Anja De Waegenaere : Citation Profile


Are you Anja De Waegenaere?

Universiteit van Tilburg

10

H index

10

i10 index

480

Citations

RESEARCH PRODUCTION:

32

Articles

43

Papers

RESEARCH ACTIVITY:

   30 years (1990 - 2020). See details.
   Cites by year: 16
   Journals where Anja De Waegenaere has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 23 (4.57 %)

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   Permalink: http://citec.repec.org/pde420
   Updated: 2024-01-16    RAS profile: 2020-02-17    
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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 Anja De Waegenaere.

Is cited by:

Borm, Peter (17)

Blake, David (14)

Regis, Luca (13)

Lapied, André (9)

luciano, elisa (8)

Den Hertog, Dick (8)

Hanewald, Katja (6)

Slastnikov, Alexander (5)

Arkin, Vadim (5)

Loisel, Stéphane (5)

Dahm, Matthias (5)

Cites to:

Blake, David (29)

Lee, Ronald (11)

Gilboa, Itzhak (10)

Melenberg, Bertrand (7)

Tsai, Jeffrey (7)

Dhaene, Jan (7)

Kort, Peter (7)

Nijman, Theo (6)

Chateauneuf, Alain (6)

Lapied, André (6)

Jehiel, Philippe (6)

Main data


Where Anja De Waegenaere has published?


Journals with more than one article published# docs
Insurance: Mathematics and Economics16
Contemporary Accounting Research4
European Journal of Operational Research3
National Tax Journal2

Recent works citing Anja De Waegenaere (2024 and 2023)


YearTitle of citing document
2023A Partial Order for Strictly Positive Coalitional Games and a Link from Risk Aversion to Cooperation. (2023). Yang, Jian. In: Papers. RePEc:arx:papers:2304.10652.

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2023A cohort-based Partial Internal Model for demographic risk. (2023). Savelli, Nino ; Clemente, Gian Paolo ; della Corte, Francesco. In: Papers. RePEc:arx:papers:2307.03090.

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2023Preference robust distortion risk measure and its application. (2023). Xu, Huifu ; Wang, Wei. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:2:p:389-434.

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2023.

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2023.

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2023Robust metamodel-based simulation-optimization approaches for designing hybrid renewable energy systems. (2023). Saif, Ahmed ; Pourmohammadi, Pardis. In: Applied Energy. RePEc:eee:appene:v:341:y:2023:i:c:s0306261923004968.

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2023Optimal longevity risk transfer under asymmetric information. (2023). Schultze, Mark B ; Li, Hong ; Chen, AN. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004163.

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2023Extended gradient of convex function and capital allocation. (2023). Grechuk, Bogdan. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:1:p:429-437.

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2023A study of data-driven distributionally robust optimization with incomplete joint data under finite support. (2023). Bidkhori, Hoda ; Ren, KE. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:754-765.

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2023Distributionally robust resource planning under binomial demand intakes. (2023). Kirkbride, Christopher ; Dokka, Trivikram ; Ainslie, Russell ; Black, Ben. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:227-242.

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2023Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation. (2023). Ma, Tiejun ; Xu, Huifu ; Wang, Wei. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:322-347.

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2023A multistage distributionally robust optimization approach to water allocation under climate uncertainty. (2023). Bayraksan, Guzin ; Park, Jangho. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:849-871.

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2023Data-driven remanufacturing planning with parameter uncertainty. (2023). Shi, Yue ; Zhao, Ming ; Xiang, Yisha ; Zhu, Zhicheng. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:1:p:102-116.

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2023Applying the Shapley value to the tuna fishery. (2023). Sartal, Antonio ; Groba, Carlos ; Bergantios, Gustavo. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:1:p:306-318.

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2023Globalized robust bilevel optimization model for hazmat transport network design considering reliability. (2023). Liu, Yankui ; Bai, Xuejie ; Wang, Jinpei. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:239:y:2023:i:c:s0951832023003988.

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2023.

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2023.

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2023.

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2023The Value of Randomized Strategies in Distributionally Robust Risk-Averse Network Interdiction Problems. (2023). Delage, Erick ; Sadana, Utsav. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:35:y:2023:i:1:p:216-232.

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2023RSOME in Python: An Open-Source Package for Robust Stochastic Optimization Made Easy. (2023). Xiong, Peng ; Chen, Zhi. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:35:y:2023:i:4:p:717-724.

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2023Adjustable Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets. (2023). Chen, Zhi ; Ruan, Haolin ; Ho, Chin Pang. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:35:y:2023:i:5:p:1002-1023.

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2023Globalized Distributionally Robust Counterpart. (2023). Chen, Zhi ; Liu, Feng ; Wang, Shuming. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:35:y:2023:i:5:p:1120-1142.

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2023A Data-Driven Approach to Multistage Stochastic Linear Optimization. (2023). Sturt, Bradley ; Shtern, Shimrit ; Bertsimas, Dimitris. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:51-74.

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2023Treatment Effect Risk: Bounds and Inference. (2023). Kallus, Nathan. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4579-4590.

