Activities per year
Activities
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7th European Seminar on Bayesian Econometrics
Peter Schotman (Speaker)
27 Oct 2016 → 28 Oct 2016Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Annual VaR from High Frequency Data
Peter Schotman (Speaker)
9 Mar 2017 → 11 Mar 2017Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Are Market Values Fair? (Discussion)
Peter Schotman (Speaker)
22 Mar 2007Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Beschermingsrendement
Peter Schotman (Speaker)
14 Jan 2021Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Professional
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Beschermingsrendementen en toedeling overrendement
Peter Schotman (Speaker)
8 Jun 2021Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Professional
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Data science in asset pricing and pensions
Peter Schotman (Speaker)
6 Jun 2017Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Discussion: Robust hedging of long-term investments
Peter Schotman (Speaker)
21 Jan 2021Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Discussion: The long-term effects of experienced macroeconomic shocks on wealth
Peter Schotman (Speaker)
26 Jan 2022Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Doorbeleggen met garanties
Peter Schotman (Speaker)
12 Dec 2019Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Professional
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Efficient estimation of firm-specific betas and its benefits for asset pricing tests and portfolio choice
Peter Schotman (Speaker)
11 Jun 2009Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Efficient estimation of firm-specific betas and its benefits for asset pricing tests and portfolio choice
Peter Schotman (Speaker)
20 Aug 2009Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Efficient estimation of firm-specific betas and its benefits for asset pricing tests and portfolio choice
Peter Schotman (Speaker)
19 Mar 2009Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Efficient Estimation of Firm-Specific Betas and its Benefits for Assets Pricing and Portfolio Choice
Peter Schotman (Speaker)
4 Mar 2010Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Efficient Estimation of Firm-Specific Betas and its Benefits for Assets Pricing and Portfolio Choice
Peter Schotman (Speaker)
12 Jan 2010Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Empirical asset pricing with many assets and short time series
Peter Schotman (Speaker)
23 Aug 2017Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Empirical asset pricing with many assets and short time series
Peter Schotman (Speaker) & Rasmus Lönn (Speaker)
4 May 2017Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Empirical Asset Pricing with many Assets and Short Time Series
Peter Schotman (Speaker)
18 Aug 2020Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Empirical Asset Pricing with Many Assets and Short Time Series
Peter Schotman (Speaker)
9 Dec 2022 → 10 Dec 2022Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Estimating Security Betas Using Prior Information Based on Firm Fundamentals
Peter Schotman (Speaker)
5 Jan 2010Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Evolution in job search: some personal notes and expectations
Peter Schotman (Speaker)
5 Oct 2018Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Factor models in empirical asset pricing
Peter Schotman (Keynote / plenary speaker)
5 Mar 2018 → 9 Mar 2018Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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GRI seminar
Peter Schotman (Invited speaker)
11 Feb 2016Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Hedging interest rate risk of long-dated liabilities
Peter Schotman (Speaker)
26 Jan 2017Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Professional
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Hedging the Balance Sheet of Pension Funds
Peter Schotman (Speaker)
17 Oct 2017Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Professional
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Integration and Efficiency of Post-Communist Stock Markets
Peter Schotman (Speaker)
1 Oct 2004Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Interest Rate Scenarios
Peter Schotman (Speaker)
10 Sept 2019Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Professional
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Life-Cycle Financial Decisions: the Choices People Make
Peter Schotman (Speaker)
31 Oct 2007Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Long Memory and the Term Structure of Risk
Peter Schotman (Speaker)
9 Mar 2006Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Long Memory and the Term Structure of Risk
Peter Schotman (Speaker)
8 Nov 2007Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Long Term Investments with Persistent Risk Factors
Peter Schotman (Speaker)
12 May 2005Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Long-term strategic asset allocation: an out-of-sample evaluation
Peter Schotman (Speaker)
17 Nov 2010Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Long-term strategic asset allocation: an out-of-sample evaluation
Peter Schotman (Speaker)
20 Oct 2010Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Model and parameter risk
Peter Schotman (Speaker)
29 Oct 2013Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Near-Optimal dynamic asset allocation
Peter Schotman (Speaker)
24 Jan 2020Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Non-Synchronous Trading and Testing for Market Integration
Peter Schotman (Speaker)
1 Jul 2005Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Non-synchronous trading and testing for market integration in Central European emerging markets
Peter Schotman (Speaker)
22 Oct 2004Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Non-synchronous trading and testing for market integration in Central European emerging markets
Peter Schotman (Speaker)
6 Dec 2004Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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On the Determinants of Subjective Financial Well-Being at Retirement
Peter Schotman (Speaker)
6 Oct 2007Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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ORTEC Rotterdam
Peter Schotman (Speaker)
1 Jan 2014Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Panel Data Models for Stock Returns: The Importance of Industries, revised October 2004
Peter Schotman (Speaker)
6 Sept 2004Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Panel Data Models for Stock Returns: The Importance of Industries, revised October 2004
Peter Schotman (Speaker)
4 Jun 2004Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Panel Data Models for Stock Returns: The Importance of Industries, revised October 2004
Peter Schotman (Speaker)
17 Dec 2004Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Pension fund asset allocation in a low interest rate environment
Peter Schotman (Speaker)
10 Dec 2019Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Professional
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Personalized Retirement Advice and Managed Accounts (Discussion)
Peter Schotman (Speaker)
25 Jan 2007Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Predicting returns with a co-fractional VAR model
Peter Schotman (Speaker)
8 Sept 2010Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Predicting returns with a co-fractional VAR model
Peter Schotman (Speaker)
10 Jun 2010Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Predicting returns with a co-fractional VAR model
Peter Schotman (Speaker)
22 Jul 2010Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Price Discovery in Fragmented Markets, revised June 2004
Peter Schotman (Speaker)
15 Jan 2004Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Price Discovery in Tick Time
Peter Schotman (Speaker)
27 Jul 2004Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Price Discovery in Tick Time
Peter Schotman (Speaker)
19 Aug 2004Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic