Andonov, A., Bauer, R. and Cremers, M. (2017). Pension Fund Asset Allocation and Liability Discount Rates Review of Financial Studies, 30(8):2555--2595.
25 key publications
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Pennings, E. (2017). Real Options with Ex-Post Division of the Surplus Journal of Banking and Finance, 81:200--206.
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Witte, C., Burger, M., Ianchovichina, E. and Pennings, E. (2017). Dodging bullets: the heterogeneous effect of political violence on greenfield FDI Journal of International Business Studies, 48(7):862--892. -
Eelen, J., Özturan, P. and Verlegh, PeeterW.J. (2017). The differential impact of brand loyalty on traditional and online word of mouth: The moderating roles of self-brand connection and the desire to help the brand International Journal of Research in Marketing, 34(4):872--891. -
Cai, J.J., Chavez-Demoulin, V. and Guillou, A. (2017). Modified marginal expected shortfall under asymptotic dependence Biometrika, 104(1):243--249.