14
H index
17
i10 index
391
Citations
Erasmus Universiteit Rotterdam (50% share) | 14 H index 17 i10 index 391 Citations RESEARCH PRODUCTION: 32 Articles 21 Papers RESEARCH ACTIVITY: 23 years (2001 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psw2 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Laurens A. P. Swinkels. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Asset Management | 7 |
Journal of Empirical Finance | 3 |
Financial Innovation | 2 |
Journal of Banking & Finance | 2 |
Journal of International Money and Finance | 2 |
Year | Title of citing document |
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2024 | What Determines Equity Returns in Emerging Markets?. (2024). Foye, James. In: CAFE Working Papers. RePEc:akf:cafewp:29. Full description at Econpapers || Download paper |
2023 | Construct sparse portfolio with mutual funds favourite stocks in China A share market. (2023). Zhang, KE. In: Papers. RePEc:arx:papers:2305.01642. Full description at Econpapers || Download paper |
2023 | Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027. Full description at Econpapers || Download paper |
2023 | Trade competitiveness and the aggregate returns in global stock markets. (2023). Umar, Zaghum ; Zaremba, Adam ; Long, Huaigang ; Chiah, Mardy. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000246. Full description at Econpapers || Download paper |
2023 | Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620. Full description at Econpapers || Download paper |
2023 | Optimal multivariate financial decision making. (2023). Vanduffel, Steven ; de Gennaro, L ; Bernard, C. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:1:p:468-483. Full description at Econpapers || Download paper |
2024 | Robust decisions for heterogeneous agents via certainty equivalents. (2024). Schweizer, Nikolaus ; Balter, Anne G. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:1:p:171-184. Full description at Econpapers || Download paper |
2023 | Machine learning and the cross-section of emerging market stock returns. (2023). Kalsbach, Tobias ; Hanauer, Matthias X. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000274. Full description at Econpapers || Download paper |
2023 | Disseminating information across connected firms — Analyst site visits can help. (2023). Yin, Chengxi ; Xiao, Xinrong ; Wang, Rundong ; Cao, Zhengyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:510-531. Full description at Econpapers || Download paper |
2023 | Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2023). Javed, Farrukh ; Nguyen, Hoang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:272-292. Full description at Econpapers || Download paper |
2023 | Forecasting realized volatility with wavelet decomposition. (2023). Vivian, Andrew ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000993. Full description at Econpapers || Download paper |
2023 | A financial modeling approach to industry exchange-traded funds selection. (2023). Conlon, Thomas ; cotter, john ; Post, Thierry ; Kovalenko, Illia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001081. Full description at Econpapers || Download paper |
2023 | Industry costs of equity: Evidence from frontier markets. (2023). McGroarty, Frank ; Demiralay, Sercan ; Wang, Yan ; Hourani, Alya. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000893. Full description at Econpapers || Download paper |
2023 | Time-varying bond market integration and the impact of financial crises. (2023). Hyde, Stuart ; Cho, Sungjun ; Qin, Weiping. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004258. Full description at Econpapers || Download paper |
2023 | Risk-weighted cryptocurrency indices. (2023). Zhang, Zhengjun ; Feng, Wenjun. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006158. Full description at Econpapers || Download paper |
2023 | Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications. (2023). Lee, Chi-Chuan ; Adeabah, David ; Abakah, Emmanuel ; Abdullah, Mohammad. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004348. Full description at Econpapers || Download paper |
2023 | Do InsurTech startups disrupt the insurance industry?. (2023). , Vincent. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005925. Full description at Econpapers || Download paper |
2023 | Factor seasonalities: International and further evidence. (2023). Zaremba, Adam ; Cupriak, Daniel ; Mercik, Aleksander. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006657. Full description at Econpapers || Download paper |
2023 | Does realized skewness predict the cross-section of Chinese stock returns?. (2023). Long, Huaigang ; Jiang, Yuexiang ; Dai, Yiming ; Zaremba, Adam ; Wang, Hui. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007353. Full description at Econpapers || Download paper |
2023 | Digital skills and household financial asset allocation. (2023). Wang, Zeru ; Li, Chengyou ; Sun, Guanglin. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009388. Full description at Econpapers || Download paper |
2024 | Why do life insurers hold sin bonds? Evidence from investment delegation. (2024). Wang, Shuai ; Brisker, Eric. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013375. Full description at Econpapers || Download paper |
2024 | Can factor momentum beat momentum factor? Evidence from China. (2024). Zhang, Xuan ; Ouyang, Ruolan ; Zhu, Dongming. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324000515. Full description at Econpapers || Download paper |
2024 | What affects the financial asset allocation of the elderly? From the perspective of financial literacy and risk attitude. (2024). Liu, Xiaoyu ; Wang, Jie ; Yang, Cheng. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s154461232400357x. Full description at Econpapers || Download paper |
2024 | Geopolitical risk exposure and stock returns: Evidence from China. (2024). Jin, Meichen ; Ren, Xinrui ; Zhang, Yuxuan. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005099. Full description at Econpapers || Download paper |
2023 | Recency bias and the cross-section of international stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000069. Full description at Econpapers || Download paper |
2024 | Changes in shares outstanding and country stock returns around the world. (2024). Zaremba, Adam ; Chiah, Mardy ; Long, Huaigang ; Umar, Zaghum. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518. Full description at Econpapers || Download paper |
2024 | Does local government debt regulation improve rural banks’ performance? Evidence from China. (2024). Zhang, Xuan ; Wei, LU ; Wang, Zexi ; Liu, Wei ; Jing, Zhongbo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001828. Full description at Econpapers || Download paper |
2024 | ESG investing in good and bad times: An international study. (2024). Bilgin, Mehmet Huseyin ; Zaremba, Adam ; Cakici, Nusret ; Chiah, Mardy ; Long, Huaigang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001841. Full description at Econpapers || Download paper |
2023 | Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks. (2023). Benchimol, Jonathan ; Koenigstein, Noam ; Hammer, Allon ; Cohen, Eliya ; Caspi, Itamar ; Barkan, Oren. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1145-1162. Full description at Econpapers || Download paper |
2023 | Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000043. Full description at Econpapers || Download paper |
2023 | Real estate security token offerings and the secondary market: Driven by crypto hype or fundamentals?. (2023). Dorfleitner, Gregor ; Steininger, Bertram I ; Laschinger, Ralf ; Kreppmeier, Julia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001450. Full description at Econpapers || Download paper |
2023 | Industry momentum in Latin America. (2023). Lizarzaburu, Edmundo ; Cardona, Emilio ; Berggrun, Luis. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000693. Full description at Econpapers || Download paper |
2023 | Looking at socially responsible investment strategies through the lenses of the global ETF industry. (2023). Paimanova, Viktoriia ; Lattanzio, Gabriele ; Galloppo, Giuseppe ; Fiordelisi, Franco. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001183. Full description at Econpapers || Download paper |
2023 | Flights to safe assets in bond markets: Evidence from emerging market economies. (2023). Janus, Jakub. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001742. Full description at Econpapers || Download paper |
2024 | The out-of-sample performance of carry trades. (2024). Li, Yan ; Wang, Zigan ; Taylor, Mark P ; Hsu, Po-Hsuan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000299. Full description at Econpapers || Download paper |
2024 | Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697. Full description at Econpapers || Download paper |
2024 | Unleashing power of financial technologies on mineral productivity in G-20 countries. (2024). Manga, Muge ; Bugan, Mehmet Fatih ; Destek, Mehmet Akif ; Cevik, Emrah I. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000990. Full description at Econpapers || Download paper |
2023 | Overnight versus intraday returns of anomalies in China. (2023). Chou, Robin K ; Chang, Hui-Wen ; Lin, Chaonan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000732. Full description at Econpapers || Download paper |
2023 | Does the investment-profitability correlation affect the factor premiums? Evidence from China. (2023). Li, Tao ; Liu, Xujun ; Chen, Shan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000781. Full description at Econpapers || Download paper |
