Research Output per year
Research Output 1982 2019
Chapter
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 proceeding › Chapter › Scientific › peer-review
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 proceeding › Chapter › Scientific › peer-review
Global financial crisis
Pensions
The Netherlands
Guarantee
Longevity risk
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 proceeding › Chapter › Professional
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 - 106Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific
Private pensions
Pensions
Defined contribution
Pension system
Decision making
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 proceeding › Chapter › Professional
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 proceeding › Chapter › Professional
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 proceeding › Chapter › Professional
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 proceeding › Chapter › Scientific › peer-review
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 proceeding › Chapter › Scientific › peer-review
Retirement
Pensions
Pay-as-you-go tax
Income transfers
Private pensions
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 proceeding › Chapter › Scientific › peer-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 proceeding › Chapter › Professional
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 proceeding › Chapter › Scientific › peer-review
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 proceeding › Chapter › Professional
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: RiskmatrixResearch output: Chapter in Book/Report/Conference proceeding › Chapter › Professional
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 proceeding › Chapter › Popular
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 proceeding › Chapter › Scientific › peer-review
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 proceeding › Chapter › Professional
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 ElgarResearch output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review
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 VerlagResearch output: Chapter in Book/Report/Conference proceeding › Chapter › Professional
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. 215-246Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review
Pensions
Insurance market
Financial markets
Risk management
Sponsor
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 proceeding › Chapter › Scientific › peer-review