Publications

Joop Huij and Jeroen Derwall, 'Hot Hands' in Bond Funds, Journal of Banking and Finance, Forthcoming [ download at SSRN ]

Joop Huij and Marno Verbeek, On the Use of Multifactor Models to Evaluate Mutual Fund Performance, Financial Management, Forthcoming [ download at SSRN ]

Jenke Ter Horst and Marno Verbeek, Fund Liquidation, Self-selection, and look-ahead Bias in the Hedge Fund Industry, Review of Finance, Forthcoming [ download at SSRN ]

Roy Kouwenberg and William T. Ziemba, Incentives and Risk Taking in Hedge Funds, Journal of Banking and Finance, Forthcoming [ download at SSRN ]

Joop Huij and Marno Verbeek, Cross-Sectional Learning and Short-Run Persistence in Mutual Fund Performance, Journal of Banking and Finance, Vol. 31, pp. 973-997, 2007 [ download at SSRN ]

G. Baquero , Jenke ter Horst and Marno Verbeek, Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance, Journal of Financial and Quantitative Analysis, Vol. 40, pp. 493-518, September 2005 [ download at SSRN ]

Theo Nijman , Laurens A.P. Swinkels and Marno Verbeek, Do Countries or Industries Explain Momentum in Europe?, Journal of Empirical Finance, Vol. 11, pp. 461-481, 2004 [ download at SSRN ]

Roy Kouwenberg, Do Hedge Funds Add Value to a Passive Portfolio? Correcting for Non-normal Returns and Disappearing Funds, Journal of Asset Management, Vol. 3, pp. 361–382, 2003

Jenke ter Horst , Theo Nijman and Marno Verbeek, Eliminating Look-ahead Bias in Evaluating Persistence in Mutual Fund Performance, Journal of Empirical Finance, Vol. 8, pp. 345-373, September 2001

Jenke ter Horst and Marno Verbeek, Estimating Short-run Persistence in Mutual Fund Performance, Review of Economics and Statistics, Vol. 82, pp. 646-655, November 2000

Wessel Marquering and Marno Verbeek, An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence, Journal of Empirical Finance, Vol. 6, pp. 243-265, September 1999

Mutual Funds and Hedge Funds

Publications