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Servaas van Bilsen

dr.

20152019
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Research Output 2015 2019

  • 2 Discussion paper
  • 2 Working paper
  • 1 Article
  • 1 Doctoral Thesis

Consumption and portfolio choice under loss aversion and endogenous updating of the reference level

van Bilsen, S., Laeven, R. J. A. & Nijman, T., May 2019, (Accepted/In press) In : Management Science.

Research output: Contribution to journalArticleScientificpeer-review

Loss aversion
Portfolio choice
Wealth
Endogeneity
Incentives
595 Downloads (Pure)

Essays on intertemporal consumption and portfolio choice

van Bilsen, S., 2015, Tilburg: CentER, Center for Economic Research. 261 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Portfolio choice
Financial shocks
Loss aversion
Optimal portfolio
Variable annuities

How costly is it to ignore interest rate risk management in your 401(k) plan?

van Bilsen, S., Boelaars, I., Bovenberg, L. & Mehlkopf, R., Feb 2018, Tilburg: NETSPAR, 26 p. (Netspar Discussion Paper; vol. 02/2018-003).

Research output: Working paperDiscussion paperOther research output

Open Access
Investors
Interest rate risk
Risk management
Pension plans
Life cycle
61 Downloads (Pure)

Personal Pensions with Risk Sharing: Various Approaches

van Bilsen, S. & Bovenberg, L., Dec 2016, Tilburg: NETSPAR, 31 p. (Netspar Industry Paper; vol. DP 12/2016-038).

Research output: Working paperDiscussion paperOther research output

Open Access
File
Risk sharing
Pensions
Retirement
Retirement income
Interest rates

Valuation and Hedging of Variable Annuities in Pension Schemes

Bovenberg, A. L., van Bilsen, S. & Laeven, R. J. A., 2018, (In preparation) Tilburg: Tilburg University, 55 p.

Research output: Working paperOther research output

Hedging
Nominal interest rate
Variable annuities
Pension scheme
Annuities