Professor of Finance
Full professor Rotterdam School of Management, Erasmus University Department of Finance
- Location
- Burg. Oudlaan 50, Rotterdam
- Room
- T08-29
- mverbeek@rsm.nl
More information
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Profile
Marno Verbeek is a Professor of Finance at Rotterdam School of Management, Erasmus University (RSM). He was Dean of Research of RSM and Academic Director of the Erasmus Research Institute of Management (ERIM) from 1 July 2011 until 15 July 2017. His recent research is largely in the area of empirical finance with a particular focus on mutual funds, hedge funds, asset pricing, investment strategies, survival bias and performance evaluation. He is the author of the textbook A Guide to Modern Econometrics (5th ed, 2017), and has published articles in international scholarly journals including the Journal of Financial and Quantitative Analysis, Management Science, the Review of Finance, the Journal of Banking and Finance, the Journal of Empirical Finance, Financial Management, the Journal of Financial Markets, the Journal of Business and Economic Statistics, Review of Economics and Statistics, the Journal of Econometrics and the International Economic Review. He received his PhD from Tilburg University in 1991.
- GP Baquero & Marno Verbeek (2021) - Hedge Fund Flows and Performance Streaks: How Investors Weigh Information - Management Science, accepted - doi: 10.1287/mnsc.2021.4067
- Teodor Dyakov, Hao Jiang & Marno Verbeek (2020) - Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds - Review of Finance, 24 (3), 677-731 - doi: 10.1093/rof/rfz014 - [link]
- Teodor Dyakov & Marno Verbeek (2018) - Can Mutual Fund Investors Distinguish Good from Bad Managers? - International Review of Finance, 19 (3), 505-540 - doi: 10.1111/irfi.12187
- WJ Armstrong, Egemen Genc & Marno Verbeek (2017) - Going for Gold: An Analysis of Morningstar Analyst Ratings - Management Science, 65 (5), 2310-2327 - doi: 10.1287/mnsc.2017.2884
- Hao Jiang, Marno Verbeek & Y (Yu) Wang (2014) - Information Content when Mutual Funds Deviate from Benchmarks - Management Science, 60 (8), 2038-2053 - doi: 10.1287/mnsc.2013.1847
- Marno Verbeek & Y (Yu) Wang (2013) - Better than the Original? The Relative Success of Copycat Funds - Journal of Banking and Finance, 37 (9), 3454-3471 - doi: 10.1016/j.jbankfin.2013.04.024
- D Blitz, Joop Huij, SD (Simon) Lansdorp & Marno Verbeek (2013) - Short-Term Residual Reversal - Journal of Financial Markets, 16 (3), 477-504 - doi: 10.1016/j.finmar.2012.10.005
- Teodor Dyakov & Marno Verbeek (2013) - Front-Running of Mutual Fund Fire-Sales - Journal of Banking and Finance, 37 (12), 4931-4942 - doi: 10.1016/j.jbankfin.2013.08.013
- Abe Jong, Marno Verbeek & Patrick Verwijmeren (2012) - Does financial flexibility reduce investment distortions? - The Journal of Financial Research, 35 (2), 243-259 - doi: 10.1111/j.1475-6803.2012.01316.x
- Abe Jong, Marno Verbeek & Patrick Verwijmeren (2011) - Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree - Journal of Banking and Finance, 35 (5), 1303-1314 - doi: 10.1016/j.jbankfin.2010.10.006
- D Brounen, M Porras Prado & Marno Verbeek (2010) - Real Estate in an ALM Framework: The Case of Fair Value Accounting - Real Estate Economics, 38 (4), 775-804 - doi: 10.1111/j.1540-6229.2010.00283.x
- Abe Jong, Marno Verbeek & Patrick Verwijmeren (2010) - The impact of financing surpluses and large financing deficits on tests of the pecking order theory - Financial Management - FM, 39 (2), 733-756 - doi: 10.1111/j.1755-053X.2010.01090.x
- LF Hoogerheide, R Kleijn, F Ravazzolo, HK van Dijk & Marno Verbeek (2010) - Forecast Accuracy and Economic Gains from Bayesian Model Averaging Using Time-Varying Weights - Journal of Forecasting, 29 (1/2), 251-269 - doi: 10.1002/for.1145
- Joop Huij & Marno Verbeek (2009) - On the Use of Multifactor Models to Evaluate Mutual Fund Performance - Financial Management - FM, 38 (1), 75-102 - doi: 10.1111/j.1755-053X.2009.01029.x
- JVK Rombouts & Marno Verbeek (2009) - Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models - Quantitative Finance, 9 (6), 737-745 - doi: 10.1080/14697680902785284
- Joop Huij & Marno Verbeek (2007) - Cross-Sectional Learning and Short-Run Persistence in Mutual Fund Performance - Journal of Banking and Finance, 31 (3), 973-997 - doi: 10.1016/j.jbankfin.2006.08.002
- Erik Kole, CG (Kees) Koedijk & Marno Verbeek (2007) - Selecting copulas for risk management - Journal of Banking and Finance, 31 (8), 2405-2423 - doi: 10.1016/j.jbankfin.2006.09.010
- JR ter Horst & Marno Verbeek (2007) - Fund Liquidation, Self-Selection and Look-Ahead Bias in the Hedge Fund Industry - Review of Finance, 11 (4), 605-632 - doi: 10.1093/rof/rfm012 - [link]
- Erik Kole, CG (Kees) Koedijk & Marno Verbeek (2006) - Portfolio Implications of Systemic Crises - Journal of Banking and Finance, 30 (8), 2347-2369 - doi: 10.1016/j.jbankfin.2005.08.006
- JR ter Horst & Marno Verbeek (2005) - Hedgefondsen: Prestaties uit het verleden bieden verwachtingen voor de toekomst - MAB, 79 (4), 168-173
- GP Baquero, JR ter Horst & Marno Verbeek (2005) - Survival, Look-Ahead Bias and Persistence in Hedge Fund Performance - Journal of Financial and Quantitative Analysis, 40 (3), 493-517 - [link]
- Marno Verbeek & F Vella (2005) - Estimating Dynamic Models from Repeated Cross-Sections - Journal of Econometrics, 127 (1), 83-102 - doi: 10.1016/j.jeconom.2004.06.004
- ThE Nijman, LM Swinkels & Marno Verbeek (2004) - Do countries or industries explain momentum in Europe? - Journal of Empirical Finance, 11 (4), 461-481 - doi: 10.1016/j.jempfin.2004.02.001
- WA (Wessel) Marquering & Marno Verbeek (2004) - A Multivariate Nonparametric Test for Return and Volatility Timing - Finance Research Letters, 1 (3), 250-260 - doi: 10.1016/j.frl.2004.07.002
