Peter Schotman

4 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-7529-9428

Publications

• Estimating Security Betas Using Prior Information Based on Firm Fundamentals — The Review of Financial Studies 2016
• Long-Term Strategic Asset Allocation: An Out-of-Sample Evaluation — Management Science 2015
• Robust Portfolio Optimisation with Multiple Experts — Review of Finance 2010
• The Dynamics of Short-Term Interest Rate Volatility Reconsidered — Review of Finance 1997