Photo of Theo Nijman
  • Warandelaan 2, Koopmans Building, room K 526

    5037 AB Tilburg

    Netherlands

1982 …2019
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Research Output 1982 2019

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Chapter
1983

The measurement of quadratic preference functions with small samples

Nijman, T. & Merkies, A. H. Q. M., 1983, Econometric Decision Models. Gruber, J. (ed.). Berlin: Springer Verlag

Research output: Chapter in Book/Report/Conference proceedingChapterProfessional

1990

Estimations of models containing unobserved rational expectations

Nijman, T. E., 1990, Advanced lectures in quantitative economics. van der Ploeg, F. (ed.). London: Harcourt Brace Jovanovich, Academic Press, p. 501-530 10 p.

Research output: Chapter in Book/Report/Conference proceedingChapterProfessional

1993

GARCH modelling of volatility: An introduction to theory and applications

Nijman, T. E. & Palm, F. C., 1993, Advanced lectures in quantitative economics II. de Zeeuw, A. J. (ed.). London: Academic Press, p. 153-183 31 p.

Research output: Chapter in Book/Report/Conference proceedingChapterProfessional

1995

Temporal aggregation of GARCH processes

Drost, F. C. & Nijman, T. E., 1995, ARCH: Selected readings. Engle, R. F. (ed.). Oxford: Oxford University Press, p. 221-240 20 p. (Advanced texts in econometrics).

Research output: Chapter in Book/Report/Conference proceedingChapterProfessional

1996

Incomplete panels and selection bias

Verbeek, M. J. C. M. & Nijman, T. E., 1996, The Econometrics of Panel Data: Handbook of Theory and Applications, 2nd revised edition. Mátyás, L. & Sevestre, P. (eds.). Dordrecht: Kluwer Academic Publishers, p. 449-490 42 p.

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

2004

Testing for mean-variance spanning with short sales constraints and transaction costs: The case of emerging markets

Nijman, T. E., de Roon, F. A. & Werker, B. J. M., 2004, Emerging Markets. Bekaert, G. & Harvey, C. R. (eds.). Cheltenham: Edward Elgar

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

2005

Solvency tests for Dutch pension funds

Nijman, T. E., 2005, Vergezichten: Over Beleggen, Pensioenen en Toezicht. Bauer, R., Maatman, R., Mensonides, J., Steenkamp, T., Kune, J. & Stuurman, M. (eds.). Driebergen: Riskmatrix

Research output: Chapter in Book/Report/Conference proceedingChapterProfessional

2006

A risk measure for retail investment products

Werker, B. J. M. & Nijman, T. E., 2006, Advances in Corporate Finance and Asset Pricing. Renneboog, L. D. R. (ed.). Amsterdam: Elsevier, p. 568 568 p.

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Introduction

Kortleve, N., Nijman, T. E. & Ponds, E. H. M., 2006, Fair Value and Pension Fund Management. Kortleve, N., Nijman, T. E. & Ponds, E. (eds.). Amsterdam: Elsevier Science, p. 218 218 p.

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Optimale risicodeling in individuele en collectieve pensioencontracten

Boender, C. G. E., Bovenberg, A. L., van Hoogdalem, S. & Nijman, T. E., 2006, Kosten en Baten van Collectieve Pensioensystemen. van der Lecq, S. G. & Steenbeek, O. W. (eds.). Deventer: Kluwer, p. 200 200 p.

Research output: Chapter in Book/Report/Conference proceedingChapterProfessional

Valuation and risk management of inflation sensitive pension rights

Nijman, T. E. & Koijen, R. S. J., 2006, Fair Value and Pension Fund Management. Kortleve, N., Nijman, T. E. & Ponds, E. (eds.). Amsterdam: Elsevier Science, p. 218 218 p.

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

2007

Optimal risk-sharing in private and collective pension contracts

Boender, C. G. E., Bovenberg, A. L., van Hoogdalem, S. & Nijman, T. E., 2007, Costs and Benefits of Collective Pension Systems. Steenbeek, O. W. & G van der Lecq, S. (eds.). Deventer: Kluwer, p. 247 247 p.

