Research Output per year
Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.
Hybrid approach
Business & Economics
Bubble
Business & Economics
Speculation
Business & Economics
Prior information
Business & Economics
18th century
Business & Economics
Investors
Business & Economics
Merchants
Business & Economics
Purchase
Business & Economics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output 2013 2016
Estimating security betas using prior information based on firm fundamentals
Cosemans, M., Frehen, R., Schotman, P. & Bauer, R., Apr 2016, In : The Review of Financial Studies. 29, 4, p. 1072-1112Research output: Contribution to journal › Article › Scientific › peer-review
Open Access
File
Prior information
Hybrid approach
Investors
Optimal portfolio
Shrinkage estimator
Dutch securities for American land speculation in the late-eighteenth century
Frehen, R. G. P., Goetzmann, W. & Rouwenhorst, K. G., Jul 2014, Housing and Mortgage Markets in Historical Perspective. White, E. N., Snowden, K. & Fishback, P. (eds.). Chicago: University of Chicago Press, p. 287-304Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review
Speculation
18th century
Merchants
Securitization
Mortgage-backed securities
Dutch Securities for American Land Speculation in the Late-Eighteenth Century
Frehen, R. G. P., Goetzmann, W. & Rouwenhorst, K. G., 2013, NBER. 27 p.Research output: Book/Report › Report › Professional
Finance in the great mirror of folly
Frehen, R. G. P., Goetzmann, W. & Rouwenhorst, K. G., 2013, The Great Mirror of Folly: Finance, Culture, and the Crash of 1720. Goetzmann, W., Labio, C., Rouwenhorst, K. G. & Young, T. G. (eds.). New Haven: Yale University Press, p. 63-87 360 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review
New evidence on the first financial bubble
Frehen, R. G. P., Goetzmann, W. & Rouwenhorst, K. G., 2013, In : Journal of Financial Economics. 108, 3, p. 585-607Research output: Contribution to journal › Article › Scientific › peer-review
Bubble
Innovation
Equity
Investors
Clientele
Activities 2017 2017
- 1 Invited talk
Seminar
R.G.P. Frehen (Speaker)Mar 2017
Activity: Talk or presentation types › Invited talk › Scientific
Press / Media
Prizes / Recognition
FMA Annual Meeting Best Paper Award 2017 - Best Paper in Investments
Mathijs Cosemans (Recipient) & Rik Frehen (Recipient), 2017
Prize
File
Stock prices
Empirical evidence