World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
37
Citations
8091
World Ranking
2640
National Ranking
77

Overview

Theo Nijman is affiliated with Tilburg University in the Netherlands. Their research is primarily situated within the fields of economics, econometrics, finance, business, management, and accounting, with a notable focus on financial literacy, pension and retirement analysis, housing market and economics, insurance, mortality, demography, risk management, and global health care issues.

Their recent academic contributions include:

  • Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level, 2020, Management Science
  • Optimal Savings and Portfolio Choice with Risky Labor Income and Reference-Dependent Preferences, 2022, SSRN Electronic Journal
  • A simple approach to estimate long-term interest rates, 2022, Journal of Pensions Economics and Finance
  • Stated Product Choices of Heterogeneous Agents are Largely Consistent with Standard Models, 2023, De Economist
  • Welfare Analysis of Housing in the Presence of Interest Rate Risk, 2023, SSRN Electronic Journal

The publication venues where Theo Nijman has frequently contributed include:

  • SSRN Electronic Journal
  • Management Science
  • Journal of Pensions Economics and Finance
  • De Economist

Co-authorship collaborations have involved researchers such as:

  • Servaas van Bilsen
  • Roger J. A. Laeven
  • Jun-Hee An
  • Anja De Waegenaere
  • Joost Driessen

Theo Nijman's scholarly output reflects interdisciplinary research interest spanning topics like financial markets and investment strategies, economic theories and models, and stochastic processes applied to financial contexts. Their body of work is grounded in quantitative analyses related to consumption behavior, portfolio decisions, savings under various economic conditions, and the broader impact of interest rate risks on housing and welfare.

Best Publications

  • Temporal aggregation of GARCH processes

    Feike C. Drost;Theo E. Nijman

  • Testing for selectivity bias in panel data models

    M.J.C.M. Verbeek;T.E. Nijman

  • Hedging Pressure Effects in Futures Markets

    Frans A. De Roon;Theo E. Nijman;Chris Veld

  • An Anatomy of Commodity Futures Risk Premia

    Marta Szymanowska;Frans De Roon;Theo Nijman;Rob Van Den Goorbergh

  • Can cohort data be treated as genuine panel data

    M.J.C.M. Verbeek;T.E. Nijman

  • Testing for Mean-Variance spanning with short sales constraints and transaction costs: The case of emerging markets

    Frans A. De Roon;Theo E. Nijman;Bas J. M. Werker

  • Nonresponse in panel data : The impact on estimates of a life cycle consumption function

    T.E. Nijman;M.J.C.M. Verbeek

  • Testing for mean-variance spanning : A survey

    Frans A. DeRoon;Theo E. Nijman

  • When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?

    Ralph S. J. Koijen;Theo E. Nijman;Bas J. M. Werker

  • A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International

    F.C.J.M. de Jong;T.E. Nijman;A.A. Roell;A.A. Roell

  • High frequency analysis of lead-lag relationships between financial markets

    Frank de Jong;Theo Nijman

  • Price effects of trading and components of the bid-ask spread on the Paris Bourse

    Frank de Jong;Theo Nijman;Ailsa Röell

  • Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections

    M.J.C.M. Verbeek;T.E. Nijman

  • Saving and Investing Over the Life Cycle and the Role of Collective Pension Funds

    Lans Bovenberg;Ralph Koijen;Theo Nijman;Coen Teulings

  • Incomplete panels and selection bias

    M.J.C.M. Verbeek;T.E. Nijman

  • Common Factors in International Bond Returns

    Joost Driessen;Bertrand Melenberg;Theo Nijman

  • Marginalization and contemporaneous aggregation in multivariate GARCH processes

    Theo Nijman;Enrique Sentana

  • Longevity risk in portfolios of pension annuities

    Norbert Hári;Anja De Waegenaere;Bertrand Melenberg;Theo E. Nijman

  • Evaluating Style Analysis

    Jenke R. ter Horst;Theo E. Nijman;Frans A. de Roon

  • Do Countries or Industries Explain Momentum in Europe

    Theo Nijman;Laurens Swinkels;Marno Verbeek

  • Can cohort data be treated as genuine panel data

    M.J.C.M. Verbeek;Theo Nijman

  • Common Factors in International Bond Returns

    Joost Driessen;Theo Nijman;Bertrand Melenberg

Frequent Co-Authors

Marno Verbeek
Marno Verbeek Erasmus University Rotterdam
Ralph S. J. Koijen
Ralph S. J. Koijen University of Chicago
Arthur van Soest
Arthur van Soest Tilburg University
Ailsa Röell
Ailsa Röell Columbia University
David Blake
David Blake City, University of London
Mark F. J. Steel
Mark F. J. Steel University of Warwick
Jan Potters
Jan Potters Tilburg University
Jeffrey R. Brown
Jeffrey R. Brown University of Illinois at Urbana-Champaign
Arnoud W. A. Boot
Arnoud W. A. Boot University of Amsterdam

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