Dr Ferenc Horvath
Ph.D. (Tilburg University)

Lecturer (Assistant Professor) of Finance
Finance and Accounting

Part of
School of Management
Faculty of Humanities and Social Sciences

Contact

Ferenc.Horvath@liverpool.ac.uk

Research outputs

Selected research outputs

Arbitrage-based recovery (Journal article - 2025)
Revisiting the Bond Premium Puzzle: A Robustness Approach (Journal article - 2026)

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Journal

Preprint

2026

Revisiting the Bond Premium Puzzle: A Robustness Approach

Horvath, F., de Jong, F., & Werker, B. J. M. (n.d.). Revisiting the Bond Premium Puzzle: A Robustness Approach. Quantitative Finance.

: Journal article

2025

Arbitrage-based recovery

Horvath, F. (2025). Arbitrage-based recovery. JOURNAL OF FINANCIAL ECONOMICS, 163. doi:10.1016/j.jfineco.2024.103969

DOI: 10.1016/j.jfineco.2024.103969
: Journal article

2019

Homothetic Robust Preferences

: Preprint

2018

Dynamic Asset Liability Management Under Model Uncertainty

: Preprint

2016

Robustness for Asset-Liability Management of Pension Funds

Horvath, F., de Jong, F., & Werker, B. J. M. (2016). Robustness for Asset-Liability Management of Pension Funds. Netspar Survey Papers.

: Journal article

Parameter Uncertainty: The Missing Piece of the Liquidity Premium Puzzle?

: Preprint

2012

Tőkeáttétel-ciklusok (Leverage Cycles)

Horvath, F., Berlinger, E., & Vidovics-Dancs, Á. (2012). Tőkeáttétel-ciklusok (Leverage Cycles). Hitelintézeti Szemle (Journal of Banking, in Hungarian), 11(1), 1-23.

: Journal article