- WA (Wessel) Marquering & Marno Verbeek (2004) - The Economic Value of Predicting Stock Index Returns and Volatility - Journal of Financial and Quantitative Analysis, 39 (2), 407-429 - doi: 10.1017/S0022109000003136
- JR ter Horst, ThE Nijman & Marno Verbeek (2001) - Eliminating look-ahead bias in evaluating persistence in mutual fund performance - Journal of Empirical Finance, 8 (4), 345-373 - doi: 10.1016/S0927-5398(01)00032-9
- JR ter Horst & Marno Verbeek (2000) - Estimating Short-Run Persistence in Mutual Fund Performance - The Review of Economics and Statistics, 82 (4), 646-655 - doi: 10.1162/003465300558984
- WA (Wessel) Marquering & Marno Verbeek (1999) - An Empirical Analysis of Intertemporal Asset Pricing Models with Transactions Costs and Habit Persistence - Journal of Empirical Finance, 6 (3), 243-265 - doi: 10.1016/S0927-5398(99)00003-1
- F Vella & Marno Verbeek (1999) - Two-step estimation of Panel Data Models with Censored Endogenous Variables and Selection Bias - Journal of Econometrics, 90 (2), 239-263 - doi: 10.1016/S0304-4076(98)00043-8
- S Rummery, F Vella & Marno Verbeek (1999) - Estimating the returns to education for Australian youth via rank-order instrumental variables - Labour Economics, 6 (4), 491-507 - doi: 10.1016/S0927-5371(98)00016-5
- Marno Verbeek & F Vella (1999) - Estimating and Interpreting Models with Endogenous Treatment Effects - Journal of Business and Economic Statistics, 17 (4), 473-478 - doi: 10.2307/1392404
- F Vella & Marno Verbeek (1998) - Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men - Journal of Applied Econometrics, 13 (2), 163-183 - doi: 10.1002/(SICI)1099-1255(199803/04)13:2<163::AID-JAE460>3.0.CO;2-Y
- MJCM (Marno) Verbeek (1995) - Alternative transformations to eliminate fixed effects - Econometric Reviews, 14 (2), 205-211 - doi: 10.1080/07474939508800315
- Marno Verbeek (1993) - Missing measurements in econometric models with no auxiliary relations - Economics Letters, 43 (2), 125-128 - doi: 10.1016/0165-1765(93)90024-7
- Marno Verbeek & ThE Nijman (1993) - Minimum MSE Estimation of a Regression Model with Fixed Effects from a Series of Cross-Sections - Journal of Econometrics, 59 (1-2), 125-136
- ThE Nijman & Marno Verbeek (1992) - Nonresponse in panel data: The impact on estimates of a life cycle consumption function - Journal of Applied Econometrics, 7 (3), 243-257 - doi: 10.1002/jae.3950070303
- Marno Verbeek & ThE Nijman (1992) - Testing for Selectivity Bias in Panel Data Models - International Economic Review, 33 (3), 681-703
- ThE Nijman & Marno Verbeek (1992) - The Optimal Choice of Controls and Pre-Experimental Observations - Journal of Econometrics, 51 (1-2), 183-189
- ThE Nijman & Marno Verbeek (1992) - Can Cohort Data Be Treated as Genuine Panel Data? - Empirical Economics (Heidelberg), 17, 9-24 - doi: 10.1007/BF01192471
- ThE Nijman, Marno Verbeek & AHO van Soest (1991) - The Efficiency of Rotating-Panel Designs in an Analysis-of-Variance Model - Journal of Econometrics, 49 (3), 373-399 - doi: 10.1016/0304-4076(91)90003-V
- ThE Nijman & Marno Verbeek (1990) - Estimation of Time Dependent Parameters in Linear Models Using Cross Sections, Panels or Both - Journal of Econometrics, 46 (3), 333-346
- Marno Verbeek (1990) - On the estimation of a fixed effects model with selectivity bias - Economics Letters, 34 (3), 267-270 - doi: 10.1016/0165-1765(90)90129-O
- Egemen Genc & Marno Verbeek (2018) - How independent research can improve investment decisions - RSM Discovery - Management Knowledge, 33 (1), 14-16
- WA (Wessel) Marquering & Marno Verbeek (2004) - De Wet van Murphy in de Aandelenmarkt - VBA Journaal, 19 (4), 24-29
- Marno Verbeek (2017) - A Guide to Modern Econometrics, 5th edition - John Wiley & Sons Inc.
- Marno Verbeek (2014) - Moderne Oekonometrie - Wiley-VCH
- Marno Verbeek (2012) - A Guide to Modern Econometrics, 4th edition - John Wiley & Sons Inc.
- Marno Verbeek (2008) - A Guide to Modern Econometrics, 3rd edition - John Wiley & Sons Inc.
- Marno Verbeek (2004) - A Guide to Modern Econometrics, 2nd edition - [link] - John Wiley & Sons Inc.
- Marno Verbeek (2000) - A guide to modern econometrics - John Wiley & Sons Ltd.
- GP Baquero & MJCM (Marno) Verbeek (2021) - Hedge Fund Flows - Oxford UP
- Marno Verbeek (2009) - Alternative Asset Class - Chapman and Hall / CRC
- Marno Verbeek (2009) - Nondirectional - Chapman and Hall / CRC
- Marno Verbeek (2009) - Modified Sharpe Ratio - Chapman and Hall / CRC
- Marno Verbeek (2009) - Redemption Period - Chapman and Hall / CRC
- Marno Verbeek (2008) - Pseudo Panels and Repeated Cross-Sections - Springer
- B Honoré, F Vella & Marno Verbeek (2008) - Attrition, Selection Bias and Censored Regressions - Springer
- Bo Honoré, Francis Vella & Marno Verbeek (2008) - Attrition, Selection Bias and Censored Regressions - doi: 10.1007/978-3-540-75892-1_12 - Kluwer/Springer
- Marno Verbeek (2017) - Using linear regression to establish empirical relationships - doi: 10.15185/izawol.336 - Institute of Labor Economics (IZA)
- Marno Verbeek (2002) - Onweerlegbaar bewijs? Over het belang en de waarde van empirisch onderzoek voor financierings- en beleggingsvraagstukken - Erasmus Research Institute of Management (ERIM)
- F Ravazzolo, Herman Dijk & Marno Verbeek (2007) - Predictive gains from forecast combinations using time-varying model weights - Econometrics
- Erik Kole, CG (Kees) Koedijk & Marno Verbeek (2004) - The effects of systemic crises when investors can be crisis ignorant - Erasmus Research Institute of Management (ERIM)
- LM Swinkels, PJ van der Sluis & Marno Verbeek (2003) - Market timing: a decomposition of mutual fund returns - Erasmus Research Institute of Management (ERIM)
