Concepedia

Dennis Bams

DB

18

Publications

1K

Citations

13

H-Index

2000

Active since

Affiliations

Maastricht University(Current)

Open University of the Netherlands

University of Luxembourg

Centre for Economic Policy Research

Luxembourg School of Business

Dennis Bams is an author at Maastricht University specializing in finance, business, and financial economics.

Top concepts

FinanceBusinessManagementAsset PricingFinancial EconomicsEconomicsStatisticsMutual FundsFinancial RiskQuantitative Finance

Publications per year

2000–2022

18

Publications

18

European Mutual Fund Performance

Rogér Otten, Dennis Bams · European Financial Management · 2002 · 427 citations · Full text

Financial Economics, Asset Pricing, Corporate Risk Management +14

Does oil and gold price uncertainty matter for the stock market?

Dennis Bams, Gildas Blanchard, Iman Honarvar et al. · Journal of Empirical Finance · 2017 · 109 citations · Full text

Economics, High Uncertainty, Financial Economics +10

How to measure mutual fund performance: economic versus statistical relevance

Rogér Otten, Dennis Bams · Accounting and Finance · 2004 · 75 citations

Single Factor Model, Asset Allocation, Portfolio Management +16

European Mutual Fund Performance; A Survey

Rogér Otten, Dennis Bams · SSRN Electronic Journal · 2000 · 59 citations · Full text

An evaluation framework for alternative VaR-models

Dennis Bams, Thorsten Lehnert, Christian C. P. Wolff · Journal of International Money and Finance · 2005 · 57 citations

Alternative Var-models, Model Reliability, Model Comparison +3

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