Marno Verbeek

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Identifer

Contact

Affiliations

• Erasmus Universiteit Rotterdam / Rotterdam School of Management (RSM Erasmus University) / Department of Finance
  • EDIRC entry
  • location:

Research profile

author of:

• Real Estate Allocation in an ALM Framework (RePEc:arz:wpaper:eres2007_134)
  by Melissa Porras Prado & Dirk Brounen & Dirk Brounen & Verbeek & Marno Verbeek
• Estimating and Interpreting Models with Endogenous Treatment Effects (RePEc:bes:jnlbes:v:17:y:1999:i:4:p:473-78)
  by Vella, Francis & Verbeek, Marno
• On the Use of Multifactor Models to Evaluate Mutual Fund Performance (RePEc:bla:finmgt:v:38:y:2009:i:1:p:75-102)
  by Joop Huij & Marno Verbeek
• The Impact of Financing Surpluses and Large Financing Deficits on Tests of the Pecking Order Theory (RePEc:bla:finmgt:v:39:y:2010:i:2:p:733-756)
  by Abe De Jong & Marno Verbeek & Patrick Verwijmeren
• Can Mutual Fund Investors Distinguish Good from Bad Managers? (RePEc:bla:irvfin:v:19:y:2019:i:3:p:505-540)
  by Teodor Dyakov & Marno Verbeek
• Does Financial Flexibility Reduce Investment Distortions? (RePEc:bla:jfnres:v:35:y:2012:i:2:p:243-259)
  by Abe de Jong & Marno Verbeek & Patrick Verwijmeren
• Real Estate in an ALM Framework: The Case of Fair Value Accounting (RePEc:bla:reesec:v:38:y:2010:i:4:p:775-804)
  by Dirk Brounen & Melissa Porras Prado & Marno Verbeek
• Forecast accuracy and economic gains from Bayesian model averaging using time varying weight (RePEc:bno:worpap:2009_10)
  by Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek
• Evaluating portfolio value-at-risk using semi-parametric GARCH models (RePEc:cor:louvrp:2299)
  by ROMBOUTS, Jeroen VK & VERBEEK, Marno
• Selecting Copulas for Risk Management (RePEc:cpr:ceprdp:5652)
  by Koedijk, Kees & Verbeek, Marno & Kole, Erik
• The Economic Value of Predicting Stock Index Returns and Volatility (RePEc:cup:jfinqa:v:39:y:2004:i:02:p:407-429_00)
  by Marquering, Wessel & Verbeek, Marno
• Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance (RePEc:cup:jfinqa:v:40:y:2005:i:03:p:493-517_00)
  by Baquero, Guillermo & ter Horst, Jenke & Verbeek, Marno
• On the estimation of a fixed effects model with selectivity bias (RePEc:eee:ecolet:v:34:y:1990:i:3:p:267-270)
  by Verbeek, Marno
• Missing measurements in econometric models with no auxiliary relations (RePEc:eee:ecolet:v:43:y:1993:i:2:p:125-128)
  by Verbeek, Marno
• Estimating dynamic models from repeated cross-sections (RePEc:eee:econom:v:127:y:2005:i:1:p:83-102)
  by Verbeek, Marno & Vella, Francis
• Estimation of time-dependent parameters in linear models using cross-sections, panels, or both (RePEc:eee:econom:v:46:y:1990:i:3:p:333-346)
  by Nijman, Theo & Verbeek, Marno
• The efficiency of rotating-panel designs in an analysis-of-variance model (RePEc:eee:econom:v:49:y:1991:i:3:p:373-399)
  by Nijman, Theo & Verbeek, Marno & van Soest, Arthur
• The optimal choice of controls and pre-experimental observations (RePEc:eee:econom:v:51:y:1992:i:1-2:p:183-189)
  by Nijman, Theo & Verbeek, Marno
• Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections (RePEc:eee:econom:v:59:y:1993:i:1-2:p:125-136)
  by Verbeek, Marno & Nijman, Theo
• Two-step estimation of panel data models with censored endogenous variables and selection bias (RePEc:eee:econom:v:90:y:1999:i:2:p:239-263)
