Concepedia

F.A. de Roon

FD

13

Publications

1.2K

Citations

10

H-Index

1996

Active since

Affiliations

Tilburg University(Current)

Erasmus University Rotterdam

Singapore Management University

University of Toronto

F.A. de Roon is an author at Tilburg University specializing in business, finance, and economics.

Top concepts

FinanceBusinessEconomicsAsset PricingManagementFinancial EconomicsGlobal FinancePortfolio ManagementMutual FundsRisk Management

Publications per year

1996–2012

13

Publications

13

Hedging Pressure Effects in Futures Markets

F.A. de Roon, Theo Nijman, Chris Veld · The Journal of Finance · 2000 · 506 citations

Empirical Finance, Financial Risk Management, Cross‐market Hedging Pressures +16

Testing for Mean‐Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets

F.A. de Roon, Theo Nijman, Bas J. M. Werker · The Journal of Finance · 2001 · 307 citations

Empirical Finance, U.s. Investors, Market Design +19

Evaluating style analysis

J.R. Ter Horst, Theo Nijman, F.A. de Roon · Journal of Empirical Finance · 2003 · 104 citations

Style Analysis, Programming Style, Computational Aesthetic +3

Currency hedging for international stock portfolios: The usefulness of mean–variance analysis

F.A. de Roon, Theo Nijman, Bas J. M. Werker · Journal of Banking & Finance · 2003 · 63 citations

Economics, Currency Hedging, Asset Pricing +9

International diversification with factor funds

Sandy Lai, F.A. de Roon · The HKU Scholars Hub (University of Hong Kong) · 2012 · 58 citations · Full text

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