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Kennisplein

Netspar deelt en ontwikkelt wetenschappelijke kennis over pensioenen, vergrijzing en de ‘oude dag’ in Nederland via verschillende soorten publicaties.

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Academic Paper

Option-implied correlations and the price of correlation risk

Academic Paper

Does skin in the game matter? Director incentives and governance in the mutual fund industry

Academic Paper

An empirical portfolio perspective on option pricing anomalies

Academic Paper

Does skin in the game matter? Director incentives and governance in the mutual fund industry

Academic Paper

Explaining the level of credit spreads: Option-implied jump risk premia in a firm value model

Academic Paper

Does skin in the game matter? Director incentives and governance in the mutual fund industry

Academic Paper

Explaining the level of credit spreads: Option-implied jump risk premia in a firm value model