Cosemans, M.; Frehen, R.G.P.; Schotman, P.C. and Bauer, R.M.M.J. (2009): Efficient Estimation of Firm-Specific Betas and its Benefits for Asset Pricing Tests and Portfolio Choice. Unpublished.
Bauer, R.M.M.J.; Cremers, K.J.M. and Frehen, R.G.P. (2010): Pension Fund Performance and Costs: Small is Beautiful. Unpublished.