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Dennis Bams
Dennis Bams
Onbekend partnerschap
Geverifieerd e-mailadres voor maastrichtuniversity.nl
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Jaar
European mutual fund performance
R Otten, D Bams
European financial management 8 (1), 75-101, 2002
6772002
How to measure mutual fund performance: economic versus statistical relevance
R Otten, D Bams
Accounting & finance 44 (2), 203-222, 2004
1422004
An evaluation framework for alternative VaR-models
D Bams, T Lehnert, CCP Wolff
Journal of International Money and Finance 24 (6), 944-958, 2005
1052005
Does oil and gold price uncertainty matter for the stock market?
D Bams, G Blanchard, I Honarvar, T Lehnert
Journal of Empirical Finance 44, 270-285, 2017
942017
The performance of local versus foreign mutual fund managers
R Otten, D Bams
European financial management 13 (4), 702-720, 2007
702007
Volatility measures and Value-at-Risk
D Bams, G Blanchard, T Lehnert
International Journal of Forecasting 33 (4), 848-863, 2017
432017
Loss functions in option valuation: A framework for selection
D Bams, T Lehnert, CCP Wolff
Management Science 55 (5), 853-862, 2009
352009
Investment style misclassification and mutual fund performance
D Bams, R Otten, E Ramezanifar
28th Australasian Finance and Banking Conference, 2017
312017
More evidence on the dollar risk premium in the foreign exchange market
D Bams, K Walkowiak, CCP Wolff
Journal of International Money and Finance 23 (2), 271-282, 2004
302004
Statistical tests for return-based style analysis
R Otten, D Bams
Available at SSRN 277688, 2001
302001
Tilting the wrong firms? how inflated esg ratings negate socially responsible investing under information asymmetries
D Bams, B van der Kroft
How Inflated ESG Ratings Negate Socially Responsible Investing under …, 2023
19*2023
Empirical issues in value-at-risk
D Bams, JL Wielhouwer
ASTIN Bulletin: The Journal of the IAA 31 (2), 299-315, 2001
192001
Optimal risk sharing in a collective defined contribution pension system
D Bams, PC Schotman, M Tyagi
Netspar Discussion Paper, 2016
182016
Asset allocation dynamics of pension funds
D Bams, PC Schotman, M Tyagi
Netspar discussion paper, 2016
172016
Environmental management: An industry classification
I Andersen, D Bams
Journal of Cleaner Production 344, 130853, 2022
152022
Spillovers to small business credit risk
D Bams, M Pisa, CCP Wolff
Small Business Economics 57 (1), 323-352, 2021
14*2021
Are capital requirements on small business loans flawed?
D Bams, M Pisa, CCP Wolff
Journal of Empirical Finance 52, 255-274, 2019
142019
Direct estimation of the risk neutral factor dynamics of Gaussian term structure models
D Bams, PC Schotman
Journal of Econometrics 117 (1), 179-206, 2003
132003
Risk premia in the term structure of interest rates: a panel data approach
D Bams, CCP Wolff
Journal of International Financial Markets, Institutions and Money 13 (3 …, 2003
132003
Pension fund asset allocation in low interest rate environment
D Bams, PC Schotman, M Tyagi
Netspar Discussion Paper, 2016
122016
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Artikelen 1–20