Philippe Versijp

Economics and Econometrics · 2007

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 5 citations into it; #15,238 of 23,481 by trust here, #22,128 by citations

Whom Philippe Versijp trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Thierry Post

Who trusts Philippe Versijp overall

1. Wing-Keung Wong

Papers from Philippe Versijp's perspective

Ordered by how strongly the researchers Philippe Versijp trusts endorse each paper. Same corpus, a different order for every researcher.

1. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
2. Empirical Tests for Stochastic Dominance Efficiency
3. Does Risk Seeking Drive Stock Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs
4. Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying (Journal of Political Economy)
5. The Cross‐Section of Expected Stock Returns
6. Prospect theory: An analysis of decision under risk Econometrica 47
7. Stochastic models of choice behavior
8. Risk Aversion and Incentive Effects
9. Cluster-Sample Methods in Applied Econometrics
10. Monte Carlo Methods in Financial Engineering

Their papers

• Multivariate Tests for Stochastic Dominance Efficiency of a Given Portfolio (2007) — 82 citations