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 4 5 10 20
Ambiguity, No Arbitrage, Coherence and Artificial Financial Markets 0 0 0 0 2 4 9 186
An Analysis of Housing Expenditure Using Semiparametric Cross-Section Models 0 0 0 4 2 2 4 30
An Analysis of Housing Expenditure Using Semiparametric Models and Panel Data 0 0 0 8 1 1 9 48
Backtesting for Risk-Based Regulatory Capital 0 0 0 51 1 2 7 105
Bounds on Quantiles in the Presence of Full and Partial Item Nonresponse 0 0 0 3 1 1 8 41
Common Factors in International Bond Returns 0 0 0 24 2 2 9 166
Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (revision of CentER DP 2014-031) 0 0 0 14 2 2 6 68
Consumption, leisure and earnings-related liquidity constraints: A note 0 0 0 2 0 1 7 49
Environmental Kuznets Curves for CO2: Heterogeneity Versus Homogeneity 0 0 0 18 2 3 14 74
Estimating Risk Attitudes Using Lotteries; A Large Sample Approach 0 0 0 28 4 5 12 128
Estimation of a censored regression panel data model using conditional moment restrictions efficiently 0 0 0 8 1 1 7 44
Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information 0 0 0 20 1 1 5 51
Global Warming and Local Dimming: The Statistical Evidence 0 0 0 5 1 2 9 72
Grazing the Commons: Global Carbon Emissions Forever? 0 0 0 3 1 2 6 38
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 2 2 4 81
MAXIMUM SCORE ESTIMATION IN THE ORDRED RESPONSE MODEL 0 0 0 0 1 1 6 288
Maximum score estimation in the ordered response model 0 0 0 6 3 3 7 29
Mean-Coherent Risk and Mean-Variance Approaches in Portfolio Selection: An Empirical Comparison 0 0 0 2 6 6 12 41
Model Risk and Regulatory Capital 0 0 0 7 2 4 5 35
Multi-period CAPM with Heterogeneous Agents 0 0 0 147 5 5 11 398
Nonparametric Bounds in the Presence of Item Nonresponse, Unfolding Brackets and Anchoring 0 0 1 6 2 2 10 51
Nonparametric Bounds on the Income Distribution in the Presence of Item Nonresponse 0 0 0 1 1 1 6 43
Nonparametric Modeling of the Anchoring Effect in an Unfolding Bracket Design 0 0 0 6 0 1 2 35
On the Pricing of Options in Incomplete Markets 0 0 0 6 3 3 7 31
Parametric and Semi-parametric Modelling of Vocation Expenditures 0 0 0 0 4 5 10 242
Parametric and semi-parametric modelling of vacation expenditures 0 0 0 5 1 1 5 24
Robust Solutions of Optimization Problems Affected by Uncertain Probabilities 1 2 4 111 6 11 19 253
Semi-Parametric Estimation on the Sample Selection Model 0 0 0 0 1 1 5 243
Semi-parametric Models for Satisfaction with Income 0 0 0 3 1 2 10 56
Semi-parametric estimation of the sample selection model 0 0 0 13 1 4 8 54
Semi-parametric models for satisfaction with income 0 0 0 174 2 2 9 621
Semiparametric estimation of equivalence scales using subjective information 0 0 0 2 0 0 4 25
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 4 6 11 345
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 2 2 9 28
Testing Expected Shortfall Models for Derivative Positions 0 0 0 6 1 1 4 37
Testing for Mean-Coherent Regular Risk Spanning 0 0 0 1 0 0 4 24
Testing the Predicitive Value of Subjective Labour Supply Data 0 0 0 3 1 1 6 35
The Econometric Analysis of Microscopic Simulation Models 0 0 0 8 3 3 11 76
The Non- and Semiparametric Analysis of MS Models: Some Applications 0 0 0 2 0 3 10 74
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 6 2 2 9 46
The problem of not observing small expenditures in a consumer expenditure survey 0 0 0 1 2 4 7 41
Tractable Counterparts of Distributionally Robust Constraints on Risk Measures 0 0 0 36 1 3 8 93
Total Working Papers 1 2 5 850 82 113 343 4,476

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 4 4 7 60
An analysis of housing expenditure using semiparametric cross-section models 0 0 0 135 2 2 12 635
An analysis of housing expenditure using semiparametric models and panel data 0 0 0 133 0 0 13 334
Backtesting for risk-based regulatory capital 0 0 0 295 2 3 7 668
Bounding quantiles in sample selection models 0 0 0 15 0 1 2 54
Common factors in international bond returns 0 1 2 74 2 3 21 228
Consumption, leisure and earnings-related liquidity constraints: A note 0 0 0 25 1 3 12 112
Contracting out refuse collection 0 0 0 63 3 4 58 276
Estimating Risk Attitudes Using Lotteries: A Large Sample Approach 0 0 0 239 3 4 12 667
Estimating the term structure of mortality 0 0 0 27 2 4 7 114
Estimation of a censored regression panel data model using conditional moment restrictions efficiently 0 0 1 65 1 4 6 271
Introduction: application of semiparametric methods for micro-data 0 0 0 130 3 3 7 416
Life cycle consumption models with uncertainty within periods 0 0 0 9 2 2 5 46
Longevity risk in portfolios of pension annuities 0 3 3 97 2 9 16 299
Nonnegativity Constraints and Intratemporal Uncertainty in a Multi-good Life-Cycle Model 0 0 0 32 0 0 10 173
Parametric and Semi-parametric Modelling of Vacation Expenditures 0 0 0 224 1 1 8 582
Testing affine term structure models in case of transaction costs 0 0 0 20 2 4 14 128
Testing the predictive value of subjective labour supply data 0 0 0 38 2 2 7 352
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 1 37 3 5 14 141
The Problem of Not Observing Small Expenditures in a Consumer Expenditure Survey 0 0 0 6 0 0 11 133
The effects of liquidity constraints on consumption Estimation from household panel data 0 0 0 18 2 3 12 80
Total Journal Articles 0 4 7 1,698 37 61 261 5,769

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Statistics updated 2026-05-06