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Information about:
Arjen Siegmann

Personal Details | Affiliation | Works
This is information that was supplied by Arjen Siegmann in registering through RePEc. If you are Arjen Siegmann , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Arjen
Middle Name:
Last Name: Siegmann
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RePEc Short-ID: psi50

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Homepage: http://www.tinbergen.nl/~siegmann
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Marco Hoeberichts & Maarten van Rooij & Arjen Siegmann, 2008. "Market Thinness, List Price Revisions and Time to Sell: Evidence from a large-scale housing dataset," DNB Working Papers 176, Netherlands Central Bank, Research Department. [Downloadable!]

  2. Arjen Siegmann, 2008. "Minimum Funding Ratios for Defined-Benefit Pension Funds," DNB Working Papers 180, Netherlands Central Bank, Research Department. [Downloadable!]

  3. Gautier, Pieter A & Siegmann, Arjen & van Vuuren, Aico, 2007. "The Effect of the Theo van Gogh Murder on House Prices in Amsterdam," CEPR Discussion Papers 6175, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  4. Maarten van Rooij & Arjen Siegmann & Peter Vlaar, 2007. "Market Valuation, Pension Fund Policy and Contribution Volatility," DNB Working Papers 159, Netherlands Central Bank, Research Department. [Downloadable!]
    Published as:

  5. M.C.J. van Rooij & A.H. Siegmann & P.J.G. Vlaar, 2004. "Palmnet: A pension asset and liability model for the Netherlands," WO Research Memoranda (discontinued) 760, Netherlands Central Bank, Research Department. [Downloadable!]

  6. A.H. Siegmann, 2003. "Optimal Investment Policies for Defined Benefit Pension Funds," WO Research Memoranda (discontinued) 728, Netherlands Central Bank, Research Department. [Downloadable!]
    Other versions:
    Published as:

  7. Arjen Siegmann, 2003. "Shortfall allowed: loss aversion and habit formation," WO Research Memoranda (discontinued) 741, Netherlands Central Bank, Research Department. [Downloadable!]

  8. Arjen Siegmann & André Lucas, 2002. "Explaining Hedge Fund Investment Styles by Loss Aversion," Tinbergen Institute Discussion Papers 02-046/2, Tinbergen Institute. [Downloadable!]

  9. Lucas, Andre & Molenkamp, Jan Bertus & Siegmann, Arjen, 2002. "De Pensioen- en Verzekeringskamer komen van rechts: buffervorming en beleggingsbeleid bij Nederlandse Pensioenfondsen," Serie Research Memoranda 0002, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  10. Arjen H. Siegmann, 2001. "Optimal Saving Rules for Loss-Averse Agents under Uncertainty," Tinbergen Institute Discussion Papers 01-079/4, Tinbergen Institute. [Downloadable!]
    Published as:

  11. Arjen H. Siegmann & André Lucas, 2000. "Analytic Decision Rules for Financial Stochastic Programs," Tinbergen Institute Discussion Papers 00-041/2, Tinbergen Institute. [Downloadable!]

Articles

  1. Gautier, Pieter A. & Siegmann, Arjen & Van Vuuren, Aico, 2009. "Terrorism and attitudes towards minorities: The effect of the Theo van Gogh murder on house prices in Amsterdam," Journal of Urban Economics, Elsevier, vol. 65(2), pages 113-126, March. [Downloadable!] (restricted)

  2. André Lucas & Arjen Siegmann, 2008. "The Effect of Shortfall as a Risk Measure for Portfolios with Hedge Funds," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 35(1-2), pages 200-226. [Downloadable!] (restricted)

  3. Maarten Rooij & Arjen Siegmann & Peter Vlaar, 2008. "Market Valuation, Pension Fund Policy and Contribution Volatility," De Economist, Springer, vol. 156(1), pages 73-93, March. [Downloadable!] (restricted)
    Other versions:

  4. Siegmann, Arjen, 2007. "Optimal investment policies for defined benefit pension funds," Journal of Pension Economics and Finance, Cambridge University Press, vol. 6(01), pages 1-20, March. [Downloadable!]
    Other versions:

  5. Siegmann, Arjen, 2004. "Comment on Hovanov, Kolari and Sokolov: a stable currency numeraire?," Journal of Economic Dynamics and Control, Elsevier, vol. 28(8), pages 1505-1510, June. [Downloadable!] (restricted)

  6. Siegmann, Arjen, 2002. "Optimal saving rules for loss-averse agents under uncertainty," Economics Letters, Elsevier, vol. 77(1), pages 27-34, September. [Downloadable!] (restricted)
    Other versions:

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (2) 2003-07-13 2004-03-14
  2. NEP-CMP: Computational Economics (1) 2008-01-05
  3. NEP-FIN: Finance (4) 2000-07-27 2001-10-16 2003-10-12 2004-03-14 Author is listed
  4. NEP-GEO: Economic Geography (1) 2007-03-03
  5. NEP-IAS: Insurance Economics (1) 2008-10-28
  6. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2008-01-05
  7. NEP-MAC: Macroeconomics (2) 2008-05-31 2008-10-28
  8. NEP-MKT: Marketing (1) 2008-05-31
  9. NEP-RMG: Risk Management (2) 2003-07-13 2008-10-28
  10. NEP-UPT: Utility Models & Prospect Theory (1) 2008-10-28
  11. NEP-URE: Urban & Real Estate Economics (4) 2007-02-17 2007-03-03 2007-03-17 2008-05-31 Author is listed
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This page was last updated on 2009-10-23.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.