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Publications by Marno Verbeek

Going for Gold: An Analysis of Morningstar Analyst Ratings

SSRN Electronic Journal

English

The Convexity and Concavity of the Flow-Performance Relationship for Hedge Funds

SSRN Electronic Journal

English

The Economic Value of Predicting Stock Index Returns and Volatility

Journal of Financial and Quantitative Analysis

English

Estimation of Time-Dependent Parameters in Linear Models Using Cross-Sections, Panels, or Both

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

The Optimal Choice of Controls and Pre-Experimental Observations

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Selecting Copulas for Risk Management

Journal of Banking and Finance

English

On the Use of Multifactor Models to Evaluate Mutual Fund Performance

Financial Management

English

Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models

Quantitative Finance

English