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

2008

Sparen of 'spenden': Geld in je zak of een gat in je hand?

Nijman, T. E., Zeelenberg, M. & Bovenberg, A. L., 2008, Wat Kost Dat? Wat je Wilt Weten over Geld en Economie. Wormer: Immerc, p. 17-25 112 p.

Research output: Chapter in Book/Report/Conference proceedingChapterPopular

Strategic and tactical allocation to commodities for retirement savings schemes

Nijman, T. E. & Swinkels, L. A. P., 2008, Handbook of Commodity Investing. Fabozzi, F., Fuss, R. & Kaiser, D. (eds.). Chichester: Wiley Publishers, p. 986 986 p.

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

2010

Innovative institutions and products for retirement provision in Europe

Bovenberg, A. L. & Nijman, T. E., 2010, Ageing, Health and Pensions in Europe. An Economic and Social Policy Perspective. Bovenberg, A. L., Soest, A. & Zaidi, A. (eds.). New York: Palgrave Macmillan, p. 368 368 p.

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Retirement
Pensions
Pay-as-you-go tax
Income transfers
Private pensions
2011

Het nieuwe pensioencontract en het toezicht daarop

Bovenberg, A. L. & Nijman, T. E., 2011, Onderneming en Pensioen. Maatman, R., Bauer, R., Busch, D. & Verburg, L. (eds.). Deventer: Kluwer, p. 187-215 752 p. (Onderneming en Recht; no. deel 64).

Research output: Chapter in Book/Report/Conference proceedingChapterProfessional

2012

Collective pensions and the global financial crisis: The case of the Netherlands

Bovenberg, A. L. & Nijman, T. E., 2012, Reshaping Retirement Security, Lessons from the Global Financial Crisis. Maurer, R., Mitchell, O. S. & Warshawsky, M. J. (eds.). Oxford: Oxford University Press, p. 235-261 312 p.

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Global financial crisis
Pensions
The Netherlands
Guarantee
Longevity risk
2016

Duurzame vormgeving van het Nederlandse collectieve aanvullende pensioen

Boelaars, I., Bovenberg, L., Broeders, D. W. G. A., Gortzak, P., van Hoogdalem, S., Kocken, T., Lever, M., Nijman, T. & Tamerus, J., Apr 2016, Pensioen 2020. van Ewijk, C., Heemskerk, M., Maatman, R., Bauer, R. & Nijman, T. (eds.). Deventer: Wolters Kluwers, Vol. 91. p. 47-150 (Onderneming en Recht; vol. 91).

Research output: Chapter in Book/Report/Conference proceedingChapterProfessional

Persoonlijke pensioenrekeningen met risicodeling

Bovenberg, L. & Nijman, T., Apr 2016, Pensioen 2020. van Ewijk, C., Heemskerk, M., Maatman, R., Bauer, R. & Nijman, T. (eds.). Deventer: Wolters Kluwers, Vol. 91. p. 281-306 (Onderneming en Recht; vol. 91).

Research output: Chapter in Book/Report/Conference proceedingChapterProfessional

The promise of defined-ambition plans: Lessons for the United States

Bovenberg, A. L., Mehlkopf, R. J. & Nijman, T. E., 2016, Reimagining Pensions: The Next 40 Years. Mitchell, O. S. & Shea, R. (eds.). Oxford: Oxford University Press, p. 215-246

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Pensions
Insurance market
Financial markets
Risk management
Sponsor
2019

Effective and sustainable private pensions

van Soest, A. & Nijman, T., 2019, The Future of Ageing in Europe: Making an Asset of Longevity. Walker, A. (ed.). Singapore: Palgrave Macmillan, p. 79 - 106

Research output: Chapter in Book/Report/Conference proceedingChapterScientific

Private pensions
Pensions
Defined contribution
Pension system
Decision making