ; Shaikh, Imlak. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:218-:d:1112406. Full description at Econpapers || Download paper |
| 2023 | Synthetic Control Method for Dutch Policy Evaluation. (2023). Vlaanderen, Marilou ; Witteman, Joost ; Verheuvel, Nils. In: De Economist. RePEc:kap:decono:v:171:y:2023:i:1:d:10.1007_s10645-022-09417-5. Full description at Econpapers || Download paper |
| 2023 | Induced earthquakes and house prices: the role of spatiotemporal and global effects. (2023). Elhorst, Paul J ; Duran, Nicolas. In: Journal of Geographical Systems. RePEc:kap:jgeosy:v:25:y:2023:i:2:d:10.1007_s10109-022-00403-8. Full description at Econpapers || Download paper |
| 2023 | Whats in a Label? On Neighbourhood Labelling, Stigma and Housing Prices. (2023). Liang, Che-Yuan ; Granath, Jakob ; Fredriksson, Greta ; Dahlberg, Matz ; Brunker, Fabian ; Blind, Ina ; Andersson, Henrik. In: SocArXiv. RePEc:osf:socarx:xu759. Full description at Econpapers || Download paper |
| 2023 | Using property rights to fight crime: the Khaya Lam project. (2023). Lawson, Kerianne. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-023-09621-2. Full description at Econpapers || Download paper |
| 2023 | Matching on Noise: Finite Sample Bias in the Synthetic Control Estimator. (2023). Miller, Douglas ; Cummins, Joseph ; Simon, David Eliot ; Smith, Brock. In: Working papers. RePEc:uct:uconnp:2023-07. Full description at Econpapers || Download paper |
| 2023 | Unveiling the Price of Obscenity: Evidence From Closing Prostitution Windows in Amsterdam. (2023). Ribas, Rafael P ; Giambona, Erasmo. In: Journal of Policy Analysis and Management. RePEc:wly:jpamgt:v:42:y:2023:i:3:p:677-705. Full description at Econpapers || Download paper |
Works by Arjen Siegmann:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | The Effect of Shortfall as a Risk Measure for Portfolios with Hedge Funds In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 5 |
| 2018 | Real-Estate Agent Commission Structure and Sales Performance In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Real-estate agent commission structure and sales performance.(2023) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2017 | Real-Estate Agent Commission Structure and Sales Performance.(2017) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Real-Estate Agent Commission Structure and Sales Performance.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2007 | The Effect of the Theo van Gogh Murder on House Prices in Amsterdam In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2007 | The Effect of the Theo van Gogh Murder on House Prices in Amsterdam.(2007) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2007 | The Effect of the Theo van Gogh Murder on House Prices in Amsterdam.(2007) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2014 | The Evolving Beta-Liquidity Relationship of Hedge Funds In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2017 | The evolving beta-liquidity relationship of hedge funds.(2017) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2014 | Hedge Fund Innovation In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Minimum funding ratios for defined-benefit pension funds* In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 7 |
| 2007 | Optimal investment policies for defined benefit pension funds In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2004 | Comment on Hovanov, Kolari and Sokolov: a stable currency numeraire? In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2002 | Optimal saving rules for loss-averse agents under uncertainty In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2001 | Optimal Saving Rules for Loss-Averse Agents under Uncertainty.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2012 | Risk aversion under preference uncertainty In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2010 | Risk Aversion under Preference Uncertainty.(2010) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2010 | Risk aversion under preference uncertainty.(2010) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2014 | Can European bank bailouts work? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 11 |
| 2012 | Can European Bank Bailouts work?.(2012) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2018 | Intergenerational risk sharing under loss averse preferences In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
| 2009 | Terrorism and attitudes towards minorities: The effect of the Theo van Gogh murder on house prices in Amsterdam In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 53 |
| 2005 | Discrete-Time Financial Planning Models Under Loss-Averse Preferences In: Operations Research. [Full Text][Citation analysis] | article | 9 |
| 2008 | Market Valuation, Pension Fund Policy and Contribution Volatility In: De Economist. [Full Text][Citation analysis] | article | 1 |
| 2018 | From chaining blocks to breaking even: A study on the profitability of bitcoin mining from 2012 to 2016 In: Electronic Markets. [Full Text][Citation analysis] | article | 10 |
| 2000 | Analytic Decision Rules for Financial Stochastic Programs In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2002 | Explaining Hedge Fund Investment Styles by Loss Aversion In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Market Liquidity and Exposure of Hedge Funds In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Efficiency Gains of a European Banking Union In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2016 | Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2002 | De Pensioen- en Verzekeringskamer komen van rechts: buffervorming en beleggingsbeleid bij Nederlandse Pensioenfondsen In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team