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Misha van Beek

GlobalFoundries (United States) (per OpenAlex) · OpenAlex

8 papers in scope · 7 published · 2 on the econ.EM arXiv · 16 citations · h-index 2 (over the papers listed here)

Papers

(1 of 8)

A Latent Factor Cash Flow Model for Alternative Investment Funds
published2025 · Financial Analysts Journal
with Cao Wen
Financial Analysts Journal
A Demand-Based Equity Risk Factor: Crowdedness
published2024 · The Journal of Beta Investment Strategies
with Xinyang Li, Alice Cong, Amandeep Singh Dhaliwal, Joo Chew Ang
The Journal of Beta Investment Strategies
Polynomial approximation of discounted moments
published2024 · Finance and Stochastics · 1 citations · first circulated 2021
with Chenyu Zhao, Peter Spreij, Makhtar Ba
Finance and Stochastics
ESG risk and returns implied by demand-based asset pricing models
published2024 · Journal of Asset Management · 3 citations · first circulated 2023
with Chi Zhang, Xinyang Li, Andrea Tamoni, Andrew Ang
Journal of Asset Management
Customized Risk Analysis through Dynamic Factor Definitions
published2023 · The Journal of Portfolio Management · 1 citations
with Jorge Guijarro-Ordóñez, Amandeep Dhaliwal, Khai Sheng Ng, Saurabh Sinha
The Journal of Portfolio Management
Consistent Calibration of Economic Scenario Generators: The Case for Conditional Simulation
working paper2020 · arXiv
Paper profile arXiv arXiv:2004.09042
Regime switching affine processes with applications to finance
published2020 · Finance and Stochastics · 11 citations
with Michel Mandjes, Peter Spreij, E.M.M. Winands
Finance and Stochastics
A Non-parametric Test for Partial Monotonicity in Multiple Regression
published2013 · Computational Economics
with Hennie Daniels
Computational Economics

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.