Bertrand Melenberg
Names
first: 
Bertrand 
last: 
Melenberg 
Contact
Affiliations

Universiteit van Tilburg
→ School of Economics and Management
→ https://www.tilburguniversity.edu/research/economicsandmanagement/graduateschool
 website
 location: Tilburg, Netherlands
Research profile
author of:

The Problem of Not Observing Small Expenditures in a Consumer Expenditure Survey.
by Alessie, Rob & Gradus, Raymond H. J. M. & Melenberg, Bertrand

Nonnegativity Constraints and Intratemporal Uncertainty in a Multigood LifeCycle Model.
by Adang, Pim & Melenberg, Bertrand

Parametric and Semiparametric Modelling of Vacation Expenditures.
by Melenberg, Bertrand & van Soest, Arthur

Multiperiod CAPM with Heterogeneous Agents
by Hendri Adriaens & Bertrand Melenberg

Testing the predictive value of subjective labour supply data
by Rob Euwals & Bertrand Melenberg & Arthur van Soest

Parametric and Semiparametric Modelling of Vocation Expenditures.
by Melenberg, B. & Van Soest, A.

A Convenient Way to Characterize Equivalent Martingale Measures in Incomplete Markets
by Bertrand Melenberg & Bas Werker

Testing affine term structure models in case of transaction costs
by Driessen, Joost & Melenberg, Bertrand & Nijman, Theo

Life cycle consumption models with uncertainty within periods
by Melenberg, Bertrand

MAXIMUM SCORE ESTIMATION IN THE ORDRED RESPONSE MODEL.
by KOOREMAN, P. & MELENBERG, B.

Semiparametric models for satisfaction with income
by Charles Bellemare & Bertrand Melenberg & Arthur van Soest van Soest

Introduction: application of semiparametric methods for microdata
by Joel Horowitz & MyoungJae Lee & Bertrand Melenberg & Arthur van Soest

SemiParametric Estimation on the Sample Selection Model.
by Melenberg, B. & Van Soest, A.

Estimating Risk Attitudes Using Lotteries: A Large Sample Approach.
by Donkers, Bas & Melenberg, Bertrand & Van Soest, Arthur

Estimation of a censored regression panel data model using conditional moment restrictions efficiently
by Charlier, Erwin & Melenberg, Bertrand & van Soest, Arthur

Ambiguity, No Arbitrage, Coherence and Artificial Financial Markets
by Hendri Adriaens & Bertrand Melenberg & Bas Donkers

The effects of liquidity constraints on consumption Estimation from household panel data
by Alessie, Rob & Kapteyn, Arie & Melenberg, Bertrand

Backtesting for riskbased regulatory capital
by Kerkhof, Jeroen & Melenberg, Bertrand

Common factors in international bond returns
by Driessen, Joost & Melenberg, Bertrand & Nijman, Theo

An analysis of housing expenditure using semiparametric crosssection models
by Bertrand Melenberg & Arthur van Soest & Erwin Charlier

Bounding quantiles in sample selection models
by Lee, Myoungjae & Melenberg, Bertrand

An analysis of housing expenditure using semiparametric models and panel data
by Charlier, Erwin & Melenberg, Bertrand & van Soest, Arthur

Consumption, leisure and earningsrelated liquidity constraints : A note
by Alessie, Rob & Melenberg, Bertrand & Weber, Guglielmo

Contracting out refuse collection
by E. Dijkgraaf & R. H. J. M. Gradus & B. Melenberg

Testing Affine Term Structure Models in Case of Transaction Costs
by Joost Driessen & Bertrand Melenberg & Theo Nijman

The Performance of MultiFactor Term Structure Models for Pricing and Hedging Caps and Swaptions
by Driessen, Joost & Klaassen, Pieter & Melenberg, Bertrand

Longevity risk in portfolios of pension annuities
by Hári, Norbert & De Waegenaere, Anja & Melenberg, Bertrand & Nijman, Theo E.

Estimating the term structure of mortality
by Hári, Norbert & De Waegenaere, Anja & Melenberg, Bertrand & Nijman, Theo E.

Testing for MeanCoherent Regular Risk Spanning
by Melenberg, B. & Polbennikov, S. Y.

The Econometric Analysis of Microscopic Simulation Models
by Li, Y. & Donkers, A. C. D. & Melenberg, B.

Grazing the Commons : Global Carbon Emissions Forever?
by Melenberg, B. & Vollebergh, H. R. J. & Dijkgraaf, E.

Semiparametric estimation of the sample selection model
by Melenberg, B. & van Soest, A. H. O.

