Boswijk, H., Laeven, R. and Vladimirov, E. (2024). Estimating option pricing models using a characteristic function-based linear state space representation Journal of Econometrics, 244(1).
47 key publications
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D'Innocenzo, E. and Lucas, A. (2024). Dynamic partial correlation models Journal of Econometrics, 241(2). -
Oosterwijk, T., Schmand, D. and Schröder, M. (2024). Bicriteria Nash flows over time Games and Economic Behavior, 147:19--37.
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Kahr, M., Leitner, M. and Ljubic, I. (2024). The Impact of Passive Social Media Viewers in Influence Maximization INFORMS Journal on Computing, 36(6):1362--1381.
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Boe-Lillegraven, S., Georgallis, P. and Kolk, A. (2024). Sea change? Sensemaking, Firm Reactions, and Community Resilience Following Climate Disasters Journal of Management Studies, 61(7):3021--3051. -
Bruijn, K., Georgallis, P., Albino-Pimentel, J., Kourula, A. and Teegen, H. (2024). MNE-Civil Society Interactions: A Review and Research Agenda Journal of International Business Studies, 55:136--156. -
Pérignon, C., Akmansoy, O., Hurlin, C., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Menkveld, AlbertJ., Razen, M. and Weitzel, U. (2024). Computational Reproducibility in Finance: Evidence from 1,000 Tests Review of Financial Studies, 37(11):3558--3593. -
Maragno, D., Kurtz, J., Röber, T., Goedhart, R., Birbil, Ş. and den Hertog, D. (2024). Finding regions of counterfactual explanations via robust optimization INFORMS Journal on Computing, 36(5):1316–1334.
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Vogels, L., Mohammadi, R., Schoonhoven, M. and Birbil, S. (2024). Bayesian Structure Learning in Undirected Gaussian Graphical Models: Literature Review with Empirical Comparison Journal of the American Statistical Association, 119(548):3164--3182. -
Leitner, M., Lodi, A., Roberti, R. and Sole, C. (2024). An Exact Method for (Constrained) Assortment Optimization Problems with Product Costs INFORMS Journal on Computing, 36(2):479--494.
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Julien, E., Postek, K. and Birbil, S. (2024). Machine Learning for K-adaptability in Two-Stage Robust Optimization INFORMS Journal on Computing, :503.
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Benischke, M. and Bhaskarabhatla, A. (2024). Negative Incentives and Regulatory Capture: Noncompliance with Price Ceilings on Essential Medicines in India Journal of Management Studies, 61(2):336--374. -
Benischke, M., Bhaskarabhatla, A. and Singh, R. (2024). The Effect of Incoming Board Interlocks With Public Firms on Private Firms’ Survival: Large-Scale Evidence From India Journal of Management, 50(5):1939--1971. -
Perotti, E. and Matta, R. (2024). Pay, Stay or Delay Journal of Financial Economics. -
Vaara, E., Aranda, A. and Etchanchu, H. (2024). Discursive Legitimation: An Integrative Theoretical Framework and Agenda for Future Research Journal of Management, 50(6):2343--2373. -
Sarabi, A. and Lehmann, N. (2024). Who Shortlists? Evidence on Gender Disparities in Hiring Outcomes Administrative Science Quarterly, 69(4):1044--1084. -
Breitung, J., Mayer, A. and Wied, D. (2024). Asymptotic properties of endogeneity corrections using nonlinear transformations Econometrics Journal, 27(3):362--383.
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Gamache, D., Pfarrer, M. and Curran, K. (2024). Organizational hubris: Its antecedents and consequences for stakeholder relationships Strategic Management Journal, 45(7):1366–1392. -
Borsch, M., Mayer, A. and Wied, D. (2024). Consistent Estimation of Multiple Breakpoints in Dependence Measures Journal of Business and Economic Statistics, 42(2):695--706. -
Beichert, M., Bayerl, A., Goldenberg, J. and Lanz, A. (2024). Revenue Generation through Influencer Marketing Journal of Marketing, 88(4):40--63.