  by Vella, Francis & Verbeek, Marno
• Do countries or industries explain momentum in Europe? (RePEc:eee:empfin:v:11:y:2004:i:4:p:461-481)
  by Nijman, Theo & Swinkels, Laurens & Verbeek, Marno
• An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence (RePEc:eee:empfin:v:6:y:1999:i:3:p:243-265)
  by Marquering, Wessel & Verbeek, Marno
• Eliminating look-ahead bias in evaluating persistence in mutual fund performance (RePEc:eee:empfin:v:8:y:2001:i:4:p:345-373)
  by ter Horst, Jenke R. & Nijman, Theo E. & Verbeek, Marno
• A multivariate nonparametric test for return and volatility timing (RePEc:eee:finlet:v:1:y:2004:i:4:p:250-260)
  by Marquering, Wessel & Verbeek, Marno
• Short-term residual reversal (RePEc:eee:finmar:v:16:y:2013:i:3:p:477-504)
  by Blitz, David & Huij, Joop & Lansdorp, Simon & Verbeek, Marno
• Portfolio implications of systemic crises (RePEc:eee:jbfina:v:30:y:2006:i:8:p:2347-2369)
  by Kole, Erik & Koedijk, Kees & Verbeek, Marno
• Cross-sectional learning and short-run persistence in mutual fund performance (RePEc:eee:jbfina:v:31:y:2007:i:3:p:973-997)
  by Huij, Joop & Verbeek, Marno
• Selecting copulas for risk management (RePEc:eee:jbfina:v:31:y:2007:i:8:p:2405-2423)
  by Kole, Erik & Koedijk, Kees & Verbeek, Marno
• Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree (RePEc:eee:jbfina:v:35:y:2011:i:5:p:1303-1314)
  by de Jong, Abe & Verbeek, Marno & Verwijmeren, Patrick
• Front-running of mutual fund fire-sales (RePEc:eee:jbfina:v:37:y:2013:i:12:p:4931-4942)
  by Dyakov, Teodor & Verbeek, Marno
• Better than the original? The relative success of copycat funds (RePEc:eee:jbfina:v:37:y:2013:i:9:p:3454-3471)
  by Verbeek, Marno & Wang, Yu
• Estimating the returns to education for Australian youth via rank-order instrumental variables (RePEc:eee:labeco:v:6:y:1999:i:4:p:491-507)
  by Rummery, Sarah & Vella, Francis & Verbeek, Marno
• Predictive gains from forecast combinations using time-varying model weights (RePEc:ems:eureir:10451)
  by Ravazzolo, F. & van Dijk, H.K. & Verbeek, M.J.C.M.
• Estimating dynamic models from repeated cross-sections (RePEc:ems:eureir:582)
  by Verbeek, M.J.C.M. & Vella, F.
• The effects of systemic crises when investors can be crisis ignorant (RePEc:ems:eureri:1270)
  by Kole, H.J.W.G. & Koedijk, C.G. & Verbeek, M.J.C.M.
• The Economic Value of Predicting Stock Index Returns and Volatility (RePEc:ems:eureri:133)
  by Marquering, W.A. & Verbeek, M.J.C.M.
• Do Banks Influence the Capital Structure Choices of Firms? (RePEc:ems:eureri:1333)
  by Daniševská, P. & de Jong, A. & Verbeek, M.J.C.M.
• Fund liquidation, self-selection and look-ahead bias in the hedge fund industry (RePEc:ems:eureri:1822)
  by ter Horst, J.R. & Verbeek, M.J.C.M.
• Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models (RePEc:ems:eureri:1833)
  by Rombouts, J.V.K. & Verbeek, M.J.C.M.
• Do Countries or Industries Explain Momentum in Europe? (RePEc:ems:eureri:246)
  by Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M.
• Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance (RePEc:ems:eureri:255)
  by Baquero, G. & ter Horst, J.R. & Verbeek, M.J.C.M.
• A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money (RePEc:ems:eureri:7096)
  by Baquero, G. & Verbeek, M.J.C.M.
