Jaap Spronk

According to our database, Jaap Spronk authored at least 10 papers between 1993 and 2012.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2012

Concentration Measures in Portfolio Management.

Ghassan Chammas, Jaap Spronk

Proceedings of the Advances in Computational Intelligence, 2012

2010

Modeling loss aversion and biased self-attribution using a fuzzy aggregation operator.

Milan Lovric, Uzay Kaymak, Jaap Spronk

Proceedings of the FUZZ-IEEE 2010, 2010

2009

Modeling Investor Optimism with Fuzzy Connectives.

Milan Lovric, Rui Jorge Almeida, Uzay Kaymak, Jaap Spronk

Proceedings of the Joint 2009 International Fuzzy Systems Association World Congress and 2009 European Society of Fuzzy Logic and Technology Conference, 2009

Overconfident investors in the LLS agent-based artificial financial market.

Milan Lovric, Uzay Kaymak, Jaap Spronk

Proceedings of the 2009 IEEE Symposium on Computational Intelligence for Financial Engineering, 2009

2005

Financial modelling and the quality of corporate reports.

Jaap Spronk, Nico van der Wijst

Eur. J. Oper. Res., 2005

2004

A framework for managing a portfolio of socially responsible investments.

Winfried Hallerbach, Haikun Ning, Aloy Soppe, Jaap Spronk

Eur. J. Oper. Res., 2004

2003

Comparative performance evaluation under uncertainty.

Jaap Spronk, Erik M. Vermeulen

Eur. J. Oper. Res., 2003

2001

Financial modelling in the new millennium.

Jaap Spronk, Nico van der Wijst

Eur. J. Oper. Res., 2001

1999

Performance benchmarking using interactive data envelopment analysis.

Thierry Post, Jaap Spronk

Eur. J. Oper. Res., 1999

1993

A new approach to firm evaluation.

Erik M. Vermeulen, Jaap Spronk, Nico van der Wijst

Ann. Oper. Res., 1993