19982019

Research output per year

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Research Output

Robust hedging in incomplete markets

Shen, S., Pelsser, A. & Schotman, P., Jul 2019, In : Journal of Pension Economics & Finance. 18, 3, p. 473-493 21 p.

Research output: Contribution to journalArticleAcademicpeer-review

Default life-cycles for retirement savings

Grebenchtchikova, A., Molenaar, R., Schotman, P. & Werker, B., 15 Mar 2017, Netspar. 68 p. (Netspar Industry Paper Series; No. 70).

Research output: Book/ReportReportProfessional

Interest rate models for pension and insurance regulation

Broeders, D., Schotman, P. & de Jong, F., 2017, In : Verzekerings-Archief. 1, p. 15-25

Research output: Contribution to journalArticleProfessional

The Volatility of Long-Term Bond Returns: Persistent Interest Shocks and Time-Varying Risk Premiums

Osterrieder, D. & Schotman, P., Dec 2017, In : Review of Economics and Statistics. 99, 5, p. 884-895 12 p.

Research output: Contribution to journalArticleAcademicpeer-review

Estimating Security Betas Using Prior Information Based on Firm Fundamentals

Cosemans, M., Frehen, R., Schotman, P. & Bauer, R., Apr 2016, In : Review of Financial Studies. 29, 4, p. 1072-1112 41 p.

Research output: Contribution to journalArticleAcademicpeer-review

Prizes

Strategic Asset Allocation with Liabilities: Beyond Stocks and Bonds

Peter Schotman (Recipient), 1 Jan 2006

Prize: Prize (including medals and awards)Professional

Activities

Interest Rate Scenarios

Peter Schotman (Speaker)
10 Sep 2019

Activity: Talk or presentation (speaker at event)Talk or presentationProfessional

Essays in Asset Pricing and Empirical Banking

Peter Schotman (Assessment committee member)
12 Sep 2019

Activity: PhD examinationAcademic

Financial Markets: Market Information, Investment Strategies and Spillovers

Peter Schotman (Assessment committee member)
11 Jul 2019

Activity: PhD examinationAcademic

Methods for Accurate and Efficient Bayesian Analysis of Time Series

Peter Schotman (Assessment committee member)
3 Jul 2019

Activity: PhD examinationAcademic

Bayesian Inference in Multivariate Non-linear State-Space Models

Peter Schotman (Assessment committee member)
20 Sep 2019

Activity: PhD examinationAcademic