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Jenke ter Horst

Personal Details

First Name:Jenke
Middle Name:
Last Name:ter Horst
Suffix:
RePEc Short-ID:pte100
http://center.uvt.nl/staff/terhorst/

Affiliation

CentER Graduate School for Economics and Business
School of Economics and Management
Universiteit van Tilburg

Tilburg, Netherlands
https://www.tilburguniversity.edu/research/economics-and-management/graduate-school
RePEc:edi:cekubnl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Pikulina, E.S. & Renneboog, L.D.R. & Ter Horst, J.R. & Tobler, P.N., 2013. "Bonus Schemes and Trading Activity," Discussion Paper 2013-030, Tilburg University, Center for Economic Research.
  2. Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2007. "Socially Responsible Investments : Methodology, Risk and Performance," Discussion Paper 2007-31, Tilburg University, Center for Economic Research.
  3. Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2007. "The Price of Ethics : Evidence from Socially Responsible Mutual Funds," Discussion Paper 2007-29, Tilburg University, Center for Economic Research.
  4. Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2007. "Socially Responsible Investments : Methodology, Risk Exposure and Performance," Discussion Paper 2007-013, Tilburg University, Tilburg Law and Economic Center.
  5. Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2006. "Is Ethical Money Financially Smart?," Discussion Paper 2006-9, Tilburg University, Center for Economic Research.
  6. Loncarski, I. & Ter Horst, J.R. & Veld, C.H., 2006. "The Convertible Arbitrage Strategy Analyzed," Discussion Paper 2006-98, Tilburg University, Center for Economic Research.
  7. Loncarski, I. & Ter Horst, J.R. & Veld, C.H., 2006. "Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market," Discussion Paper 2006-65, Tilburg University, Center for Economic Research.
  8. Ter Horst, J.R. & Veld, C.H., 2002. "Behavioral Preferences for Individual Securities : The Case for Call Warrants and Call Options," Discussion Paper 2002-95, Tilburg University, Center for Economic Research.
  9. Baquero, G. & Ter Horst, J.R. & Verbeek, M.J.C.M., 2002. "Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance," Discussion Paper 2002-111, Tilburg University, Center for Economic Research.
  10. Nijman, Theo E & ter Horst, Jenke & de Roon, Frans, 2002. "Evaluating Style Analysis," CEPR Discussion Papers 3181, C.E.P.R. Discussion Papers.
  11. Ter Horst, J.R. & de Roon, F.A. & Werker, B.J.M., 2000. "Incorporating Estimation Risk in Portfolio Choice," Discussion Paper 2000-65, Tilburg University, Center for Economic Research.
  12. Jenke R. ter Horst & Theo E. Nijman & Marno Verbeek, 1998. "Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample," Working Papers of Department of Economics, Leuven ces9820, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  13. Ter Horst, J.R. & Nijman, T.E. & de Roon, F.A., 1998. "Style Analysis and Performance Evaluation of Dutch Mutual Funds," Discussion Paper 1998-50, Tilburg University, Center for Economic Research.
  14. Ter Horst, J.R. & Nijman, T.E. & de Roon, F.A., 1998. "Performance analysis of international mutual funds incorporating market frictions," Discussion Paper 1998-51, Tilburg University, Center for Economic Research.
  15. Ter Horst, J.R. & Verbeek, M.J.C.M., 1997. "Estimating short-run persistence in mutual fund performance," Discussion Paper 97.21, Tilburg University, Center for Economic Research.

Articles

  1. Jenke ter Horst & Chris Veld, 2008. "An Empirical Analysis of the Pricing of Bank Issued Options versus Options Exchange Options," European Financial Management, European Financial Management Association, vol. 14(2), pages 288-314, March.
  2. Renneboog, Luc & Ter Horst, Jenke & Zhang, Chendi, 2008. "The price of ethics and stakeholder governance: The performance of socially responsible mutual funds," Journal of Corporate Finance, Elsevier, vol. 14(3), pages 302-322, June.
  3. Renneboog, Luc & Ter Horst, Jenke & Zhang, Chendi, 2008. "Socially responsible investments: Institutional aspects, performance, and investor behavior," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1723-1742, September.
  4. Jenke Ter Horst & Marno Verbeek, 2007. "Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry," Review of Finance, European Finance Association, vol. 11(4), pages 605-632.
  5. Baele, Lieven & Pungulescu, Crina & Ter Horst, Jenke, 2007. "Model uncertainty, financial market integration and the home bias puzzle," Journal of International Money and Finance, Elsevier, vol. 26(4), pages 606-630, June.
  6. Baquero, Guillermo & ter Horst, Jenke & Verbeek, Marno, 2005. "Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 40(3), pages 493-517, September.
  7. ter Horst, Jenke R. & Nijman, Theo E. & de Roon, Frans A., 2004. "Evaluating style analysis," Journal of Empirical Finance, Elsevier, vol. 11(1), pages 29-53, January.
  8. ter Horst, Jenke R. & Nijman, Theo E. & Verbeek, Marno, 2001. "Eliminating look-ahead bias in evaluating persistence in mutual fund performance," Journal of Empirical Finance, Elsevier, vol. 8(4), pages 345-373, September.
  9. Jenke Ter Horst & Marno Verbeek, 2000. "Estimating Short-Run Persistence In Mutual Fund Performance," The Review of Economics and Statistics, MIT Press, vol. 82(4), pages 646-655, November.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (1) 2003-03-14
  2. NEP-FMK: Financial Markets (1) 2008-04-21
  3. NEP-RMG: Risk Management (1) 2003-03-14

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