Research Output 1969 2020

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2013

Debt stabilization games in the presence of risk premia

Engwerda, J. C., van Aarle, B., Plasmans, J. E. J. & Weeren, A. J. T. M., 2013, In : Journal of Economic Dynamics and Control. 37, 12, p. 2525-2546

Research output: Contribution to journalArticleScientificpeer-review

Risk Premium
Stabilization
Game
Interest Rates
Financial Crisis

Do firm characteristics influence mutual fund performance? An empirical study for European mutual funds

de Jong, F. C. J. M. & Wingens, L., 2013, In : Journal of Financial Perspectives. 1, 1, p. 159-168

Research output: Contribution to journalArticleScientificpeer-review

Mutual fund performance
Empirical study
Firm characteristics
Mutual funds
Fund management

Edge-distance-regular graphs are distance-regular

Camara, M., Dalfo, C., Delorme, C., Fiol, M. A. & Suzuki, H., 2013, In : Journal of Combinatorial Theory, Series A, Structures designs and application combinatorics. 120, 5, p. 1057-1067

Research output: Contribution to journalArticleScientificpeer-review

Distance-regular Graph
Intersection number
Polynomials
Graph in graph theory
Odd

Entropy coherent and entropy convex measures of risk

Laeven, R. J. A. & Stadje, M. A., 2013, In : Mathematics of Operations Research. 38, 2, p. 265-293

Research output: Contribution to journalArticleScientificpeer-review

Equivalence and axiomatization of solutions for cooperative games with circular communication structure

Selcuk, O., Suzuki, T. & Talman, A. J. J., 2013, In : Economics Letters. 121, 3, p. 428-431

Research output: Contribution to journalArticleScientificpeer-review

Equivalence
Cooperative game
Axiomatization
Communication structure
Graph

Estimating extreme bivariate quantile regions

Einmahl, J. H. J., de Haan, L. F. M. & Krajina, A., 2013, In : Extremes. 16, 2, p. 121-145

Research output: Contribution to journalArticleScientificpeer-review

Quantile
Extremes
Insurance
Monitoring
Extreme Quantiles

Estimation and inference in unstable NLS models

Boldea, O. & Hall, A. R., 2013, In : Journal of Econometrics. 172, 1, p. 158-167

Research output: Contribution to journalArticleScientificpeer-review

Linearity
Break dates
Inference
Nonlinearity
Financial variables

Explaining subjective well-being: the role of victimization, trust, health and social norms

Douhou, S. & van Soest, A. H. O., 2013, In : Applied Econometrics. 31, 3, p. 52-78

Research output: Contribution to journalArticleScientificpeer-review

Social Norms
victimization
well-being
health
offense

Explanatory analytics in OLAP

Caron, E. A. M. & Daniëls, H. A. M., 2013, In : International Journal of Business Intelligence Research. 4, 3, p. 67-82

Research output: Contribution to journalArticleScientificpeer-review

Industry
Sales
Information systems
Availability
Statistical Models

Factor decomposition and diversification in European corporate bond markets

Pieterse-Bloem, M. & Mahieu, R. J., 2013, In : Journal of International Money and Finance. 32, p. 194-213

Research output: Contribution to journalArticleScientificpeer-review

Decomposition
Corporate bonds
Diversification
Factors
Bond market

Fall back equilibrium for 2xn bimatrix games

Kleppe, J., Borm, P. E. M. & Hendrickx, R. L. P., 2013, In : Mathematical Methods of Operations Research. 78, 2, p. 171-186

Research output: Contribution to journalArticleScientificpeer-review

Bimatrix Games
Refinement
Strictly
Game
Bimatrix games

Family sequencing and cooperation

Grundel, S., Ciftci, B. B., Borm, P. E. M. & Hamers, H. J. M., 2013, In : European Journal of Operational Research. 226, 3, p. 414-424

Research output: Contribution to journalArticleScientificpeer-review

Sequencing
Cost functions
Costs
Scheduling
Processing

Feedback properties of descriptor systems using matrix projectors and applications to descriptor differential games

Reddy, P. V. & Engwerda, J. C., 2013, In : SIAM Journal on Matrix Analysis and Applications. 34, 2, p. 686-708

