Pricing Liquidity Risk with Heterogeneous Investment Horizons A Beber, J Driessen, A Neuberger, P Tuijp Journal of Quantitative and Financial Analysis 56 (2), 373-408, 2021 | 54* | 2021 |
Homeowners' Risk Premia: Evidence from Zip Code Housing Returns E Eiling, E Giambona, R Lopez Aliouchkin, P Tuijp Available at SSRN 3312391, 2019 | 13* | 2019 |
A survey of institutional investors’ investment and management decisions on illiquid assets K Jansen, P Tuijp Journal of Portfolio Management 47 (3), 135-153, 2021 | 9 | 2021 |
Equity Risk Factors for the Long and Short Run: Pricing and Performance at Different Frequencies T Van der Zwan, E Hennink, P Tuijp Available at SSRN 3754374, 2020 | 1 | 2020 |
The Illiquidity Premium of Non-listed Real Estate Investment Funds M Francke, P Tuijp, Y Wang Available at SSRN 4918695, 2024 | | 2024 |