Backtesting for RiskBased Regulatory Capital
by Kerkhof, F. L. J. & Melenberg, B.

Semiparametric estimation of equivalence scales using subjective information
by Melenberg, B. & van Soest, A. H. O.

Maximum score estimation in the ordered response model
by Kooreman, P. & Melenberg, B.

An Analysis of Housing Expenditure Using Semiparametric CrossSection Models
by Charlier, E. & Melenberg, B. & van Soest, A. H. O.

On the Pricing of Options in Incomplete Markets
by Melenberg, B. & Werker, B. J. M.

An Analysis of Housing Expenditure Using Semiparametric Models and Panel Data
by Charlier, E. & Melenberg, B. & van Soest, A. H. O.

Robust Solutions of Optimization Problems Affected by Uncertain Probabilities
by BenTal, A. & den Hertog, D. & De Waegenaere, A. M. B. & Melenberg, B. & Rennen, G.

Testing Affine Term Structure Models in Case of Transaction Costs
by Driessen, J. J. A. G. & Melenberg, B. & Nijman, T. E.

Model Risk and Regulatory Capital
by Kerkhof, F. L. J. & Melenberg, B. & Schumacher, J. M.

Testing the Predicitive Value of Subjective Labour Supply Data
by Euwals, R. W. & Melenberg, B. & van Soest, A. H. O.

Bounds on Quantiles in the Presence of Full and Partial Item Nonresponse
by VazquezAlvarez, R. & Melenberg, B. & van Soest, A. H. O.

Estimation of a censored regression panel data model using conditional moment restrictions efficiently
by Charlier, G. W. P. & Melenberg, B. & van Soest, A. H. O.

Parametric and semiparametric modelling of vacation expenditures
by Melenberg, B. & van Soest, A. H. O.

Estimating Risk Attitudes Using Lotteries; A Large Sample Approach
by Donkers, A. C. D. & Melenberg, B. & van Soest, A. H. O.

Testing Expected Shortfall Models for Derivative Positions
by Kerkhof, F. L. J. & Melenberg, B. & Schumacher, J. M.

Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products : The Effect of Investment Risk
by Stevens, R. S. P. & De Waegenaere, A. M. B. & Melenberg, B.

Semiparametric Models for Satisfaction with Income
by Bellemare, C. & Melenberg, B. & van Soest, A. H. O.

Global Warming and Local Dimming : The Statistical Evidence
by Magnus, J. R. & Melenberg, B. & Muris, C. H. M.

The Non and Semiparametric Analysis of MS Models : Some Applications
by Li, Y. & Donkers, A. C. D. & Melenberg, B.

Tractable Counterparts of Distributionally Robust Constraints on Risk Measures
by Postek, K. S. & den Hertog, D. & Melenberg, B.

Nonparametric Bounds in the Presence of Item Nonresponse, Unfolding Brackets and Anchoring
by VazquezAlvarez, R. & Melenberg, B. & van Soest, A. H. O.

Nonparametric Modeling of the Anchoring Effect in an Unfolding Bracket Design
by VazquezAlvarez, R. & Melenberg, B. & van Soest, A. H. O.

Nonparametric Bounds on the Income Distribution in the Presence of Item Nonresponse
by VazquezAlvarez, R. & Melenberg, B. & van Soest, A. H. O.

MeanCoherent Risk and MeanVariance Approaches in Portfolio Selection : An Empirical Comparison
by Polbennikov, S. Y. & Melenberg, B.

Common Factors in International Bond Returns
by Driessen, J. J. A. G. & Melenberg, B. & Nijman, T. E.

Environmental Kuznets Curves for CO2 : Heterogeneity Versus Homogeneity
by Vollebergh, H. R. J. & Dijkgraaf, E. & Melenberg, B.

The Performance of MultiFactor Term Structure Models for Pricing and Hedging Caps and Swaptions
by Driessen, J. J. A. G. & Klaassen, P. & Melenberg, B.

The problem of not observing small expenditures in a consumer expenditure survey
by Alessie, R. J. M. & Gradus, R. H. J. M. & Melenberg, B.

Intratemporal uncertainty in the multigood life cycle consumption model : Motivation and application
by Adang, P. J. M. & Melenberg, B.

Consumption, leisure and earningsrelated liquidity constraints : A note
by Alessie, R. J. M. & Melenberg, B. & Weber, G.

A method to construct moments in the multigood life cycle consumption model
by Melenberg, B. & Alessie, R. J. M.

Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information
by Postek, Krzysztof & BenTal, A. & den Hertog, Dick & Melenberg, Bertrand

Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (revision of CentER DP 2014031)
by Postek, K. S. & den Hertog, D. & Melenberg, B.