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Weinbaum, David Bauer, Rob Pareek, Ankur Driessen, Joost Peyer, Urs C. Bebchuk, Lucian A. Petajisto, Antti Riley, Timothy B. Fulkerson, Jon A. Bongaerts, Dion Huang, Rocco Andonov, Aleksandar Zitzewitz, Eric Renneboog, Luc Nair, Vinay B. John, Kose Barko, Tamas Starks, Laura T. Matos, Pedro Sepe, Simone M. Litov, Lubomir Romano, Roberta Lizieri, Colin Grinstein, Yaniv Fleckenstein, Matthias Aoki, Masahiko Ferrell, Allen Khanna, Vik Frehen, Rik Leser, Hartmut All co-authors active funds fund firms share firm credit returns ceo value option market stock equity jump mutual pension benchmark term model evidence index return implied information esg results lower indexing ratings using spreads higher short portfolio investors premia certification low spread paper stocks level corporate rating cross outperform likelihood regulatory kapitaleinkommen investmentfonds
Composed portfolio management corporate governance portfolio selection credit spreads jump risk risk premia short term pension funds stock returns option implied implied jump capital income investment fund level credit corporate social responsibility institutioneller investor institutional investor cross section value model ceo centrality behavioural finance stock return fund performance performance evaluation long term firm value indexing active benchmark indices ex ante credit spread environmental social actively managed active fund fund manager ceo pay asset allocation jump volatility ceo talent credit ratings ante esg class firms ssrn com com abstract explicit indexing fama french social governance dual class conventional wisdom new measure staggered boards pension fund real estate volatility risk explaining level spreads option premia firm market timing security selection multiple credit deviations parity option prices equity index corporate bond forecasting model equity fund yield curve treasury yield yield implied term investors pay slice aggregate jump market ceo allocation market timing security tiebreaker certification certification multiple internal capital successful engagements introduce new share funds fund industry closet indexing index option return distribution information production firms likely regulatory certification relatively expensive engagement environmental return predictability
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Martijn Cremers Dr. Alternative spellings: K. J. Martijn Cremers Klaas Jan Martijn Cremers
Profession Economist
Affiliations University of Notre Dame International Center for Finance (New Haven, Conn.) Yale School of Management
Publishing years Series NBER Working Paper (4) Working paper / National Bureau of Economic Research, Inc. (4) Discussion paper / Center for Economic Research, Tilburg University (2) Working papers / Financial Institutions Center (2) BIS Working Paper (2) Discussion paper / The Pensions Institute, Cass Business School, City University (2) Yale ICF Working Paper (2) European Corporate Governance Institute (ECGI) - Finance Working Paper (1) CentER Discussion Paper Series (1) The Harvard John M. Olin discussion paper series (1) EFA 2009 Bergen Meetings Paper (1) Working papers / Federal Reserve Bank of Philadelphia, Research Department (1) NBER working paper series (1) BIS working papers (1) Discussion paper series / John M. Olin Center for Law, Economics, and Business, Harvard Law School (1) 
The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.
