prof. Dries Heyman
- ORCID iD
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0000-0002-1775-6109
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Investor attention and short-term return reversals
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Approximating risk-free curves in sparse data environments
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- Journal Article
- A2
- open access
Technical trading rules in emerging stock markets
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- PhD Thesis
- open access
Topics on the portfolio management of financial investments
(2008) -
The financial structure of private held Belgian firms
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Managing value-at-risk for a bond using bond put options
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Risk management of a bond portfolio using options
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Minimization of the (conditional) Value-at-Risk for a coupon bearing bond using a bond put option
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Managing VaR for a bond using bond put options
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- Miscellaneous
- open access
The debt maturity structure of small firms in a creditor-oriented environment