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2023Robust Decision-Making under Risk and Ambiguity. (2023). Eisenhauer, Philipp ; Blesch, Maximilian. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:463.

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2023A two-stage linear production planning model with partial cooperation under stochastic demands. (2023). Furumi, Kojiro ; Sekizaki, Shinya ; Hayashida, Tomohiro ; Nishizaki, Ichiro. In: Annals of Operations Research. RePEc:spr:annopr:v:320:y:2023:i:1:d:10.1007_s10479-022-05056-w.

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2023Customer accounting practices, antecedents and performance implications: insights from the financial services industry in Kuwait. (2023). Alsaqer, Abdulaziz M ; Opute, Abdullah Promise ; Ojra, Jafar. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00191-7.

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2023Profit shifting and the attractiveness of Advance Pricing Agreements. (2023). Antonio, Rafael M ; Watrin, Christoph ; Rezende, Amaury J. In: Journal of Business Economics. RePEc:spr:jbecon:v:93:y:2023:i:5:d:10.1007_s11573-022-01125-5.

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2023Is analytical tax research alive and kicking? Insights from 2000 until 2022. (2023). Sailer, Mariana ; Niemann, Rainer. In: Journal of Business Economics. RePEc:spr:jbecon:v:93:y:2023:i:6:d:10.1007_s11573-023-01157-5.

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2023Randomizing without randomness. (2023). Pennesi, Daniele ; Ghirardato, Paolo. In: Economic Theory. RePEc:spr:joecth:v:75:y:2023:i:4:d:10.1007_s00199-022-01435-3.

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2023Practicable robust stochastic optimization under divergence measures with an application to equitable humanitarian response planning. (2023). Alem, Douglas ; Caunhye, Aakil M. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:45:y:2023:i:3:d:10.1007_s00291-023-00724-0.

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2023Extensions of the Lee–Carter model to project the data?driven rotation of age?specific mortality decline and forecast coherent mortality rates. (2023). Shi, Yanlin ; Liu, Cuixia. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:813-834.

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Works by Anja De Waegenaere:


YearTitleTypeCited
1995A macroeconomic model In: LIDAM Discussion Papers CORE.
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paper0
1997Asset Markets and Investment Decisions In: Cowles Foundation Discussion Papers.
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paper0
2002Asset Markets and Investment Decisions.(2002) In: International Economic Review.
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This paper has nother version. Agregated cites: 0
article
1999Cooperative games with stochastic payoffs In: European Journal of Operational Research.
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article54
1995Cooperative Games with Stochastic Payoffs..(1995) In: Tilburg - Center for Economic Research.
[Citation analysis]
This paper has nother version. Agregated cites: 54
paper
1995Cooperative games with stochastic payoffs.(1995) In: Discussion Paper.
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This paper has nother version. Agregated cites: 54
paper
1999Cooperative games with stochastic payoffs.(1999) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 54
paper
2010Deposit games with reinvestment In: European Journal of Operational Research.
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article4
2007Deposit Games with Reinvestment.(2007) In: Discussion Paper.
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This paper has nother version. Agregated cites: 4
paper
2020A generalization of the Aumann–Shapley value for risk capital allocation problems In: European Journal of Operational Research.
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article9
2012A Generalization of the Aumann-Shapley Value for Risk Capital Allocation Problems.(2012) In: Discussion Paper.
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This paper has nother version. Agregated cites: 9
paper
1992A dynamic reinsurance theory In: Insurance: Mathematics and Economics.
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article1
1994Equilibria in a mixed financial-reinsurance market with constrained trading possibilities In: Insurance: Mathematics and Economics.
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article3
1998Stochastic cooperative games in insurance In: Insurance: Mathematics and Economics.
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article22
2001Approximating the finite-time ruin probability under interest force In: Insurance: Mathematics and Economics.
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article5
2000Approximating the Finite-Time Ruin Probability under Interest Force.(2000) In: Discussion Paper.
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This paper has nother version. Agregated cites: 5
paper
2003Choquet pricing and equilibrium In: Insurance: Mathematics and Economics.
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article18
2008Estimating the term structure of mortality In: Insurance: Mathematics and Economics.
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article13
2008Longevity risk in portfolios of pension annuities In: Insurance: Mathematics and Economics.
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article43
2010Longevity risk and capital markets: The 2008-2009 update In: Insurance: Mathematics and Economics.
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article2
2010Longevity risk in pension annuities with exchange options: The effect of product design In: Insurance: Mathematics and Economics.
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article9
2012Excess based allocation of risk capital In: Insurance: Mathematics and Economics.
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article10
2010Excess Based Allocation of Risk Capital.(2010) In: Discussion Paper.
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This paper has nother version. Agregated cites: 10
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2013When can insurers offer products that dominate delayed old-age pension benefit claiming? In: Insurance: Mathematics and Economics.
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article2
2010When Can Insurers Offer Products That Dominate Delayed Old-Age Pension Benefit Claiming?.(2010) In: Discussion Paper.
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This paper has nother version. Agregated cites: 2
paper
2015The choice of sample size for mortality forecasting: A Bayesian learning approach In: Insurance: Mathematics and Economics.
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article10
2017Redistribution of longevity risk: The effect of heterogeneous mortality beliefs In: Insurance: Mathematics and Economics.
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article3
2017Intergenerational risk sharing in closing pension funds In: Insurance: Mathematics and Economics.
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article0
1990Macro-economic version of a classical formula in risk theory In: Insurance: Mathematics and Economics.
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article2
1990Simulation of ruin probabilities In: Insurance: Mathematics and Economics.
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article1
2001Nonmonotonic Choquet integrals In: Journal of Mathematical Economics.
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article29
1995Asset Markets and Production Decisions In: Working Papers.
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paper0
2013Robust Solutions of Optimization Problems Affected by Uncertain Probabilities In: Management Science.
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article134
2011Robust Solutions of Optimization Problems Affected by Uncertain Probabilities.(2011) In: Discussion Paper.
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This paper has nother version. Agregated cites: 134
paper
2010Longevity Risk In: De Economist.
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article9
2010Longevity risk.(2010) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 9
paper
2007Using Bilateral Advance Pricing Agreements to Resolve Tax Transfer Pricing Disputes In: National Tax Journal.
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article7
2010Inconsistent Transfer Prices and the Location of Mobile Capital In: National Tax Journal.
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article0
2000Arbitrage and Viability in Insurance Markets In: The Geneva Risk and Insurance Review.
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article2
2003Optimal design of pension funds: a mission impossible? In: Economic Theory.
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article0
1998Optimal Design of Pension Funds : A Mission Impossible.(1998) In: Discussion Paper.
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This paper has nother version. Agregated cites: 0
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2003Optimal design of pension funds : A mission impossible?.(2003) In: Other publications TiSEM.
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2000Optimal Dynamic Investment Policy for Different Tax Depreciation Rates and Economic Depreciation Rates In: Journal of Optimization Theory and Applications.
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article6
2000Optimal dynamic investment policy for different tax depreciation rates and economic depreciation rates.(2000) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 6
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2000Organizational Design and Management Accounting Change In: Discussion Paper.
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1996Non-Linear Asset Valuation on Markets with Frictions In: Discussion Paper.
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1999Cancelling of Insurance Contracts In: Discussion Paper.
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2008Dynamic Tax Depreciation Strategies In: Discussion Paper.
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2011Dynamic tax depreciation strategies.(2011) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 2
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1999Effects of tax depreciation on optimal firm investments In: Discussion Paper.
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paper1
2012Bargaining for Over-The Counter Risk Redistributions : The Case of Longevity Risk In: Discussion Paper.
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1997Budget Setting Strategies for the Companys Divisions In: Discussion Paper.
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paper0
2008On the Effects of the Degree of Discretion in Reporting Managerial performance In: Discussion Paper.
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2011On the effects of the degree of discretion in reporting managerial performance.(2011) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 0
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1997Choquet Integrals With Respect to Non-Monotonic Set Functions In: Discussion Paper.
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paper3
2001A Partial Ranking Algorithm for Resource Allocation Problems In: Discussion Paper.
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2001Optimal Tax Depreciation Lives and Charges under Regulatory Constraints In: Discussion Paper.
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2002Optimal tax depreciation lives and charges under regulatory constraints.(2002) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 6
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2011Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products : The Effect of Investment Risk In: Discussion Paper.
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1999Cooperation in Capital Deposits In: Discussion Paper.
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2001Cooperation in capital deposits.(2001) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 9
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2001Valuation of Deferred Tax Assets From a Net Operating Loss Carryover In: Discussion Paper.
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2000Optimal Tax Depreciation under a Progressive Tax System In: Discussion Paper.
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paper7
2002Optimal tax depreciation under a progressive tax system.(2002) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 7
paper
1994Equilibria in Incomplete Financial Markets with Portfolio Constraints and Transaction Costs In: Discussion Paper.
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paper1
2002The Effectiveness of Caps on Political Lobbying In: Discussion Paper.
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paper5
1996Optimal Tax Reduction by Depreciation : A Stochastic Model In: Discussion Paper.
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1994Redistribution of Risk through Incomplete Markets with Trading Constraints In: Discussion Paper.
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1996Stochastic Cooperative Games in Insurance and Reinsurance In: Discussion Paper.
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paper15
1998Stochastic cooperative games in insurance and reinsurance.(1998) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 15
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2003The theory of the new economy firm : A dynamic analysis of human capital investment In: Other publications TiSEM.
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2006Who Benefits from Inconsistent Multinational Tax Transfer†Pricing Rules?* In: Contemporary Accounting Research.
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2008Taxation of International Investment and Accounting Valuation* In: Contemporary Accounting Research.
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2015Financial Accounting Effects of Tax Aggressiveness: Contracting and Measurement In: Contemporary Accounting Research.
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article5
2017Development Cost Capitalization During R&D Races In: Contemporary Accounting Research.
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