- Erik Kole, CG (Kees) Koedijk & Marno Verbeek (2003) - Stress testing with Student's t dependence - Erasmus Research Institute of Management (ERIM)
- Marno Verbeek & F Vella (2002) - Estimating dynamic models from repeated cross-sections
- Marno Verbeek, ThE Nijman & LM Swinkels (2002) - Do countries or industries explain momentum in Europe - Erasmus Research Institute of Management (ERIM)
- Marno Verbeek & PC de Goeij (2000) - An Empirical Analysis of Affine Term Structure Models using the Generalized Method of Moments
- Abe Jong, Peter Roosenboom, Marno Verbeek & Patrick Verwijmeren (2007) - Hedgefondsen en private equity in Nederland - Ministerie van Financiën
- Teodor Dyakov, Hao Jiang & Marno Verbeek (2019) - Trading is Hazardous to Your Wealth: Evidence from Mutual Funds around the World - doi: 10.2139/ssrn.2687169 - Rotterdam
- Joop Huij, SD (Simon) Lansdorp & Marno Verbeek (2012) - Managerial Turnover and the Behavior of Mutual Fund Investors - http://ssrn.com/abstract=2166826
- LF Hoogerheide, RH Kleijn, F Ravazzolo, Herman Dijk & Marno Verbeek (2010) - Forecast Accuracy and Economic Gains from Bayesian Model Averaging Using Time-Varying Weights - Econometric Institute, Erasmus University
- GP Baquero & Marno Verbeek (2021) - Hedge Fund Flows and Performance Streaks: How Investors Weigh Information - Management Science, accepted - doi: 10.1287/mnsc.2021.4067
- Teodor Dyakov, Hao Jiang & Marno Verbeek (2020) - Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds - Review of Finance, 24 (3), 677-731 - doi: 10.1093/rof/rfz014 - [link]
- Teodor Dyakov & Marno Verbeek (2018) - Can Mutual Fund Investors Distinguish Good from Bad Managers? - International Review of Finance, 19 (3), 505-540 - doi: 10.1111/irfi.12187
- WJ Armstrong, Egemen Genc & Marno Verbeek (2017) - Going for Gold: An Analysis of Morningstar Analyst Ratings - Management Science, 65 (5), 2310-2327 - doi: 10.1287/mnsc.2017.2884
- Hao Jiang, Marno Verbeek & Y (Yu) Wang (2014) - Information Content when Mutual Funds Deviate from Benchmarks - Management Science, 60 (8), 2038-2053 - doi: 10.1287/mnsc.2013.1847
- Marno Verbeek & Y (Yu) Wang (2013) - Better than the Original? The Relative Success of Copycat Funds - Journal of Banking and Finance, 37 (9), 3454-3471 - doi: 10.1016/j.jbankfin.2013.04.024
- D Blitz, Joop Huij, SD (Simon) Lansdorp & Marno Verbeek (2013) - Short-Term Residual Reversal - Journal of Financial Markets, 16 (3), 477-504 - doi: 10.1016/j.finmar.2012.10.005
- Teodor Dyakov & Marno Verbeek (2013) - Front-Running of Mutual Fund Fire-Sales - Journal of Banking and Finance, 37 (12), 4931-4942 - doi: 10.1016/j.jbankfin.2013.08.013
- Abe Jong, Marno Verbeek & Patrick Verwijmeren (2012) - Does financial flexibility reduce investment distortions? - The Journal of Financial Research, 35 (2), 243-259 - doi: 10.1111/j.1475-6803.2012.01316.x
- Abe Jong, Marno Verbeek & Patrick Verwijmeren (2011) - Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree - Journal of Banking and Finance, 35 (5), 1303-1314 - doi: 10.1016/j.jbankfin.2010.10.006
- D Brounen, M Porras Prado & Marno Verbeek (2010) - Real Estate in an ALM Framework: The Case of Fair Value Accounting - Real Estate Economics, 38 (4), 775-804 - doi: 10.1111/j.1540-6229.2010.00283.x
- Abe Jong, Marno Verbeek & Patrick Verwijmeren (2010) - The impact of financing surpluses and large financing deficits on tests of the pecking order theory - Financial Management - FM, 39 (2), 733-756 - doi: 10.1111/j.1755-053X.2010.01090.x
- LF Hoogerheide, R Kleijn, F Ravazzolo, HK van Dijk & Marno Verbeek (2010) - Forecast Accuracy and Economic Gains from Bayesian Model Averaging Using Time-Varying Weights - Journal of Forecasting, 29 (1/2), 251-269 - doi: 10.1002/for.1145
- Joop Huij & Marno Verbeek (2009) - On the Use of Multifactor Models to Evaluate Mutual Fund Performance - Financial Management - FM, 38 (1), 75-102 - doi: 10.1111/j.1755-053X.2009.01029.x
- JVK Rombouts & Marno Verbeek (2009) - Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models - Quantitative Finance, 9 (6), 737-745 - doi: 10.1080/14697680902785284
- Joop Huij & Marno Verbeek (2007) - Cross-Sectional Learning and Short-Run Persistence in Mutual Fund Performance - Journal of Banking and Finance, 31 (3), 973-997 - doi: 10.1016/j.jbankfin.2006.08.002
- Erik Kole, CG (Kees) Koedijk & Marno Verbeek (2007) - Selecting copulas for risk management - Journal of Banking and Finance, 31 (8), 2405-2423 - doi: 10.1016/j.jbankfin.2006.09.010
- JR ter Horst & Marno Verbeek (2007) - Fund Liquidation, Self-Selection and Look-Ahead Bias in the Hedge Fund Industry - Review of Finance, 11 (4), 605-632 - doi: 10.1093/rof/rfm012 - [link]
- Erik Kole, CG (Kees) Koedijk & Marno Verbeek (2006) - Portfolio Implications of Systemic Crises - Journal of Banking and Finance, 30 (8), 2347-2369 - doi: 10.1016/j.jbankfin.2005.08.006
- JR ter Horst & Marno Verbeek (2005) - Hedgefondsen: Prestaties uit het verleden bieden verwachtingen voor de toekomst - MAB, 79 (4), 168-173
- GP Baquero, JR ter Horst & Marno Verbeek (2005) - Survival, Look-Ahead Bias and Persistence in Hedge Fund Performance - Journal of Financial and Quantitative Analysis, 40 (3), 493-517 - [link]
- Marno Verbeek & F Vella (2005) - Estimating Dynamic Models from Repeated Cross-Sections - Journal of Econometrics, 127 (1), 83-102 - doi: 10.1016/j.jeconom.2004.06.004
- ThE Nijman, LM Swinkels & Marno Verbeek (2004) - Do countries or industries explain momentum in Europe? - Journal of Empirical Finance, 11 (4), 461-481 - doi: 10.1016/j.jempfin.2004.02.001
- WA (Wessel) Marquering & Marno Verbeek (2004) - A Multivariate Nonparametric Test for Return and Volatility Timing - Finance Research Letters, 1 (3), 250-260 - doi: 10.1016/j.frl.2004.07.002
