Details about Arjen Siegmann

Access statistics for papers by Arjen Siegmann.

Last updated 2023-06-09. Update your information in the RePEc Author Service.

Short-id: psi50

Working Papers

2018

1. Real-Estate Agent Commission Structure and Sales Performance
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Working Papers in Economics, University of Gothenburg, Department of Economics (2017)
   Tinbergen Institute Discussion Papers, Tinbergen Institute (2017)
   See also Journal Article Real-estate agent commission structure and sales performance, Journal of Empirical Finance, Elsevier (2023) (2023)

2016

2. Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (5)

2014

3. Hedge Fund Innovation
   LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg View citations (2)
4. The Evolving Beta-Liquidity Relationship of Hedge Funds
   LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg
   See also Journal Article The evolving beta-liquidity relationship of hedge funds, Journal of Empirical Finance, Elsevier (2017) View citations (4) (2017)

2013

5. Efficiency Gains of a European Banking Union
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (7)

2012

6. Can European Bank Bailouts work?
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (3)
   See also Journal Article Can European bank bailouts work?, Journal of Banking & Finance, Elsevier (2014) View citations (10) (2014)

2011

7. Market Liquidity and Exposure of Hedge Funds
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)

2010

8. Risk Aversion under Preference Uncertainty
   Tinbergen Institute Discussion Papers, Tinbergen Institute
   Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2010)
   See also Journal Article Risk aversion under preference uncertainty, Finance Research Letters, Elsevier (2012) View citations (1) (2012)

2007

9. The Effect of the Theo van Gogh Murder on House Prices in Amsterdam
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
   Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2007) View citations (3)
   IZA Discussion Papers, Institute of Labor Economics (IZA) (2007) View citations (4)

2002

10. De Pensioen- en Verzekeringskamer komen van rechts: buffervorming en beleggingsbeleid bij Nederlandse Pensioenfondsen
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
11. Explaining Hedge Fund Investment Styles by Loss Aversion
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)

2001

12. Optimal Saving Rules for Loss-Averse Agents under Uncertainty
    Tinbergen Institute Discussion Papers, Tinbergen Institute
    See also Journal Article Optimal saving rules for loss-averse agents under uncertainty, Economics Letters, Elsevier (2002) View citations (6) (2002)

2000

13. Analytic Decision Rules for Financial Stochastic Programs
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)

Journal Articles

2023

1. Real-estate agent commission structure and sales performance
   Journal of Empirical Finance, 2023, 72, (C), 163-187
   See also Working Paper Real-Estate Agent Commission Structure and Sales Performance, CEPR Discussion Papers (2018) (2018)

2018

2. From chaining blocks to breaking even: A study on the profitability of bitcoin mining from 2012 to 2016
   Electronic Markets, 2018, 28, (3), 321-338 View citations (10)
3. Intergenerational risk sharing under loss averse preferences
   Journal of Banking & Finance, 2018, 92, (C), 269-279 View citations (1)

2017

4. The evolving beta-liquidity relationship of hedge funds
   Journal of Empirical Finance, 2017, 44, (C), 286-303 View citations (4)
   See also Working Paper The Evolving Beta-Liquidity Relationship of Hedge Funds, LSF Research Working Paper Series (2014) (2014)

2014

5. Can European bank bailouts work?
   Journal of Banking & Finance, 2014, 48, (C), 334-349 View citations (10)
   See also Working Paper Can European Bank Bailouts work?, Tinbergen Institute Discussion Papers (2012) View citations (3) (2012)

2012

6. Risk aversion under preference uncertainty
   Finance Research Letters, 2012, 9, (1), 1-7 View citations (1)
   See also Working Paper Risk Aversion under Preference Uncertainty, Tinbergen Institute Discussion Papers (2010) (2010)

2011

7. Minimum funding ratios for defined-benefit pension funds*
   Journal of Pension Economics and Finance, 2011, 10, (3), 417-434 View citations (7)

2009

8. Terrorism and attitudes towards minorities: The effect of the Theo van Gogh murder on house prices in Amsterdam
   Journal of Urban Economics, 2009, 65, (2), 113-126 View citations (57)

2008

9. Market Valuation, Pension Fund Policy and Contribution Volatility
   De Economist, 2008, 156, (1), 73-93 View citations (1)
10. The Effect of Shortfall as a Risk Measure for Portfolios with Hedge Funds
    Journal of Business Finance & Accounting, 2008, 35, (1‐2), 200-226 View citations (5)

2007

11. Optimal investment policies for defined benefit pension funds
    Journal of Pension Economics and Finance, 2007, 6, (1), 1-20 View citations (4)

2005

12. Discrete-Time Financial Planning Models Under Loss-Averse Preferences
    Operations Research, 2005, 53, (3), 403-414 View citations (10)

2004

13. Comment on Hovanov, Kolari and Sokolov: a stable currency numeraire?
    Journal of Economic Dynamics and Control, 2004, 28, (8), 1505-1510

2002

14. Optimal saving rules for loss-averse agents under uncertainty
    Economics Letters, 2002, 77, (1), 27-34 View citations (6)
    See also Working Paper Optimal Saving Rules for Loss-Averse Agents under Uncertainty, Tinbergen Institute Discussion Papers (2001) (2001)