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Researcher
Jan Annaert
Profile
Projects
Publications
Activities
Awards & Distinctions
17
Results
2007
Risk management of a bond portfolio using options
Jan Annaert
Griselda Deelstra
Dries Heyman
Michèle Vanmaele
A1
Journal Article
in
INSURANCE MATHEMATICS & ECONOMICS
2007
2006
Inter-temporal stability of the european credit spread co-movement structure
Jan Annaert
A CLAES
M DE CEUSTER
A2
Journal Article
in
EUROPEAN JOURNAL OF FINANCE
2006
Minimization of the (conditional) Value-at-Risk for a coupon bearing bond using a bond put option
Jan Annaert
Griselda Deelstra
Dries Heyman
Michèle Vanmaele
C1
Conference
2006
2005
A new large sample test of univariate symmetry: a comparative size-power study
Jan Annaert
G BRYS
M DE CEUSTER
A2
Journal Article
in
ADVANCES AND APPLICATIONS IN STATISTICS
2005
The value of asset allocation advice: Evidence from The Economist's quarterly portfolio poll
Jan Annaert
MJK DE CEUSTER
Wim Van Hyfte
A1
Journal Article
in
JOURNAL OF BANKING & FINANCE
2005
2004
Belgium
Jan Annaert
M DE CEUSTER
Bookchapter
in
European fixed income markets : money, bond, and interest rate derivatives
2004
2003
Determinants of mutual fund underperformance: a Bayesian stochastic frontier approach
Jan Annaert
J VAN DEN BROECK
Rudi Vander Vennet
A1
Journal Article
in
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
2003
2002
Modeling determinants of the credit spread on US and European high yield markets
Jan Annaert
MJK De Ceuster
A Hollants
K Van Der Borght
W Van Overfelt
A4
Journal Article
in
FINANCIEEL FORUM : BANK- EN FINANCIEWEZEN = FORUM FINANCIER : REVUE BANCAIRE ET FINANCIER
2002
To be or not be 'too late': the case of the Belgian semi-annual earnings announcements
Jan Annaert
MJK De Ceuster
R Polfliet
G Van Campenhout
A2
Journal Article
in
JOURNAL OF BUSINESS, FINANCE & ACCOUNTING
2002
2001
De prijs van kredietrisico in de euro-obligatiemarkt voor bedrijven
Jan Annaert
M De Ceuster
A4
Journal Article
in
TIJDSCHRIFT VOOR CORPORATE FINANCE
2001
Financial market volatility: informative in predicting recessions
Jan Annaert
Marc De Ceuster
Nico Valckx
Other
2001
Financiële derivaten: hoe enkel een beheerst gebruik tot risicobeheersing leidt
Jan Annaert
M DE CEUSTER
Bookchapter
in
Accountancy in beweging : liber amicorum prof. dr. H. Theunisse
2001
Moment condition failure: Australian evidence
Jan Annaert
M DE CEUSTER
A HODGSON
[0-9]{2}
2001
The value effect: now you see it, now you don't
Jan Annaert
John Crombez
Bart Spinel
Frederiek Van Holle
[0-9]{2}
2001
2000
Derivatives in Belgium
Jan Annaert
M DE CEUSTER
Bookchapter
in
The Euromoney derivatives and risk management handbook 2000
2000
Modelling European Credit Spreads
Jan Annaert
M DE CEUSTER
Report
2000
1999
Determinants of Mutual Fund Performance: A Bayesian Stochastic Frontier Approach
Jan Annaert
C1
Conference
1999