- WA (Wessel) Marquering & Marno Verbeek (2004) - The Economic Value of Predicting Stock Index Returns and Volatility - Journal of Financial and Quantitative Analysis, 39 (2), 407-429 - doi: 10.1017/S0022109000003136
- JR ter Horst, ThE Nijman & Marno Verbeek (2001) - Eliminating look-ahead bias in evaluating persistence in mutual fund performance - Journal of Empirical Finance, 8 (4), 345-373 - doi: 10.1016/S0927-5398(01)00032-9
- JR ter Horst & Marno Verbeek (2000) - Estimating Short-Run Persistence in Mutual Fund Performance - The Review of Economics and Statistics, 82 (4), 646-655 - doi: 10.1162/003465300558984
- WA (Wessel) Marquering & Marno Verbeek (1999) - An Empirical Analysis of Intertemporal Asset Pricing Models with Transactions Costs and Habit Persistence - Journal of Empirical Finance, 6 (3), 243-265 - doi: 10.1016/S0927-5398(99)00003-1
- F Vella & Marno Verbeek (1999) - Two-step estimation of Panel Data Models with Censored Endogenous Variables and Selection Bias - Journal of Econometrics, 90 (2), 239-263 - doi: 10.1016/S0304-4076(98)00043-8
- S Rummery, F Vella & Marno Verbeek (1999) - Estimating the returns to education for Australian youth via rank-order instrumental variables - Labour Economics, 6 (4), 491-507 - doi: 10.1016/S0927-5371(98)00016-5
- Marno Verbeek & F Vella (1999) - Estimating and Interpreting Models with Endogenous Treatment Effects - Journal of Business and Economic Statistics, 17 (4), 473-478 - doi: 10.2307/1392404
- F Vella & Marno Verbeek (1998) - Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men - Journal of Applied Econometrics, 13 (2), 163-183 - doi: 10.1002/(SICI)1099-1255(199803/04)13:2<163::AID-JAE460>3.0.CO;2-Y
- MJCM (Marno) Verbeek (1995) - Alternative transformations to eliminate fixed effects - Econometric Reviews, 14 (2), 205-211 - doi: 10.1080/07474939508800315
- Marno Verbeek (1993) - Missing measurements in econometric models with no auxiliary relations - Economics Letters, 43 (2), 125-128 - doi: 10.1016/0165-1765(93)90024-7
- Marno Verbeek & ThE Nijman (1993) - Minimum MSE Estimation of a Regression Model with Fixed Effects from a Series of Cross-Sections - Journal of Econometrics, 59 (1-2), 125-136
- ThE Nijman & Marno Verbeek (1992) - Nonresponse in panel data: The impact on estimates of a life cycle consumption function - Journal of Applied Econometrics, 7 (3), 243-257 - doi: 10.1002/jae.3950070303
- Marno Verbeek & ThE Nijman (1992) - Testing for Selectivity Bias in Panel Data Models - International Economic Review, 33 (3), 681-703
- ThE Nijman & Marno Verbeek (1992) - The Optimal Choice of Controls and Pre-Experimental Observations - Journal of Econometrics, 51 (1-2), 183-189
- ThE Nijman & Marno Verbeek (1992) - Can Cohort Data Be Treated as Genuine Panel Data? - Empirical Economics (Heidelberg), 17, 9-24 - doi: 10.1007/BF01192471
- ThE Nijman, Marno Verbeek & AHO van Soest (1991) - The Efficiency of Rotating-Panel Designs in an Analysis-of-Variance Model - Journal of Econometrics, 49 (3), 373-399 - doi: 10.1016/0304-4076(91)90003-V
- ThE Nijman & Marno Verbeek (1990) - Estimation of Time Dependent Parameters in Linear Models Using Cross Sections, Panels or Both - Journal of Econometrics, 46 (3), 333-346
- Marno Verbeek (1990) - On the estimation of a fixed effects model with selectivity bias - Economics Letters, 34 (3), 267-270 - doi: 10.1016/0165-1765(90)90129-O
- Egemen Genc & Marno Verbeek (2018) - How independent research can improve investment decisions - RSM Discovery - Management Knowledge, 33 (1), 14-16
- WA (Wessel) Marquering & Marno Verbeek (2004) - De Wet van Murphy in de Aandelenmarkt - VBA Journaal, 19 (4), 24-29
- GP Baquero & Marno Verbeek (2021) - Hedge Fund Flows and Performance Streaks: How Investors Weigh Information - Management Science, accepted - doi: 10.1287/mnsc.2021.4067
- Teodor Dyakov, Hao Jiang & Marno Verbeek (2020) - Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds - Review of Finance, 24 (3), 677-731 - doi: 10.1093/rof/rfz014 - [link]
- Teodor Dyakov & Marno Verbeek (2018) - Can Mutual Fund Investors Distinguish Good from Bad Managers? - International Review of Finance, 19 (3), 505-540 - doi: 10.1111/irfi.12187
- WJ Armstrong, Egemen Genc & Marno Verbeek (2017) - Going for Gold: An Analysis of Morningstar Analyst Ratings - Management Science, 65 (5), 2310-2327 - doi: 10.1287/mnsc.2017.2884
- Hao Jiang, Marno Verbeek & Y (Yu) Wang (2014) - Information Content when Mutual Funds Deviate from Benchmarks - Management Science, 60 (8), 2038-2053 - doi: 10.1287/mnsc.2013.1847
- Marno Verbeek & Y (Yu) Wang (2013) - Better than the Original? The Relative Success of Copycat Funds - Journal of Banking and Finance, 37 (9), 3454-3471 - doi: 10.1016/j.jbankfin.2013.04.024
- D Blitz, Joop Huij, SD (Simon) Lansdorp & Marno Verbeek (2013) - Short-Term Residual Reversal - Journal of Financial Markets, 16 (3), 477-504 - doi: 10.1016/j.finmar.2012.10.005
- Teodor Dyakov & Marno Verbeek (2013) - Front-Running of Mutual Fund Fire-Sales - Journal of Banking and Finance, 37 (12), 4931-4942 - doi: 10.1016/j.jbankfin.2013.08.013
- Abe Jong, Marno Verbeek & Patrick Verwijmeren (2012) - Does financial flexibility reduce investment distortions? - The Journal of Financial Research, 35 (2), 243-259 - doi: 10.1111/j.1475-6803.2012.01316.x
- Abe Jong, Marno Verbeek & Patrick Verwijmeren (2011) - Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree - Journal of Banking and Finance, 35 (5), 1303-1314 - doi: 10.1016/j.jbankfin.2010.10.006
- D Brounen, M Porras Prado & Marno Verbeek (2010) - Real Estate in an ALM Framework: The Case of Fair Value Accounting - Real Estate Economics, 38 (4), 775-804 - doi: 10.1111/j.1540-6229.2010.00283.x
