A Guide to Modern Econometrics 5th Edition by Marno Verbeek, ISBN-13: 978-1119401155
[PDF eBook eTextbook]
520 pages
Publisher: Wiley; 5 edition (October 2, 2017)
Language: English
ISBN-10: 1119401151
ISBN-13: 978-1119401155
About the Author
Marno Verbeek is a Professor of Finance at Rotterdam School of Management, Erasmus University (RSM). He was Dean of Research of RSM and Academic Director of the Erasmus Research Institute of Management (ERIM) from 1 July 2011 until 15 July 2017.
His recent research is largely in the area of empirical finance with a particular focus on mutual funds, hedge funds, asset pricing, investment strategies, survival bias and performance evaluation.
He is the author of the textbook A Guide to Modern Econometrics (5th ed, 2017), and has published articles in international scholarly journals including the Journal of Financial and Quantitative Analysis, Management Science, the Review of Finance, the Journal of Banking and Finance, the Journal of Empirical Finance, Financial Management, the Journal of Financial Markets, the Journal of Business and Economic Statistics, Review of Economics and Statistics, the Journal of Econometrics and the International Economic Review.
He received his PhD from Tilburg University in 1991.
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