Loading...

← Back to Leaderboard

Theo Nijman

Global rank #5537 93%

Institution: Universiteit van Tilburg

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://center.uvt.nl/staff/nijman/

First Publication: 1982

Most Recent: 2011

RePEc ID: pni115 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 7.71 3.35 0.00 18.77

Publication Statistics

Raw Publications 14
Coauthorship-Adjusted Count 11.11

Publications (14)

Year Article Journal Tier Authors
2011 Optimal Annuity Risk Management Review of Finance B 3
2010 When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia? The Review of Financial Studies A 3
2005 Testing affine term structure models in case of transaction costs Journal of Econometrics A 3
2003 Common factors in international bond returns Journal of International Money and Finance B 3
2003 Currency hedging for international stock portfolios: The usefulness of mean-variance analysis Journal of Banking & Finance B 3
2000 Hedging Pressure Effects in Futures Markets Journal of Finance A 3
1998 Pricing Term Structure Risk in Futures Markets Journal of Financial and Quantitative Analysis B 3
1996 Marginalization and contemporaneous aggregation in multivariate GARCH processes Journal of Econometrics A 2
1995 A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International European Economic Review B 3
1993 Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections Journal of Econometrics A 2
1992 The optimal choice of controls and pre-experimental observations Journal of Econometrics A 2
1991 The efficiency of rotating-panel designs in an analysis-of-variance model Journal of Econometrics A 3
1990 Estimation of time-dependent parameters in linear models using cross-sections, panels, or both Journal of Econometrics A 2
1982 Linear regression using both temporally aggregated and temporally disaggregated data Journal of Econometrics A 2