- Abe Jong, Marno Verbeek & Patrick Verwijmeren (2010) - The impact of financing surpluses and large financing deficits on tests of the pecking order theory - Financial Management - FM, 39 (2), 733-756 - doi: 10.1111/j.1755-053X.2010.01090.x
- LF Hoogerheide, R Kleijn, F Ravazzolo, HK van Dijk & Marno Verbeek (2010) - Forecast Accuracy and Economic Gains from Bayesian Model Averaging Using Time-Varying Weights - Journal of Forecasting, 29 (1/2), 251-269 - doi: 10.1002/for.1145
- Joop Huij & Marno Verbeek (2009) - On the Use of Multifactor Models to Evaluate Mutual Fund Performance - Financial Management - FM, 38 (1), 75-102 - doi: 10.1111/j.1755-053X.2009.01029.x
- JVK Rombouts & Marno Verbeek (2009) - Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models - Quantitative Finance, 9 (6), 737-745 - doi: 10.1080/14697680902785284
- Joop Huij & Marno Verbeek (2007) - Cross-Sectional Learning and Short-Run Persistence in Mutual Fund Performance - Journal of Banking and Finance, 31 (3), 973-997 - doi: 10.1016/j.jbankfin.2006.08.002
- Erik Kole, CG (Kees) Koedijk & Marno Verbeek (2007) - Selecting copulas for risk management - Journal of Banking and Finance, 31 (8), 2405-2423 - doi: 10.1016/j.jbankfin.2006.09.010
- JR ter Horst & Marno Verbeek (2007) - Fund Liquidation, Self-Selection and Look-Ahead Bias in the Hedge Fund Industry - Review of Finance, 11 (4), 605-632 - doi: 10.1093/rof/rfm012 - [link]
- Erik Kole, CG (Kees) Koedijk & Marno Verbeek (2006) - Portfolio Implications of Systemic Crises - Journal of Banking and Finance, 30 (8), 2347-2369 - doi: 10.1016/j.jbankfin.2005.08.006
- JR ter Horst & Marno Verbeek (2005) - Hedgefondsen: Prestaties uit het verleden bieden verwachtingen voor de toekomst - MAB, 79 (4), 168-173
- GP Baquero, JR ter Horst & Marno Verbeek (2005) - Survival, Look-Ahead Bias and Persistence in Hedge Fund Performance - Journal of Financial and Quantitative Analysis, 40 (3), 493-517 - [link]
- Marno Verbeek & F Vella (2005) - Estimating Dynamic Models from Repeated Cross-Sections - Journal of Econometrics, 127 (1), 83-102 - doi: 10.1016/j.jeconom.2004.06.004
- ThE Nijman, LM Swinkels & Marno Verbeek (2004) - Do countries or industries explain momentum in Europe? - Journal of Empirical Finance, 11 (4), 461-481 - doi: 10.1016/j.jempfin.2004.02.001
- WA (Wessel) Marquering & Marno Verbeek (2004) - A Multivariate Nonparametric Test for Return and Volatility Timing - Finance Research Letters, 1 (3), 250-260 - doi: 10.1016/j.frl.2004.07.002
- WA (Wessel) Marquering & Marno Verbeek (2004) - The Economic Value of Predicting Stock Index Returns and Volatility - Journal of Financial and Quantitative Analysis, 39 (2), 407-429 - doi: 10.1017/S0022109000003136
- JR ter Horst, ThE Nijman & Marno Verbeek (2001) - Eliminating look-ahead bias in evaluating persistence in mutual fund performance - Journal of Empirical Finance, 8 (4), 345-373 - doi: 10.1016/S0927-5398(01)00032-9
- JR ter Horst & Marno Verbeek (2000) - Estimating Short-Run Persistence in Mutual Fund Performance - The Review of Economics and Statistics, 82 (4), 646-655 - doi: 10.1162/003465300558984
- WA (Wessel) Marquering & Marno Verbeek (1999) - An Empirical Analysis of Intertemporal Asset Pricing Models with Transactions Costs and Habit Persistence - Journal of Empirical Finance, 6 (3), 243-265 - doi: 10.1016/S0927-5398(99)00003-1
- F Vella & Marno Verbeek (1999) - Two-step estimation of Panel Data Models with Censored Endogenous Variables and Selection Bias - Journal of Econometrics, 90 (2), 239-263 - doi: 10.1016/S0304-4076(98)00043-8
- S Rummery, F Vella & Marno Verbeek (1999) - Estimating the returns to education for Australian youth via rank-order instrumental variables - Labour Economics, 6 (4), 491-507 - doi: 10.1016/S0927-5371(98)00016-5
- Marno Verbeek & F Vella (1999) - Estimating and Interpreting Models with Endogenous Treatment Effects - Journal of Business and Economic Statistics, 17 (4), 473-478 - doi: 10.2307/1392404
- F Vella & Marno Verbeek (1998) - Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men - Journal of Applied Econometrics, 13 (2), 163-183 - doi: 10.1002/(SICI)1099-1255(199803/04)13:2<163::AID-JAE460>3.0.CO;2-Y
- MJCM (Marno) Verbeek (1995) - Alternative transformations to eliminate fixed effects - Econometric Reviews, 14 (2), 205-211 - doi: 10.1080/07474939508800315
- Marno Verbeek (1993) - Missing measurements in econometric models with no auxiliary relations - Economics Letters, 43 (2), 125-128 - doi: 10.1016/0165-1765(93)90024-7
- Marno Verbeek & ThE Nijman (1993) - Minimum MSE Estimation of a Regression Model with Fixed Effects from a Series of Cross-Sections - Journal of Econometrics, 59 (1-2), 125-136
- ThE Nijman & Marno Verbeek (1992) - Nonresponse in panel data: The impact on estimates of a life cycle consumption function - Journal of Applied Econometrics, 7 (3), 243-257 - doi: 10.1002/jae.3950070303
- Marno Verbeek & ThE Nijman (1992) - Testing for Selectivity Bias in Panel Data Models - International Economic Review, 33 (3), 681-703
- ThE Nijman & Marno Verbeek (1992) - The Optimal Choice of Controls and Pre-Experimental Observations - Journal of Econometrics, 51 (1-2), 183-189
- ThE Nijman & Marno Verbeek (1992) - Can Cohort Data Be Treated as Genuine Panel Data? - Empirical Economics (Heidelberg), 17, 9-24 - doi: 10.1007/BF01192471
- ThE Nijman, Marno Verbeek & AHO van Soest (1991) - The Efficiency of Rotating-Panel Designs in an Analysis-of-Variance Model - Journal of Econometrics, 49 (3), 373-399 - doi: 10.1016/0304-4076(91)90003-V
- ThE Nijman & Marno Verbeek (1990) - Estimation of Time Dependent Parameters in Linear Models Using Cross Sections, Panels or Both - Journal of Econometrics, 46 (3), 333-346
- Marno Verbeek (1990) - On the estimation of a fixed effects model with selectivity bias - Economics Letters, 34 (3), 267-270 - doi: 10.1016/0165-1765(90)90129-O