Research output: Contribution to journalArticleScientificpeer-review

Descriptor Systems
Differential Games
Projector
State Feedback
Descriptors

Feedback saddle point equilibria for soft-constrained zero-sum linear quadratic descriptor differential game

Musthofa, M. W., Salmah, S., Suparwanto, A. & Engwerda, J. C., 2013, In : Archives of Control Sciences. 23, 4

Research output: Contribution to journalArticleScientificpeer-review

Zero-sum
Differential Games
Saddlepoint
Descriptors
Quadratic Differentials

Framing influences willingness to pay but not willingness to accept

Yang, Y., Vosgerau, J. & Loewenstein, G., 2013, In : Journal of Marketing Research. 50, 6, p. 725-738

Research output: Contribution to journalArticleScientificpeer-review

Willingness-to-pay
Experiment
Willingness to accept
Uncertainty
Framing effects

Fuzzy cores and fuzzy balancedness

van Gulick, G. & Norde, H. W., 2013, In : Mathematical Methods of Operations Research. 77, 2, p. 131-146

Research output: Contribution to journalArticleScientificpeer-review

Fuzzy Games
Balancedness
Deposits
Game
If and only if

Game theoretic analysis of maximum cooperative purchasing situations

Groote Schaarsberg, M., Borm, P. E. M., Hamers, H. J. M. & Reijnierse, J. H., Dec 2013, In : Naval Research Logistics. 60, 8, p. 607-624

Research output: Contribution to journalArticleScientificpeer-review

Purchasing
Game
Nucleolus
Cooperative Game
Shapley Value

Generatiepact voorkomt strijd tussen jong en oud

Bovenberg, A. L. & Nijman, T. E., 6 Jun 2013, In : Het Financieele Dagblad.

Research output: Contribution to journalArticlePopular

249 Downloads (Pure)

Geometric aspects of 2-walk-regular graphs

Camara Vallejo, M., van Dam, E. R., Koolen, J. H. & Park, J., 2013, In : Linear Algebra and its Applications. 439, 9, p. 2692-2710

Research output: Contribution to journalArticleScientificpeer-review

File
Regular Graph
Walk
Distance-regular Graph
Graph in graph theory
Arc-transitive Graph

Grunberg

Ten Raa, T., 22 Feb 2013, In : De Volkskrant.

Research output: Contribution to journalArticlePopular

High tech supply chain simulation based on dynamical systems model

Yuan, X. & Ashayeri, J., 2013, In : International Journal of Modelling, Identification and Control. 18, 2, p. 100-109

Research output: Contribution to journalArticleScientificpeer-review

Control theory
Supply Chain
Supply chains
Dynamical systems
Dynamical system

Hoe gevoelig is de pensioenleeftijd voor financiële prikkels?

van Soest, A. H. O., 2013, In : PM: Pensioen magazine. 18, 12

Research output: Contribution to journalArticleProfessional

Implications of full and partial retirement for replacement rates in a defined benefit system

Kantarci, T., Smeets, I. & van Soest, A. H. O., Oct 2013, In : The Geneva Papers on Risk and Insurance. 38, 4, p. 824-856

Research output: Contribution to journalArticleScientificpeer-review

Retirement
Pensions
Replacement rate
Defined benefit
Occupational pension

Improved lower bounds on book crossing numbers of complete graphs

de Klerk, E., Pasechnik, D. V. & Salazar, G., 2013, In : SIAM Journal on Discrete Mathematics. 18, 1, p. 87-105

Research output: Contribution to journalArticleScientificpeer-review

Crossing number
Complete Graph
Spine
Lower bound
Calculate

Individual firm and market dynamics of CSR activities

Wirl, F., Feichtinger, G. & Kort, P. M., Feb 2013, In : Journal of Economic Behavior & Organization. 86, p. 169-182

Research output: Contribution to journalArticleScientificpeer-review

Corporate Social Responsibility
Firm dynamics
Market dynamics
Interaction
Dynamic analysis

Leading bureaucracies to the tipping point: an alternative model of multiple stable equilibrium levels of corruption