• Do Sophisticated Investors Believe in the Law of Small Numbers? (RePEc:ems:eureri:7875)
  by Baquero, G. & Verbeek, M.J.C.M.
• Stress Testing with Student's t Dependence (RePEc:ems:eureri:923)
  by Kole, H.J.W.G. & Koedijk, C.G. & Verbeek, M.J.C.M.
• Market timing: A decomposition of mutual fund returns (RePEc:ems:eureri:978)
  by Swinkels, L.A.P. & van der Sluis, P.J. & Verbeek, M.J.C.M.
• Onweerlegbaar Bewijs? Over het Belang en de Waarde van empirisch Onderzoek voor Financierings- en Beleggingsvraagstukken (RePEc:ems:euriar:343)
  by Verbeek, M.J.C.M.
• Hedge fund flows and performance streaks: How investors weigh information (RePEc:esm:wpaper:esmt-15-01)
  by Guillermo Baquero & Marno Verbeek
• The Economic Value of Predicting Stock Index Returns and Volatility (RePEc:ete:ceswps:501075)
  by Wessel Marquering & Marno Verbeek
• An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence (RePEc:ete:ceswps:501285)
  by Wessel Marquering & Marno Verbeek
• The Economic Value of Predicting Stock Index Returns and Volatility (RePEc:ete:ceswps:ces0020)
  by Wessel Marquering & Marno Verbeek
• Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample (RePEc:ete:ceswps:ces9820)
  by Jenke R. ter Horst & Theo E. Nijman & Marno Verbeek
• An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence (RePEc:ete:ceswps:ces9824)
  by Wessel Marquering & Marno Verbeek
• The Nonresponse Bias In The Analysis Of The Determinants Of Total Expenditures Of Households Based On Panel Data (RePEc:fth:tilbur:8936)
  by Nijman, T. & Verbeek, M.
• Testing For Selectivity Bias In Panel Data Models (RePEc:fth:tilbur:9018)
  by Verbeek, M. & Nijman, T.
• Can Cohort Data Be Treated As Genuine Panel Data (RePEc:fth:tilbur:9064)
  by Verbeek, M. & Nijman, T.
• Minimum MSE Estimatin of a Regression Model with Fixed Effects from a Series of Cross Sections (RePEc:fth:tilbur:9201)
  by Verbeek, M. & Nijman, T.
• Incomplete Panels and Selection Bias: A Survey (RePEc:fth:tilbur:9207)
  by Verbeek, M. & Nijman, T.
• Estimating the Impact of Endogenous Unions Choice on Wages Using Panel Data (RePEc:fth:tilbur:9232)
  by Vella, F. & Verbeek, M.
• Estmating and Interpreting Models with Endogenous Treatment Effects: The Relationship between Competing Estimators of the Union Impact on Wages (RePEc:fth:tilbur:9351)
  by Vella, F. & Verbeek, M.
• Estimating and testing Simultaneous Equation Panel Data Models with Censored Endogenous Variables (RePEc:fth:tilbur:9359)
  by Vella, F. & Verbeek, M.
• Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models (RePEc:iea:carech:0414)
  by Jeroen V.K. Rombouts & Marno Verbeek
• Testing for Selectivity Bias in Panel Data Models (RePEc:ier:iecrev:v:33:y:1992:i:3:p:681-703)
  by Verbeek, Marno & Nijman, Theo
• Information Content When Mutual Funds Deviate from Benchmarks (RePEc:inm:ormnsc:v:60:y:2014:i:8:p:2038-2053)
  by Hao Jiang & Marno Verbeek & Yu Wang
• Hedge Fund Flows and Performance Streaks: How Investors Weigh Information (RePEc:inm:ormnsc:v:68:y:2022:i:6:p:4151-4172)
  by Guillermo Baquero & Marno Verbeek
• Using linear regression to establish empirical relationships (RePEc:iza:izawol:journl:y:2017:n:336)
  by Marno Verbeek
• Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men (RePEc:jae:japmet:v:13:y:1998:i:2:p:163-183)
  by Francis Vella & Marno Verbeek
• Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function (RePEc:jae:japmet:v:7:y:1992:i:3:p:243-57)
  by Nijman, Theo & Verbeek, Marno
• Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights (RePEc:jof:jforec:v:29:y:2010:i:1-2:p:251-269)
  by Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek
• Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry (RePEc:oup:revfin:v:11:y:2007:i:4:p:605-632)
  by Jenke Ter Horst & Marno Verbeek
• Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds (RePEc:oup:revfin:v:24:y:2020:i:3:p:677-731.)