- GP Baquero & Marno Verbeek (2021) - Hedge Fund Flows and Performance Streaks: How Investors Weigh Information - Management Science, accepted - doi: 10.1287/mnsc.2021.4067
- Teodor Dyakov, Hao Jiang & Marno Verbeek (2020) - Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds - Review of Finance, 24 (3), 677-731 - doi: 10.1093/rof/rfz014 - [link]
- Teodor Dyakov & Marno Verbeek (2018) - Can Mutual Fund Investors Distinguish Good from Bad Managers? - International Review of Finance, 19 (3), 505-540 - doi: 10.1111/irfi.12187
- WJ Armstrong, Egemen Genc & Marno Verbeek (2017) - Going for Gold: An Analysis of Morningstar Analyst Ratings - Management Science, 65 (5), 2310-2327 - doi: 10.1287/mnsc.2017.2884
- Hao Jiang, Marno Verbeek & Y (Yu) Wang (2014) - Information Content when Mutual Funds Deviate from Benchmarks - Management Science, 60 (8), 2038-2053 - doi: 10.1287/mnsc.2013.1847
- Marno Verbeek & Y (Yu) Wang (2013) - Better than the Original? The Relative Success of Copycat Funds - Journal of Banking and Finance, 37 (9), 3454-3471 - doi: 10.1016/j.jbankfin.2013.04.024
- D Blitz, Joop Huij, SD (Simon) Lansdorp & Marno Verbeek (2013) - Short-Term Residual Reversal - Journal of Financial Markets, 16 (3), 477-504 - doi: 10.1016/j.finmar.2012.10.005
- Teodor Dyakov & Marno Verbeek (2013) - Front-Running of Mutual Fund Fire-Sales - Journal of Banking and Finance, 37 (12), 4931-4942 - doi: 10.1016/j.jbankfin.2013.08.013
- Abe Jong, Marno Verbeek & Patrick Verwijmeren (2012) - Does financial flexibility reduce investment distortions? - The Journal of Financial Research, 35 (2), 243-259 - doi: 10.1111/j.1475-6803.2012.01316.x
- Abe Jong, Marno Verbeek & Patrick Verwijmeren (2011) - Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree - Journal of Banking and Finance, 35 (5), 1303-1314 - doi: 10.1016/j.jbankfin.2010.10.006
- D Brounen, M Porras Prado & Marno Verbeek (2010) - Real Estate in an ALM Framework: The Case of Fair Value Accounting - Real Estate Economics, 38 (4), 775-804 - doi: 10.1111/j.1540-6229.2010.00283.x
- Abe Jong, Marno Verbeek & Patrick Verwijmeren (2010) - The impact of financing surpluses and large financing deficits on tests of the pecking order theory - Financial Management - FM, 39 (2), 733-756 - doi: 10.1111/j.1755-053X.2010.01090.x
- LF Hoogerheide, R Kleijn, F Ravazzolo, HK van Dijk & Marno Verbeek (2010) - Forecast Accuracy and Economic Gains from Bayesian Model Averaging Using Time-Varying Weights - Journal of Forecasting, 29 (1/2), 251-269 - doi: 10.1002/for.1145
- Joop Huij & Marno Verbeek (2009) - On the Use of Multifactor Models to Evaluate Mutual Fund Performance - Financial Management - FM, 38 (1), 75-102 - doi: 10.1111/j.1755-053X.2009.01029.x
- JVK Rombouts & Marno Verbeek (2009) - Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models - Quantitative Finance, 9 (6), 737-745 - doi: 10.1080/14697680902785284
- Joop Huij & Marno Verbeek (2007) - Cross-Sectional Learning and Short-Run Persistence in Mutual Fund Performance - Journal of Banking and Finance, 31 (3), 973-997 - doi: 10.1016/j.jbankfin.2006.08.002
- Erik Kole, CG (Kees) Koedijk & Marno Verbeek (2007) - Selecting copulas for risk management - Journal of Banking and Finance, 31 (8), 2405-2423 - doi: 10.1016/j.jbankfin.2006.09.010
- JR ter Horst & Marno Verbeek (2007) - Fund Liquidation, Self-Selection and Look-Ahead Bias in the Hedge Fund Industry - Review of Finance, 11 (4), 605-632 - doi: 10.1093/rof/rfm012 - [link]
- Erik Kole, CG (Kees) Koedijk & Marno Verbeek (2006) - Portfolio Implications of Systemic Crises - Journal of Banking and Finance, 30 (8), 2347-2369 - doi: 10.1016/j.jbankfin.2005.08.006
- JR ter Horst & Marno Verbeek (2005) - Hedgefondsen: Prestaties uit het verleden bieden verwachtingen voor de toekomst - MAB, 79 (4), 168-173
- GP Baquero, JR ter Horst & Marno Verbeek (2005) - Survival, Look-Ahead Bias and Persistence in Hedge Fund Performance - Journal of Financial and Quantitative Analysis, 40 (3), 493-517 - [link]
- Marno Verbeek & F Vella (2005) - Estimating Dynamic Models from Repeated Cross-Sections - Journal of Econometrics, 127 (1), 83-102 - doi: 10.1016/j.jeconom.2004.06.004
- ThE Nijman, LM Swinkels & Marno Verbeek (2004) - Do countries or industries explain momentum in Europe? - Journal of Empirical Finance, 11 (4), 461-481 - doi: 10.1016/j.jempfin.2004.02.001
- WA (Wessel) Marquering & Marno Verbeek (2004) - A Multivariate Nonparametric Test for Return and Volatility Timing - Finance Research Letters, 1 (3), 250-260 - doi: 10.1016/j.frl.2004.07.002
- WA (Wessel) Marquering & Marno Verbeek (2004) - The Economic Value of Predicting Stock Index Returns and Volatility - Journal of Financial and Quantitative Analysis, 39 (2), 407-429 - doi: 10.1017/S0022109000003136
- JR ter Horst, ThE Nijman & Marno Verbeek (2001) - Eliminating look-ahead bias in evaluating persistence in mutual fund performance - Journal of Empirical Finance, 8 (4), 345-373 - doi: 10.1016/S0927-5398(01)00032-9
- JR ter Horst & Marno Verbeek (2000) - Estimating Short-Run Persistence in Mutual Fund Performance - The Review of Economics and Statistics, 82 (4), 646-655 - doi: 10.1162/003465300558984
- WA (Wessel) Marquering & Marno Verbeek (1999) - An Empirical Analysis of Intertemporal Asset Pricing Models with Transactions Costs and Habit Persistence - Journal of Empirical Finance, 6 (3), 243-265 - doi: 10.1016/S0927-5398(99)00003-1
- F Vella & Marno Verbeek (1999) - Two-step estimation of Panel Data Models with Censored Endogenous Variables and Selection Bias - Journal of Econometrics, 90 (2), 239-263 - doi: 10.1016/S0304-4076(98)00043-8
- S Rummery, F Vella & Marno Verbeek (1999) - Estimating the returns to education for Australian youth via rank-order instrumental variables - Labour Economics, 6 (4), 491-507 - doi: 10.1016/S0927-5371(98)00016-5