Caulkins, J. P., Feichtinger, G., Grass, D., Hartl, R. F., Kort, P. M., Novak, A. J. & Seidl, A., Mar 2013, In : European Journal of Operational Research. 225, 3, p. 541-546

Research output: Contribution to journalArticleScientificpeer-review

Figure
Alternatives
Dynamic Control
Dynamic Problem
Reforming reactions

Long term implications of drug policy shifts: Anticipating and non anticipating consumers

Caulkins, J. P., Feichtinger, G., Hartl, R. F., Kort, P. M., Novak, A. J. & Seidl, A., Apr 2013, In : Annual Reviews in Control. 37, 1, p. 105-115

Research output: Contribution to journalArticleScientificpeer-review

Population distribution
Macros
Trajectories
Experiments
236 Downloads (Pure)

Membership conditions for consistent families of monetary valuations

Roorda, B. & Schumacher, J. M., 2013, In : Statistics & Risk Modeling. 30, 3, p. 255-280

Research output: Contribution to journalArticleScientificpeer-review

File
Valuation
Time Consistency
Weak Consistency
Update
Risk Measures

Mixed integer programming improves comprehensibility and plan quality in inverse optimization of prostate HDR Brachytherapy

Gorissen, B. L., den Hertog, D. & Hoffmann, A. L., 2013, In : Physics in Medicine and Biology. 58, 4, p. 1041-1058

Research output: Contribution to journalArticleScientificpeer-review

Catheters

Modeling the optimal hospital infrastructure by optimizing quality, accessibility and efficiency via a Mixed Integer Programming model

Ikkersheim, D. E., Tanke, M., van Schooten, G., de Bresser, N. & Fleuren, H. A., 2013, In : BMC Health Services Research. 13, 220

Research output: Contribution to journalArticleScientificpeer-review

International Classification of Diseases
Netherlands
Delivery of Health Care
Neoplasms

Moment matrices, border bases and radical computation

Lasserre, J. B., Laurent, M., Mourrain, B., Rostalski, P. & Trébuchet, P., 2013, In : Journal of Symbolic Computation. 51, April 2013, p. 63-85

Research output: Contribution to journalArticleScientificpeer-review

Moment Matrix
Polynomials
Dual Method
Real Roots
Semidefinite Programming
471 Downloads (Pure)

Monotonicity-preserving bootstrapped kriging metamodels for expensive simulations

Kleijnen, J. P. C. & van Beers, W. C. M., 2013, In : The Journal of the Operational Research Society. 64, 5, p. 708-717

Research output: Contribution to journalArticleScientificpeer-review

File
Sensitivity analysis
Sampling
Metamodel
Simulation
Kriging

Multiple equilibria and indifference-threshold points in a rational addiction model

Caulkins, J. P., Feichtinger, G., Hartl, R. F., Kort, P. M., Novak, A. J. & Seidl, A., Sep 2013, In : Central European Journal of Operations Research. 21, 3, p. 507-522

Research output: Contribution to journalArticleScientificpeer-review

Indifference
Rational addiction
Multiple equilibria
Optimal control
Addiction

Multi-start approach for an integer determinant maximization problem

Sotirov, R. & Terlaky, T., 2013, In : Optimization. 62, 1, p. 101-114

Research output: Contribution to journalArticleScientificpeer-review

Multistart
Determinant
Integer Matrix
Trust Region
Integer

Naar een goed pensioenbeleid voor alle generaties

Boot, A. W. A., Bovenberg, A. L. & Nijman, T. E., 22 May 2013, In : Het Financieele Dagblad.

Research output: Contribution to journalArticlePopular

Naar een helder en eenvoudig toezichtskader pensioenen

Bovenberg, A. L. & Nijman, T. E., 25 Oct 2013, In : Me Judice.