  by Teodor Dyakov & Hao Jiang & Marno Verbeek
• A Guide to Modern Econometrics (RePEc:ris:apltrx:0132)
  by Verbeek, Marno
• Panel Data Models (RePEc:ris:apltrx:0191)
  by Verbeek, Marno
• Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models (RePEc:sce:scecf5:40)
  by Marno Verbeek & Jeroen VK Rombouts
• Can Cohort Data Be Treated as Genuine Panel Data? (RePEc:spr:empeco:v:17:y:1992:i:1:p:9-23)
  by Verbeek, Marno & Nijman, Theo
• Evaluating portfolio Value-at-Risk using semi-parametric GARCH models (RePEc:taf:quantf:v:9:y:2009:i:6:p:737-745)
  by Jeroen Rombouts & Marno Verbeek
• Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights (RePEc:tin:wpaper:20090061)
  by Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek
• Can cohort data be treated as genuine panel data? (RePEc:tiu:tiucen:17fd5894-9eef-426e-b402-0ad3ffd1e596)
  by Verbeek, M.J.C.M. & Nijman, T.E.
• The nonresponse bias in the analysis of the determinants of total annual expenditures of households based on panel data (RePEc:tiu:tiucen:35eb73c0-6d54-4d2c-a6ee-b574fec5106a)
  by Nijman, T.E. & Verbeek, M.J.C.M.
• Estimating Dynamic Models from Repeated Cross-Sections (RePEc:tiu:tiucen:374862a5-9082-468d-b10a-1bc8f1c3e8d4)
  by Verbeek, M.J.C.M. & Vella, F.
• Estimating short-run persistence in mutual fund performance (RePEc:tiu:tiucen:48e11691-6431-4892-9c62-f17a62249ce2)
  by Ter Horst, J.R. & Verbeek, M.J.C.M.
• Market Timing : A Decomposition of Mutual Fund Returns (RePEc:tiu:tiucen:5b546da3-eaab-4bcf-be9c-502b2e895003)
  by Swinkels, L.A.P. & van der Sluis, P.J. & Verbeek, M.J.C.M.
• Incomplete panels and selection bias : A survey (RePEc:tiu:tiucen:65401dae-613b-4e10-a8ae-c7e148f4ed8c)
  by Verbeek, M.J.C.M. & Nijman, T.E.
• Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance (RePEc:tiu:tiucen:72ffd5bf-9650-4afe-9804-7ea48cfe5f70)
  by Baquero, G. & Ter Horst, J.R. & Verbeek, M.J.C.M.
• Estimating and testing simultaneous equation panel data models with censored endogenous variables (RePEc:tiu:tiucen:7b286e58-71b7-486a-a161-435c1755885f)
  by Vella, F. & Verbeek, M.J.C.M.
• Do Countries or Industries Explain Momentum in Europe? (RePEc:tiu:tiucen:8cea7ebd-d3f6-493c-bf65-3937eac96b50)
  by Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M.
• Minimum MSE estimation of a regression model with fixed effects from a series of cross sections (Revised version) (RePEc:tiu:tiucen:9dfffb9d-131e-4fc5-8841-b3c3d5b5ce2d)
  by Verbeek, M.J.C.M. & Nijman, T.E.
• Estimating and interpreting models with endogenous treatment effects : The relationship between competing estimators of the union impact on wages (RePEc:tiu:tiucen:a987198a-8637-4e15-9bb2-bc37fe8472b8)
  by Vella, F. & Verbeek, M.J.C.M.
• Testing for selectivity bias in panel data models (RePEc:tiu:tiucen:c11a8855-79ea-45ab-bc23-8e23aa90dd0c)
  by Verbeek, M.J.C.M. & Nijman, T.E.