- Marno Verbeek & F Vella (1999) - Estimating and Interpreting Models with Endogenous Treatment Effects - Journal of Business and Economic Statistics, 17 (4), 473-478 - doi: 10.2307/1392404
- F Vella & Marno Verbeek (1998) - Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men - Journal of Applied Econometrics, 13 (2), 163-183 - doi: 10.1002/(SICI)1099-1255(199803/04)13:2<163::AID-JAE460>3.0.CO;2-Y
- MJCM (Marno) Verbeek (1995) - Alternative transformations to eliminate fixed effects - Econometric Reviews, 14 (2), 205-211 - doi: 10.1080/07474939508800315
- Marno Verbeek (1993) - Missing measurements in econometric models with no auxiliary relations - Economics Letters, 43 (2), 125-128 - doi: 10.1016/0165-1765(93)90024-7
- Marno Verbeek & ThE Nijman (1993) - Minimum MSE Estimation of a Regression Model with Fixed Effects from a Series of Cross-Sections - Journal of Econometrics, 59 (1-2), 125-136
- ThE Nijman & Marno Verbeek (1992) - Nonresponse in panel data: The impact on estimates of a life cycle consumption function - Journal of Applied Econometrics, 7 (3), 243-257 - doi: 10.1002/jae.3950070303
- Marno Verbeek & ThE Nijman (1992) - Testing for Selectivity Bias in Panel Data Models - International Economic Review, 33 (3), 681-703
- ThE Nijman & Marno Verbeek (1992) - The Optimal Choice of Controls and Pre-Experimental Observations - Journal of Econometrics, 51 (1-2), 183-189
- ThE Nijman & Marno Verbeek (1992) - Can Cohort Data Be Treated as Genuine Panel Data? - Empirical Economics (Heidelberg), 17, 9-24 - doi: 10.1007/BF01192471
- ThE Nijman, Marno Verbeek & AHO van Soest (1991) - The Efficiency of Rotating-Panel Designs in an Analysis-of-Variance Model - Journal of Econometrics, 49 (3), 373-399 - doi: 10.1016/0304-4076(91)90003-V
- ThE Nijman & Marno Verbeek (1990) - Estimation of Time Dependent Parameters in Linear Models Using Cross Sections, Panels or Both - Journal of Econometrics, 46 (3), 333-346
- Marno Verbeek (1990) - On the estimation of a fixed effects model with selectivity bias - Economics Letters, 34 (3), 267-270 - doi: 10.1016/0165-1765(90)90129-O
- Egemen Genc & Marno Verbeek (2018) - How independent research can improve investment decisions - RSM Discovery - Management Knowledge, 33 (1), 14-16
- WA (Wessel) Marquering & Marno Verbeek (2004) - De Wet van Murphy in de Aandelenmarkt - VBA Journaal, 19 (4), 24-29
- Egemen Genc & Marno Verbeek (2018) - How independent research can improve investment decisions - RSM Discovery - Management Knowledge, 33 (1), 14-16
- WA (Wessel) Marquering & Marno Verbeek (2004) - De Wet van Murphy in de Aandelenmarkt - VBA Journaal, 19 (4), 24-29
- Marno Verbeek (2017) - A Guide to Modern Econometrics, 5th edition - John Wiley & Sons Inc.
- Marno Verbeek (2014) - Moderne Oekonometrie - Wiley-VCH
- Marno Verbeek (2012) - A Guide to Modern Econometrics, 4th edition - John Wiley & Sons Inc.
- Marno Verbeek (2008) - A Guide to Modern Econometrics, 3rd edition - John Wiley & Sons Inc.
- Marno Verbeek (2004) - A Guide to Modern Econometrics, 2nd edition - [link] - John Wiley & Sons Inc.
- Marno Verbeek (2000) - A guide to modern econometrics - John Wiley & Sons Ltd.
- Marno Verbeek (2017) - A Guide to Modern Econometrics, 5th edition - John Wiley & Sons Inc.
- Marno Verbeek (2014) - Moderne Oekonometrie - Wiley-VCH
- Marno Verbeek (2012) - A Guide to Modern Econometrics, 4th edition - John Wiley & Sons Inc.
- Marno Verbeek (2008) - A Guide to Modern Econometrics, 3rd edition - John Wiley & Sons Inc.
- Marno Verbeek (2004) - A Guide to Modern Econometrics, 2nd edition - [link] - John Wiley & Sons Inc.
- Marno Verbeek (2000) - A guide to modern econometrics - John Wiley & Sons Ltd.
- GP Baquero & MJCM (Marno) Verbeek (2021) - Hedge Fund Flows - Oxford UP
- Marno Verbeek (2009) - Alternative Asset Class - Chapman and Hall / CRC
- Marno Verbeek (2009) - Nondirectional - Chapman and Hall / CRC
- Marno Verbeek (2009) - Modified Sharpe Ratio - Chapman and Hall / CRC
- Marno Verbeek (2009) - Redemption Period - Chapman and Hall / CRC
- Marno Verbeek (2008) - Pseudo Panels and Repeated Cross-Sections - Springer
- B Honoré, F Vella & Marno Verbeek (2008) - Attrition, Selection Bias and Censored Regressions - Springer
- Bo Honoré, Francis Vella & Marno Verbeek (2008) - Attrition, Selection Bias and Censored Regressions - doi: 10.1007/978-3-540-75892-1_12 - Kluwer/Springer
- GP Baquero & MJCM (Marno) Verbeek (2021) - Hedge Fund Flows - Oxford UP
- Marno Verbeek (2009) - Alternative Asset Class - Chapman and Hall / CRC
- Marno Verbeek (2009) - Nondirectional - Chapman and Hall / CRC
- Marno Verbeek (2009) - Modified Sharpe Ratio - Chapman and Hall / CRC
- Marno Verbeek (2009) - Redemption Period - Chapman and Hall / CRC
- Marno Verbeek (2008) - Pseudo Panels and Repeated Cross-Sections - Springer
- B Honoré, F Vella & Marno Verbeek (2008) - Attrition, Selection Bias and Censored Regressions - Springer
- Bo Honoré, Francis Vella & Marno Verbeek (2008) - Attrition, Selection Bias and Censored Regressions - doi: 10.1007/978-3-540-75892-1_12 - Kluwer/Springer
- Marno Verbeek (2017) - Using linear regression to establish empirical relationships - doi: 10.15185/izawol.336 - Institute of Labor Economics (IZA)
- Marno Verbeek (2017) - Using linear regression to establish empirical relationships - doi: 10.15185/izawol.336 - Institute of Labor Economics (IZA)
- Marno Verbeek (2002) - Onweerlegbaar bewijs? Over het belang en de waarde van empirisch onderzoek voor financierings- en beleggingsvraagstukken - Erasmus Research Institute of Management (ERIM)
- Marno Verbeek (2002) - Onweerlegbaar bewijs? Over het belang en de waarde van empirisch onderzoek voor financierings- en beleggingsvraagstukken - Erasmus Research Institute of Management (ERIM)
- F Ravazzolo, Herman Dijk & Marno Verbeek (2007) - Predictive gains from forecast combinations using time-varying model weights - Econometrics
- Erik Kole, CG (Kees) Koedijk & Marno Verbeek (2004) - The effects of systemic crises when investors can be crisis ignorant - Erasmus Research Institute of Management (ERIM)
- LM Swinkels, PJ van der Sluis & Marno Verbeek (2003) - Market timing: a decomposition of mutual fund returns - Erasmus Research Institute of Management (ERIM)
- Erik Kole, CG (Kees) Koedijk & Marno Verbeek (2003) - Stress testing with Student's t dependence - Erasmus Research Institute of Management (ERIM)
- Marno Verbeek & F Vella (2002) - Estimating dynamic models from repeated cross-sections
- Marno Verbeek, ThE Nijman & LM Swinkels (2002) - Do countries or industries explain momentum in Europe - Erasmus Research Institute of Management (ERIM)
- Marno Verbeek & PC de Goeij (2000) - An Empirical Analysis of Affine Term Structure Models using the Generalized Method of Moments
- Abe Jong, Peter Roosenboom, Marno Verbeek & Patrick Verwijmeren (2007) - Hedgefondsen en private equity in Nederland - Ministerie van Financiën
- F Ravazzolo, Herman Dijk & Marno Verbeek (2007) - Predictive gains from forecast combinations using time-varying model weights - Econometrics
- Erik Kole, CG (Kees) Koedijk & Marno Verbeek (2004) - The effects of systemic crises when investors can be crisis ignorant - Erasmus Research Institute of Management (ERIM)
- LM Swinkels, PJ van der Sluis & Marno Verbeek (2003) - Market timing: a decomposition of mutual fund returns - Erasmus Research Institute of Management (ERIM)
- Erik Kole, CG (Kees) Koedijk & Marno Verbeek (2003) - Stress testing with Student's t dependence - Erasmus Research Institute of Management (ERIM)
- Marno Verbeek & F Vella (2002) - Estimating dynamic models from repeated cross-sections
- Marno Verbeek, ThE Nijman & LM Swinkels (2002) - Do countries or industries explain momentum in Europe - Erasmus Research Institute of Management (ERIM)
- Marno Verbeek & PC de Goeij (2000) - An Empirical Analysis of Affine Term Structure Models using the Generalized Method of Moments
- F Ravazzolo, Herman Dijk & Marno Verbeek (2007) - Predictive gains from forecast combinations using time-varying model weights - Econometrics
- Erik Kole, CG (Kees) Koedijk & Marno Verbeek (2004) - The effects of systemic crises when investors can be crisis ignorant - Erasmus Research Institute of Management (ERIM)
- LM Swinkels, PJ van der Sluis & Marno Verbeek (2003) - Market timing: a decomposition of mutual fund returns - Erasmus Research Institute of Management (ERIM)
- Erik Kole, CG (Kees) Koedijk & Marno Verbeek (2003) - Stress testing with Student's t dependence - Erasmus Research Institute of Management (ERIM)
- Marno Verbeek & F Vella (2002) - Estimating dynamic models from repeated cross-sections
- Marno Verbeek, ThE Nijman & LM Swinkels (2002) - Do countries or industries explain momentum in Europe - Erasmus Research Institute of Management (ERIM)
- Marno Verbeek & PC de Goeij (2000) - An Empirical Analysis of Affine Term Structure Models using the Generalized Method of Moments
- Abe Jong, Peter Roosenboom, Marno Verbeek & Patrick Verwijmeren (2007) - Hedgefondsen en private equity in Nederland - Ministerie van Financiën
- Abe Jong, Peter Roosenboom, Marno Verbeek & Patrick Verwijmeren (2007) - Hedgefondsen en private equity in Nederland - Ministerie van Financiën
- Teodor Dyakov, Hao Jiang & Marno Verbeek (2019) - Trading is Hazardous to Your Wealth: Evidence from Mutual Funds around the World - doi: 10.2139/ssrn.2687169 - Rotterdam
- Joop Huij, SD (Simon) Lansdorp & Marno Verbeek (2012) - Managerial Turnover and the Behavior of Mutual Fund Investors - http://ssrn.com/abstract=2166826
- LF Hoogerheide, RH Kleijn, F Ravazzolo, Herman Dijk & Marno Verbeek (2010) - Forecast Accuracy and Economic Gains from Bayesian Model Averaging Using Time-Varying Weights - Econometric Institute, Erasmus University
- Teodor Dyakov, Hao Jiang & Marno Verbeek (2019) - Trading is Hazardous to Your Wealth: Evidence from Mutual Funds around the World - doi: 10.2139/ssrn.2687169 - Rotterdam
- Joop Huij, SD (Simon) Lansdorp & Marno Verbeek (2012) - Managerial Turnover and the Behavior of Mutual Fund Investors - http://ssrn.com/abstract=2166826
- LF Hoogerheide, RH Kleijn, F Ravazzolo, Herman Dijk & Marno Verbeek (2010) - Forecast Accuracy and Economic Gains from Bayesian Model Averaging Using Time-Varying Weights - Econometric Institute, Erasmus University
- Marno Verbeek (2011) - De Economist (Journal)
- Marno Verbeek (2011) - De Economist (Journal)
- Marno Verbeek (2011) - De Economist (Journal)
- Marinus Jacobus Catharina Maria Verbeek, Hao Jiang & Yu Wang (2013) - Information Content when Mutual Funds Deviate from Benchmarks
- Marinus Jacobus Catharina Maria Verbeek, Hao Jiang & Yu Wang (2013) - Information Content when Mutual Funds Deviate from Benchmarks
Alternative Investments
- Year
- 2021
- Year Level
- bachelor 3, bachelor, bachelor 3
- Course Code
- B3MIN1009
Research Skills
- Level
- master
- Year
- 2021
- Year Level
- master
- Course Code
- BMRMFI
Introduction Week
- Level
- master
- Year
- 2021
- Year Level
- master
- Course Code
- BMIWFI
FI Honours Class
- Level
- master
- Year
- 2021
- Year Level
- master
- Course Code
- BMHON1FI
Alternative Investments
- Year
- 2021
- Year Level
- bachelor 3, bachelor, bachelor 3
- Course Code
- B3MIN1009
Research Skills
- Level
- master
- Year
- 2021
- Year Level
- master
- Course Code
- BMRMFI
Introduction Week
- Level
- master
- Year
- 2021
- Year Level
- master
- Course Code
- BMIWFI
FI Honours Class
- Level
- master
- Year
- 2021
- Year Level
- master
- Course Code
- BMHON1FI