Research output per year
Research output per year
Personal profile
Research interests
My research focuses on Asset Pricing, Derivative Markets, Behavioral Finance and Macro-Finance. For more information regarding my research and for an overview of my working papers, please visit my website: https://sites.google.com/view/jorenkoeter/
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Collaborations and top research areas from the last five years
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Research output
- 4 Preprint
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Π-CAPM: The Classical CAPM with Probability Weighting and Skewed Assets
Driessen, J., Ebert, S. & Koeter, J., 3 Jan 2025.Research output: Working paper › Preprint › Academic
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Horizon Effects in the Pricing Kernel: How Investors Price Short-term versus Long-term Risks
Driessen, J., Koeter, J. & Wilms, O., 2 Jan 2025.Research output: Working paper › Preprint › Academic
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The Size Premium in a Granular Economy
Emery, L. & Koëter, J., 8 Nov 2023.Research output: Working paper › Preprint › Academic
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What Drives Variance Swap Prices?
Koeter, J., 22 Jan 2021, 80 p.Research output: Working paper › Preprint › Academic