Research output: Contribution to journalArticleProfessional

Necessary and sufficient conditions for feedback nash equilibria for the affine-quadratic differential game

Engwerda, J. C. & Salmah, S., 2013, In : Journal of Optimization Theory and Applications. 157, 2, p. 552-563

Research output: Contribution to journalArticleScientificpeer-review

Quadratic Differentials
Differential Games
Nash Equilibrium
Feedback
Necessary Conditions

New product introduction and capacity investment by incumbents: Effects of size on strategy

Dawid, H., Kopel, M. & Kort, P. M., Oct 2013, In : European Journal of Operational Research. 230, 1, p. 133-142

Research output: Contribution to journalArticleScientificpeer-review

Innovation
Incentives
New product introduction
Incumbents
Capacity investment

Offshoring and job stability: Evidence from Italian manufacturing

Lo Turco, A., Maggioni, D. & Picchio, M., 2013, In : Structural Change and Economic Dynamics. 26, 1, p. 27-46

Research output: Contribution to journalArticleScientificpeer-review

Manufacturing
Offshoring
Workers
Fragmentation
Blue-collar workers

One-step R-estimation in linear models with stable errors

Hallin, M., Swan, Y., Verdebout, T. & Veredas, D., 2013, In : Journal of Econometrics. 172, 2, p. 195-204

Research output: Contribution to journalArticleScientificpeer-review

Estimator
Tail index
Skewness
Finite sample
Likelihood estimation

One-step robust estimation of fixed-effects panel data models

Aquaro, M. & Cizek, P., 2013, In : Computational Statistics & Data Analysis. 57, 1, p. 536-548

Research output: Contribution to journalArticleScientificpeer-review

Fixed Effects
Robust Estimation
Panel Data
Data Model
Data structures

On semidefinite programming bounds for graph bandwidth

de Klerk, E., Nagy, M. & Sotirov, R., 2013, In : Optimization Methods and Software. 28, 3, p. 485-500

Research output: Contribution to journalArticleScientificpeer-review

Semidefinite Programming
Bandwidth
Graph in graph theory
Semidefinite Programming Relaxation
Semidefinite Relaxation

Opening the "Black Box" of efficiency measurement: Input allocation in multi-output settings

Dierynck, B., Cherchye, L. J. H., Sabbe, J., Roodhooft, F. & de Rock, B., 2013, In : Operations Research. 61, 5, p. 1148-1165

Research output: Contribution to journalArticleScientificpeer-review

Decision making
Data envelopment analysis
Efficiency measurement
Black box
Managers

Pareto optimality in infinite horizon linear quadratic differential games

Reddy, P. V. & Engwerda, J. C., 2013, In : Automatica. 49, 6, p. 1705-1714

Research output: Contribution to journalArticleScientificpeer-review

Dynamical systems

Pareto utility

Ikefuji, M., Laeven, R. J. A., Magnus, J. R. & Muris, C. H. M., 2013, In : Theory and Decision. 75, 1, p. 43-57

Research output: Contribution to journalArticleScientificpeer-review

Risk analysis
Probability distributions
Pareto
Utility function
tolerance

R&D Competition versus R&D cooperation in oligopolistic markets with evolving structure

Dawid, H., Kopel, M. & Kort, P. M., Sep 2013, In : International Journal of Industrial Organization. 31, 5, p. 527-537

Research output: Contribution to journalArticleScientificpeer-review

Profitability
Innovation
New products
Profit
476 Downloads (Pure)

Report on the Annual Tax Treaty Case Law Around the Globe Conference Held at the Tilburg Universtiy, The Netherlands

Wijtvliet, L. W. D., 2013, In : Intertax. 41, 3, p. 168-176

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File

Resource allocation games: A compromise stable extension of bankruptcy games

Grundel, S., Borm, P. E. M. & Hamers, H. J. M., 2013, In : Mathematical Methods of Operations Research. 78, 2, p. 149-169

Research output: Contribution to journalArticleScientificpeer-review

Bankruptcy
Resource Allocation
Resource allocation
Game
Balancedness

Retaining through training even for older workers

Picchio, M. & van Ours, J. C., 2013, In : Economics of Education Review. 32, 1, p. 29-48

Research output: Contribution to journalArticleScientificpeer-review

worker
firm
on-the-job training
employability
Netherlands

Reweighted least trimmed squares: an alternative to one-step estimators

Cizek, P., 2013, In : Test. 22, 3, p. 514-533

Research output: Contribution to journalArticleScientificpeer-review

Least Trimmed Squares
Estimator
Robust Estimators
Alternatives
Robust Estimate