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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Article
2019

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
2017
178 Downloads (Pure)

Health cost risk: A potential solution to the annuity puzzle

Peijnenburg, J. M. J., Nijman, T. & Werker, B., Aug 2017, In : The Economic Journal. 127, 603, p. 1598-1625

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
Retirement
Annuities
Health costs
Annuitization
Time to build
9 Downloads (Pure)

Personal pensions with risk sharing

Bovenberg, L. & Nijman, T., Oct 2017, In : Journal of Pension Economics and Finance. 16, 4, p. 450-466

Research output: Contribution to journalArticleScientificpeer-review

2016

Pensioendebat gebaat bij eenheid in verscheidenheid

Bovenberg, L., Lever, M., Nijman, T. & Werker, B., 21 Dec 2016, In : Pensioen Pro.

Research output: Contribution to journalArticleProfessional

9 Downloads (Pure)

The annuity puzzle remains a puzzle

Peijnenburg, K., Nijman, T. & Werker, B. J. M., Sep 2016, In : Journal of Economic Dynamics and Control. 70, p. 18-35

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
2015

Rekenrente hoeft geen splijtzwam te zijn in pensioendebat

Bovenberg, L. & Nijman, T., 26 Feb 2015, In : Het Financieele Dagblad.

Research output: Contribution to journalArticlePopular

2014

An anatomy of commodity futures risk premia

Szymanowska, M., de Roon, F. A., Nijman, T. E. & van den Goorbergh, R. W. J., Feb 2014, In : Journal of Finance. 69, 1, p. 453-482

Research output: Contribution to journalArticleScientificpeer-review

Commodity futures
Factors
Risk premia
Hedging
Inflation volatility

Oplossing pensioen is persoonlijke rekening

Bovenberg, A. L. & Nijman, T. E., 15 Dec 2014, In : Nederlands Dagblad.

Research output: Contribution to journalArticlePopular

Persoonlijke pensioenregelingen met aanvullende risicodeling

Bovenberg, A. L. & Nijman, T. E., 20 Nov 2014, In : Economisch Statistische Berichten. 99, 4698, p. 726-729

Research output: Contribution to journalArticleProfessional

2013

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

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

When can insurers offer products that dominate delayed old-age pension benefit claiming?

Sanders, L., De Waegenaere, A. M. B. & Nijman, T. E., 2013, In : Insurance: Mathematics & Economics. 53, 1, p. 134-149

Research output: Contribution to journalArticleScientificpeer-review

Alternatives
Term Structure of Interest Rates
Old age
Insurer
Pensions
2012

Kies voor voorwaardelijk pensioencontract: Nieuwe contracten beter voor macro-economische stabiliteit en solidariteit tussen generaties

Bovenberg, A. L., van Ewijk, C., Frijns, J., Goudswaard, K. & Nijman, T. E., 5 Jul 2012, In : Het Financieele Dagblad.

Research output: Contribution to journalArticlePopular

2011

Bepaal marktwaarde pensioen

Bovenberg, A. L., van Wijnbergen, S. J. G., Nijman, T. E. & Kocken, T., 12 Oct 2011, In : Het Financieele Dagblad.

Research output: Contribution to journalArticlePopular

Dit pensioenakkoord is een historische stap

Bovenberg, A. L., Frijns, J., Goudswaard, K. & Nijman, T. E., 29 Jun 2011, In : Trouw.

Research output: Contribution to journalArticlePopular

Dit pensioenakkoord is een historische stap

Bovenberg, A. L., Frijns, J., Goudswaard, K. & Nijman, T. E., 23 Jun 2011, In : NRC Handelsblad.

Research output: Contribution to journalArticlePopular

Meer te kiezen bij pensioen

Bovenberg, A. L. & Nijman, T. E., 4 May 2011, In : Het Financieele Dagblad.

