European mutual fund performance R Otten, D Bams European financial management 8 (1), 75-101, 2002 | 680 | 2002 |
How to measure mutual fund performance: economic versus statistical relevance R Otten, D Bams Accounting & finance 44 (2), 203-222, 2004 | 144 | 2004 |
An evaluation framework for alternative VaR-models D Bams, T Lehnert, CCP Wolff Journal of International Money and Finance 24 (6), 944-958, 2005 | 106 | 2005 |
Does oil and gold price uncertainty matter for the stock market? D Bams, G Blanchard, I Honarvar, T Lehnert Journal of Empirical Finance 44, 270-285, 2017 | 99 | 2017 |
The performance of local versus foreign mutual fund managers R Otten, D Bams European financial management 13 (4), 702-720, 2007 | 71 | 2007 |
Volatility measures and Value-at-Risk D Bams, G Blanchard, T Lehnert International Journal of Forecasting 33 (4), 848-863, 2017 | 43 | 2017 |
Loss functions in option valuation: A framework for selection D Bams, T Lehnert, CCP Wolff Management Science 55 (5), 853-862, 2009 | 38 | 2009 |
Investment style misclassification and mutual fund performance D Bams, R Otten, E Ramezanifar 28th Australasian Finance and Banking Conference, 2017 | 31 | 2017 |
More evidence on the dollar risk premium in the foreign exchange market D Bams, K Walkowiak, CCP Wolff Journal of International Money and Finance 23 (2), 271-282, 2004 | 30 | 2004 |
Statistical tests for return-based style analysis R Otten, D Bams Available at SSRN 277688, 2001 | 30 | 2001 |
Tilting the wrong firms? how inflated esg ratings negate socially responsible investing under information asymmetries D Bams, B van der Kroft How Inflated ESG Ratings Negate Socially Responsible Investing under …, 2023 | 24* | 2023 |
Empirical issues in value-at-risk D Bams, JL Wielhouwer ASTIN Bulletin: The Journal of the IAA 31 (2), 299-315, 2001 | 19 | 2001 |
Optimal risk sharing in a collective defined contribution pension system D Bams, PC Schotman, M Tyagi Netspar Discussion Paper, 2016 | 18 | 2016 |
Environmental management: An industry classification I Andersen, D Bams Journal of Cleaner Production 344, 130853, 2022 | 17 | 2022 |
Asset allocation dynamics of pension funds D Bams, PC Schotman, M Tyagi Netspar discussion paper, 2016 | 17 | 2016 |
Spillovers to small business credit risk D Bams, M Pisa, CCP Wolff Small Business Economics 57 (1), 323-352, 2021 | 15* | 2021 |
Are capital requirements on small business loans flawed? D Bams, M Pisa, CCP Wolff Journal of Empirical Finance 52, 255-274, 2019 | 14 | 2019 |
Direct estimation of the risk neutral factor dynamics of Gaussian term structure models D Bams, PC Schotman Journal of Econometrics 117 (1), 179-206, 2003 | 13 | 2003 |
Risk premia in the term structure of interest rates: a panel data approach D Bams, CCP Wolff Journal of International Financial Markets, Institutions and Money 13 (3 …, 2003 | 13 | 2003 |
Pension fund asset allocation in low interest rate environment D Bams, PC Schotman, M Tyagi Netspar Discussion Paper, 2016 | 12 | 2016 |