• Two-step estimation of simultaneous equation panel data models with censored endogenous variables (RePEc:tiu:tiucen:c5b9c1ff-3ec9-499a-af2c-0da7fda58c9b)
  by Vella, F. & Verbeek, M.J.C.M.
• Estimating the impact of endogenous union choice on wages using panel data (Revised version) (RePEc:tiu:tiucen:de9739c3-cc6f-46b0-b52f-c3fc05c3f3a6)
  by Vella, F. & Verbeek, M.J.C.M.
• Eliminating biases in evaluating mutual fund performance from a survivorship free sample (RePEc:tiu:tiucen:ef73810c-da4e-422f-b277-0b69a15b588d)
  by Ter Horst, J.R. & Nijman, T.E. & Verbeek, M.J.C.M.
• The Economic Value of Predicting Stock Index Returns and Volatility (RePEc:tiu:tiucen:fdb8ed1b-4769-45a7-8202-764839c3caa8)
  by Marquering, W. & Verbeek, M.J.C.M.
• The optimal design of rotating panels in a simple analysis of variance model (RePEc:tiu:tiurem:22d83494-c740-473d-bd0d-3f53840b8110)
  by Nijman, T.E. & Verbeek, M.J.C.M. & van Soest, A.H.O.
• On the estimation of a fixed effects model with selective non-response (RePEc:tiu:tiurem:acfbbfdd-7afb-430f-abad-ec5d7e216d90)
  by Verbeek, M.J.C.M.
• Estimation of time dependent parameters in linear models using cross sections, panels or both (RePEc:tiu:tiurem:b818a835-a931-4169-9c50-99d7ea9e80e8)
  by Nijman, T.E. & Verbeek, M.J.C.M.
• Can cohort data be treated as genuine panal data? (RePEc:tiu:tiutis:03b18da0-e22f-4b8a-b605-cdfedc364cd1)
  by Nijman, T.E. & Verbeek, M.J.C.M.
• Eliminating look-ahead bias in evaluating persistence in mutual fund performance (RePEc:tiu:tiutis:144f0bd4-7142-4af6-aeda-03528e931758)
  by Ter Horst, J.R. & Nijman, T.E. & Verbeek, M.J.C.M.
• Minimum MSE estimation of a regression model with fixed effects from a series of cross sections (RePEc:tiu:tiutis:34c1104a-a64b-4030-be99-b1d1490873c1)
  by Nijman, T.E. & Verbeek, M.J.C.M.
• Non-response in panel data : The impact on estimates of a life cycle consumption function (RePEc:tiu:tiutis:3c661e33-2cd1-47f1-a7d9-3d95450c9a76)
  by Nijman, T.E. & Verbeek, M.J.C.M.
• Two-step estimation of panel data models with censored endogenous variables and selection bias (RePEc:tiu:tiutis:5aad87bc-25d1-49bc-882b-ce789ac094ee)
  by Vella, F. & Verbeek, M.J.C.M.
• Do countries or industries explain momentum in Europe? (RePEc:tiu:tiutis:73c21ccd-7c67-4e11-8eac-5cb7048c719c)
  by Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M.
• Testing for selectivity in panel data models (RePEc:tiu:tiutis:7ec34a6c-1d84-4052-971c-d1cccf0607ab)
  by Nijman, T.E. & Verbeek, M.J.C.M.
• The efficiency of rotating panel designs in an analysis of variance model (RePEc:tiu:tiutis:9cbb61cc-762f-4ab2-84f6-569d47effce4)
  by Nijman, T.E. & Verbeek, M.J.C.M. & van Soest, A.H.O.
• The optimal choice of controls and pre-experimental observations (RePEc:tiu:tiutis:f3a608bc-196e-499a-8f80-8cdc620b2546)
  by Nijman, T.E. & Verbeek, M.J.C.M.
• Estimating Short-Run Persistence In Mutual Fund Performance (RePEc:tpr:restat:v:82:y:2000:i:4:p:646-655)
  by Jenke Ter Horst & Marno Verbeek