Discussion paper DP6161 Robust Portfolio Optimisation with Multiple Experts Peter C Schotman Frank Lutgens 2 Mar 2007 Financial Economics C11 D80
Discussion paper DP5352 Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets Peter C Schotman Ania Zalewska 14 Nov 2005 Financial Economics G14 G15
Discussion paper DP4456 Price Discovery in Tick Time Peter C Schotman Bart Frijns 23 Jun 2004 Financial Economics C32 G15
Discussion paper DP3987 Price Discovery in Fragmented Markets Frank de Jong Peter C Schotman 23 Jul 2003 Financial Economics C32 F31
Discussion paper DP3062 The Cost of Capital in International Financial Markets: Local or Global Kees Koedijk Peter C Schotman Mathijs Van Dijk 11 Nov 2001 Financial Economics International Macroeconomics F31 G15 G30
Discussion paper DP2296 Price Discovery on Foreign Exchange Markets Frank de Jong Peter C Schotman Ronald Mahieu 30 Nov 1999 Financial Economics C32 F31
Discussion paper DP2034 Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models Peter C Schotman Dennis Bams 18 Dec 1998 Financial Economics C33 G13
Discussion paper DP1893 Measuring Risk Attitudes in a Natural Experiment: Data from the Television Game Show LINGO Roel Beetsma Peter C Schotman 30 Jun 1998 Financial Economics C90 D81