Access Statistics for Bertrand Melenberg

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A method to construct moments in the multi-good life cycle consumption model 0 0 0 1 1 3 6 16
Ambiguity, No Arbitrage, Coherence and Artificial Financial Markets 0 0 0 0 2 6 7 184
An Analysis of Housing Expenditure Using Semiparametric Cross-Section Models 0 0 0 4 0 1 2 28
An Analysis of Housing Expenditure Using Semiparametric Models and Panel Data 0 0 0 8 0 5 8 47
Backtesting for Risk-Based Regulatory Capital 0 0 0 51 0 3 5 103
Bounds on Quantiles in the Presence of Full and Partial Item Nonresponse 0 0 0 3 0 6 7 40
Common Factors in International Bond Returns 0 0 0 24 0 6 7 164
Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (revision of CentER DP 2014-031) 0 0 0 14 0 3 5 66
Consumption, leisure and earnings-related liquidity constraints: A note 0 0 0 2 0 4 6 48
Environmental Kuznets Curves for CO2: Heterogeneity Versus Homogeneity 0 0 0 18 1 5 12 72
Estimating Risk Attitudes Using Lotteries; A Large Sample Approach 0 0 0 28 1 4 8 124
Estimation of a censored regression panel data model using conditional moment restrictions efficiently 0 0 0 8 0 5 6 43
Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information 0 0 0 20 0 3 5 50
Global Warming and Local Dimming: The Statistical Evidence 0 0 0 5 1 6 8 71
Grazing the Commons: Global Carbon Emissions Forever? 0 0 0 3 1 3 5 37
Intratemporal uncertainty in the multi-good life cycle consumption model: Motivation and application 0 0 0 0 0 0 2 7
Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products: The Effect of Investment Risk 0 0 0 23 0 1 2 79
MAXIMUM SCORE ESTIMATION IN THE ORDRED RESPONSE MODEL 0 0 0 0 0 4 5 287
Maximum score estimation in the ordered response model 0 0 0 6 0 4 4 26
Mean-Coherent Risk and Mean-Variance Approaches in Portfolio Selection: An Empirical Comparison 0 0 0 2 0 4 6 35
Model Risk and Regulatory Capital 0 0 0 7 1 2 2 32
Multi-period CAPM with Heterogeneous Agents 0 0 0 147 0 6 6 393
Nonparametric Bounds in the Presence of Item Nonresponse, Unfolding Brackets and Anchoring 0 0 1 6 0 6 8 49
Nonparametric Bounds on the Income Distribution in the Presence of Item Nonresponse 0 0 0 1 0 2 5 42
Nonparametric Modeling of the Anchoring Effect in an Unfolding Bracket Design 0 0 0 6 0 0 1 34
On the Pricing of Options in Incomplete Markets 0 0 0 6 0 4 4 28
Parametric and Semi-parametric Modelling of Vocation Expenditures 0 0 0 0 1 3 6 238
Parametric and semi-parametric modelling of vacation expenditures 0 0 0 5 0 3 4 23
Robust Solutions of Optimization Problems Affected by Uncertain Probabilities 1 1 3 110 3 5 12 245
Semi-Parametric Estimation on the Sample Selection Model 0 0 0 0 0 3 4 242
Semi-parametric Models for Satisfaction with Income 0 0 0 3 1 7 9 55
Semi-parametric estimation of the sample selection model 0 0 0 13 3 5 7 53
Semi-parametric models for satisfaction with income 0 0 0 174 0 5 8 619
Semiparametric estimation of equivalence scales using subjective information 0 0 0 2 0 3 4 25
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 0 3 7 26
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 0 4 5 339
Testing Expected Shortfall Models for Derivative Positions 0 0 0 6 0 2 4 36
Testing for Mean-Coherent Regular Risk Spanning 0 0 0 1 0 4 4 24
Testing the Predicitive Value of Subjective Labour Supply Data 0 0 0 3 0 3 5 34
The Econometric Analysis of Microscopic Simulation Models 0 0 0 8 0 7 8 73
The Non- and Semiparametric Analysis of MS Models: Some Applications 0 0 0 2 3 7 11 74
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 6 0 2 8 44
The problem of not observing small expenditures in a consumer expenditure survey 0 0 0 1 2 3 5 39
Tractable Counterparts of Distributionally Robust Constraints on Risk Measures 0 0 0 36 2 7 8 92
Total Working Papers 1 1 4 849 23 172 261 4,386

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Convenient Way to Characterize Equivalent Martingale Measures in Incomplete Markets 0 0 0 16 0 3 3 56
An analysis of housing expenditure using semiparametric cross-section models 0 0 0 135 0 7 10 633
An analysis of housing expenditure using semiparametric models and panel data 0 0 0 133 0 8 13 334
Backtesting for risk-based regulatory capital 0 0 0 295 1 1 6 666
Bounding quantiles in sample selection models 0 0 0 15 1 2 2 54
Common factors in international bond returns 0 0 2 73 0 10 21 225
Consumption, leisure and earnings-related liquidity constraints: A note 0 0 0 25 1 4 10 110
Contracting out refuse collection 0 0 0 63 0 49 54 272
Estimating Risk Attitudes Using Lotteries: A Large Sample Approach 0 0 0 239 0 4 9 663
Estimating the term structure of mortality 0 0 0 27 0 2 3 110
Estimation of a censored regression panel data model using conditional moment restrictions efficiently 0 0 1 65 3 3 8 270
Introduction: application of semiparametric methods for micro-data 0 0 0 130 0 2 4 413
Life cycle consumption models with uncertainty within periods 0 0 0 9 0 2 3 44
Longevity risk in portfolios of pension annuities 3 3 4 97 7 11 16 297
Nonnegativity Constraints and Intratemporal Uncertainty in a Multi-good Life-Cycle Model 0 0 0 32 0 5 10 173
Parametric and Semi-parametric Modelling of Vacation Expenditures 0 0 0 224 0 3 7 581
Testing affine term structure models in case of transaction costs 0 0 0 20 1 6 11 125
Testing the predictive value of subjective labour supply data 0 0 0 38 0 2 5 350
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 1 1 37 1 7 11 137
The Problem of Not Observing Small Expenditures in a Consumer Expenditure Survey 0 0 0 6 0 9 11 133
The effects of liquidity constraints on consumption Estimation from household panel data 0 0 0 18 0 5 9 77
Total Journal Articles 3 4 8 1,697 15 145 226 5,723

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Statistics updated 2026-03-04