Researcher

Schotman, Peter

Professor

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  1. 2018
  2. E-pub ahead of print
  3. 2017
  4. Published
  5. Published
    Grebenchtchikova, A., Molenaar, R., Schotman, P., & Werker, B. (2017). Default life-cycles for retirement savings. (Netspar Industry Paper Series; No. 70). Netspar.
  6. Published
  7. 2016
  8. Published
    Broeders, D., de Jong, F., & Schotman, P. (2016). Interest rate models for pension and insurance regulation. (Netspar Industry Paper Series; No. 56). Netspar.
  9. Published
  10. Published
  11. 2015
  12. Published
  13. 2014
  14. Published
  15. 2013
  16. Published
  17. 2012
  18. Published
    de Jong, F., & Schotman, P. C. (2012). De RAM in het nieuwe pensioenakkoord. (Netspar Design Paper; No. 10). Tilburg: Netspar.
  19. 2010
  20. Published
  21. Published
  22. Published
  23. Published
  24. Published
  25. 2009
  26. Published
    Diris, B. F., Palm, F. C., & Schotman, P. C. (2009). Long-term strategic asset allocation: an out-of-sample evaluation. Maastricht: METEOR, Maastricht University School of Business and Economics.
  27. Published
  28. 2008
  29. Published
    Schotman, P. C. (2008). Are market values fair? In B. H. Eijffinger, & D. A. C. F. J. S. (Eds.), Frontiers in Pension Finance (pp. 20-22). Cheltenham: Edward Elgar Publishing.
  30. Published
  31. Published
  32. Published
    Schotman, P. C., de Jong, F., & Werker, B. (2008). Strategic asset allocation. (Netspar panel papers; No. 8). Tilburg: Netspar.
  33. Published
    Hoevenaars, R. P. P. M., Molenaar, R. D. J., Schotman, P. C., & Steenkamp, T. B. M. (2008). Strategic Asset Allocatoin with Liabilities: Beyond Stocks and Bonds. Journal of Economic Dynamics & Control, 32(9), 2939-2970. DOI: 10.1016/j.jedc.2007.11.003
  34. 2006
  35. Published
    Budek, J., Schotman, P. C., & Tschernig, R. J. V. (2006). Long memory and the term structure of risk. (METEOR, Working Paper). Maastricht: METEOR, Maastricht University School of Business and Economics.
  36. Published
  37. Published
    Hoevenaars, R. P. P. M., Molenaar, R. D. J., Schotman, P. C., & Steenkamp, T. B. M. (2006). Strategic Asset Allocation for Long Term Investors: Parameter Uncertainty and Prior Information. Maastricht: Maastricht University School of Business and Economics.
  38. 2005
  39. Published
    Bauer, R. M. M. J., Pavlov, B. B., & Schotman, P. C. (2005). Firm characteristics, industry and time effects, and the cross-section of expected stock returns. (LIFE Working Papers; No. 008). Maastricht: METEOR, Maastricht University School of Business and Economics.
  40. Published
    Schotman, P. C. (2005). Het gemiddelde rendement als risicofactor. In Bauer, Maatman, Mensonides, & Steenkamp, Kuné, Sturmans (Eds.), Vergezichten (pp. 279-285). Heerlen: ABP.
  41. Published
    Frijns, B. P. M., & Schotman, P. C. (2005). Nonlinear dynamics in Nasdaq dealer quotes. (METEOR, Working Paper). Maastricht: METEOR, Maastricht University School of Business and Economics.
  42. 2003
  43. Published
  44. 2002
  45. Published
  46. 2001
  47. Published
  48. Published
  49. 1998
  50. Published