Research output: Contribution to journalArticlePopular

Nieuw toezicht op hervormde pensioenen

Bovenberg, A. L., Nijman, T. E. & Werker, B. J. M., 2011, In : Economisch Statistische Berichten. 96, 4625S, p. 730-733

Research output: Contribution to journalArticleProfessional

Optimal annuity risk management

Koijen, R. S. J., Nijman, T. E. & Werker, B. J. M., 2011, In : Review of Finance. 15, 4, p. 799-833

Research output: Contribution to journalArticleScientificpeer-review

Risk management
Annuities
Retirement
Investors
Wealth

Vertel de waarheid over het pensioen

Bovenberg, A. L. & Nijman, T. E., 11 May 2011, In : NRC Handelsblad.

Research output: Contribution to journalArticlePopular

Waarheid over de rentevoet

Bovenberg, A. L., Nijman, T. E. & Werker, B. J. M., 15 Jul 2011, In : Het Financieele Dagblad.

Research output: Contribution to journalArticlePopular

2010

Crisis kans voor pensioenfonds

Bovenberg, A. L. & Nijman, T. E., 1 Sep 2010, In : Het Financieele Dagblad.

Research output: Contribution to journalArticlePopular

Editorial: Longevity risk and capital markets: The 2008-2009 update

Blake, D., De Waegenaere, A. M. B. & Nijman, T. E., 2010, In : Insurance: Mathematics & Economics. 46, 1, p. 135-138

Research output: Contribution to journalArticleScientificpeer-review

When can life-cycle investors benefit from time-varying bond risk premia?

Koijen, R. S. J., Nijman, T. E. & Werker, B. J. M., 2010, In : The Review of Financial Studies. 23, 2, p. 741-780

Research output: Contribution to journalArticleScientificpeer-review

Investors
Time-varying
Life cycle
Risk premia
Wealth
2009

Developments in pension reform: The case of Dutch stand-alone collective pension schemes

Bovenberg, A. L. & Nijman, T. E., 2009, In : International Tax and Public Finance. 16, 4, p. 443-467

Research output: Contribution to journalArticleScientificpeer-review

Pension scheme
Pension reform
Defined benefit
Surplus
Ownership

Maak pensioenstelsel sterker

Bovenberg, A. L. & Nijman, T. E., 8 May 2009, In : Het Financieele Dagblad.

Research output: Contribution to journalArticlePopular

Naar een robuuster pensioenstelsel

Bovenberg, A. L. & Nijman, T. E., 2009, In : Pensioen Bestuur & management. 6, 3, p. 45-46

Research output: Contribution to journalArticleProfessional

Pensioenfonds ontkomt niet aan zekere risico's

Bovenberg, A. L., Nijman, T. E. & Boender, G., 10 Feb 2009, In : Trouw.

Research output: Contribution to journalArticlePopular

Pensioenplan moet beter

Bovenberg, A. L. & Nijman, T. E., 12 Mar 2009, In : Het Financieele Dagblad.

Research output: Contribution to journalArticlePopular

Samen alles eerlijk delen

Bovenberg, A. L. & Nijman, T. E., 28 May 2009, In : Het Financieele Dagblad.

Research output: Contribution to journalArticlePopular

Verleng opbouwperiode aanvullende pensioenen in lijn met hogere AOW leeftijd

Bovenberg, A. L. & Nijman, T. E., 2009, In : PM: Pensioen magazine. 14, 6/7, p. 10-11

Research output: Contribution to journalArticleProfessional

2008

Borg pensioen tegen inflatie

Bovenberg, A. L. & Nijman, T. E., 26 Apr 2008, In : Het Financieele Dagblad.

Research output: Contribution to journalArticlePopular

Estimating the term structure of mortality

Hari, N., De Waegenaere, A. M. B., Melenberg, B. & Nijman, T. E., 2008, In : Insurance: Mathematics & Economics. 42, 2, p. 492-504

Research output: Contribution to journalArticleScientificpeer-review

Longevity risk in portfolios of pension annuities

Hari, N., De Waegenaere, A. M. B., Melenberg, B. & Nijman, T. E., 2008, In : Insurance: Mathematics & Economics. 42, 2, p. 505-519

Research output: Contribution to journalArticleScientificpeer-review

304 Downloads (Pure)

Performance information dissemination in the mutual fund industry

Goriaev, A. P., Nijman, T. E. & Werker, B. J. M., 2008, In : Journal of Financial Markets. 11, 2, p. 144-159

Research output: Contribution to journalArticleScientificpeer-review

File

Vermeld kans op ongeluk

Kooreman, P. & Nijman, T. E., 14 Jan 2008, In : De Volkskrant.

Research output: Contribution to journalArticlePopular

2007
523 Downloads (Pure)

Saving and investing over the life cycle and the role of collective pension funds

Bovenberg, A. L., Koijen, R. S. J., Nijman, T. E. & Teulings, C. N., 2007, In : De Economist. 155, 4, p. 347-415

Research output: Contribution to journalArticleScientificpeer-review

File
2006
2005
248 Downloads (Pure)

Testing affine term structure models in case of transaction costs

Driessen, J. J. A. G., Melenberg, B. & Nijman, T. E., 2005, In : Journal of Econometrics. 126, 1, p. 201-232 31 p.

Research output: Contribution to journalArticleScientificpeer-review

File
233 Downloads (Pure)

Yet another look at mutual fund tournaments

Goriaev, A. P., Nijman, T. E. & Werker, B. J. M., 2005, In : Journal of Empirical Finance. 12, 1, p. 127-138 10 p.

Research output: Contribution to journalArticleScientificpeer-review

File
2004
348 Downloads (Pure)

Do countries or industries explain momentum in Europe?

Nijman, T. E., Swinkels, L. A. P. & Verbeek, M. J. C. M., 2004, In : Journal of Empirical Finance. 11, 4, p. 461-481 20 p.

Research output: Contribution to journalArticleScientificpeer-review

File
355 Downloads (Pure)

Evaluating style analysis

Ter Horst, J. R., Nijman, T. E. & de Roon, F. A., 2004, In : Journal of Empirical Finance. 11, 1, p. 29-53 24 p.

Research output: Contribution to journalArticleScientificpeer-review

File
2003
326 Downloads (Pure)

Common factors in international bond returns

Driessen, J. J. A. G., Melenberg, B. & Nijman, T. E., 2003, In : Journal of International Money and Finance. 22, 5, p. 629-656 27 p.

Research output: Contribution to journalArticleScientificpeer-review

File
254 Downloads (Pure)

Currency hedging for international stock portfolios: The usefulness of mean variance analysis

de Roon, F. A., Nijman, T. E. & Werker, B. J. M., 2003, In : Journal of Banking and Finance. 27, 2, p. 327-349 22 p.

Research output: Contribution to journalArticleScientificpeer-review

File
478 Downloads (Pure)

De gevolgen van de ontwikkelingen in de regelgeving voor de beleggingsmix van pensioenfondsen

Swinkels, L. A. P. & Nijman, T. E., 2003, In : VBA Journaal. 19, 3, p. 9-19 10 p.

Research output: Contribution to journalArticleProfessional

File
208 Downloads (Pure)

Implementatie toetsingskader lange weg

Nijman, T. E., 2003, In : Economisch Statistische Berichten. 88, 4421, p. 594-596 3 p.

Research output: Contribution to journalArticleProfessional

File
2002
411 Downloads (Pure)

Belang en beperkingen van het schema van voorbeeldwaarden in de nieuwe Financiële Bijsluiter

Nijman, T. E., 2002, In : Vakblad Financiële Planning. 7, 3, p. 7-11 5 p.

Research output: Contribution to journalArticleProfessional

Open Access
File
793 Downloads (Pure)

Value at risk in de financiele bijsluiter?

Nijman, T. E., 2002, In : Maandblad voor Accountancy en Bedrijfseconomie. 76, 5

Research output: Contribution to journalArticleProfessional

Open Access
File