2023 | The role of anchoring on investors’ gambling preference: Evidence from China. (2023). Wu, KE ; Wang, Ziyue. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001208. Full description at Econpapers || Download paper |
2023 | High-dimensional portfolio optimization based on tree-structured factor model. (2023). Zhu, Shushang ; Zhao, Huimin ; Zheng, Tiantian ; Ni, Xuanming. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x23001774. Full description at Econpapers || Download paper |
2023 | Cloning mutual fund returns. (2023). Niemann, Sebastian ; Schuhmacher, Frank ; Auer, Benjamin R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:31-37. Full description at Econpapers || Download paper |
2024 | Pricing and mispricing of accounting fundamentals: Global evidence. (2024). Kostlmeier, Siegfried. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:71-87. Full description at Econpapers || Download paper |
2023 | Are Islamic stocks immune from financial crises? Evidence from contagion tests. (2023). Hoque, Ariful ; Hassan, Kamrul ; Wong, Wing-Keung ; Gasbarro, Dominic. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:919-948. Full description at Econpapers || Download paper |
2024 | Trading carbon credit tokens on the blockchain. (2024). Swinkels, Laurens. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:720-733. Full description at Econpapers || Download paper |
2023 | The evolvement of momentum effects in China: Evidence from functional data analysis. (2023). Wang, Shixuan ; Teka, Hanen ; Liu, Zhenya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002197. Full description at Econpapers || Download paper |
2024 | Fintech, bank diversification and liquidity: Evidence from China. (2024). Corbet, Shaen ; Hu, Yang ; Tang, Mengxuan ; Oxley, Les ; Hou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002088. Full description at Econpapers || Download paper |
2024 | Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach. (2024). Demir, Ender ; Assaf, Ata ; Yousaf, Imran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000308. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2023 | Impact of Financial Technology on Improvement of Banks’ Financial Performance. (2023). Muqattash, Riham Suleiman ; Nassar, Mahmoud Daoud ; Kaddumi, Thair A ; Baker, Hafez. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:230-:d:1116545. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Real Estate Security Token Offerings and the Secondary Market: Driven by Crypto Hype or Fundamentals?. (2023). Dorfleitner, Gregor ; Steininger, Bertram ; Laschinger, Ralf ; Kreppmeier, Julia. In: Working Paper Series. RePEc:hhs:kthrec:2023_006. Full description at Econpapers || Download paper |
2023 | A Study of Investment Style Timing of Mutual Funds in India. (2023). Kayal, Parthajit ; Pavithra, S. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09368-6. Full description at Econpapers || Download paper |
2023 | Stated Product Choices of Heterogeneous Agents are Largely Consistent with Standard Models. (2023). Soest, Arthur ; Nijman, Theo ; Dees, Bart. In: De Economist. RePEc:kap:decono:v:171:y:2023:i:3:d:10.1007_s10645-023-09424-0. Full description at Econpapers || Download paper |
2024 | Do Anomalies Really Predict Market Returns? New Data and New Evidence. (2024). Zaremba, Adam ; Metko, Daniel ; Fieberg, Christian ; Cakici, Nusret. In: Review of Finance. RePEc:oup:revfin:v:28:y:2024:i:1:p:1-44.. Full description at Econpapers || Download paper |
2023 | Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19. (2023). Pergeris, Georgios ; Koutsokostas, Drosos ; Kenourgios, Dimitris ; Papathanasiou, Spyros. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-022-00292-y. Full description at Econpapers || Download paper |
2023 | Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y. Full description at Econpapers || Download paper |
2024 | A Riskmas Carol. (2024). Angelini, Eliana ; Foglia, Matteo. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:2_suppl:p:s121-s137. Full description at Econpapers || Download paper |
2023 | Spillover effects from news to travel and leisure stocks during the COVID-19 pandemic: Evidence from the time and frequency domains. (2023). Yang, Cai ; Gao, Wang ; Zhang, Hongwei ; Wang, Ying. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:2:p:460-487. Full description at Econpapers || Download paper |
2023 | Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets. (2023). Kambouroudis, Dimos ; McMillan, David G ; Korkusuz, Burak. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02290-w. Full description at Econpapers || Download paper |
2023 | Predicting the returns of the US real estate investment trust market: evidence from the group method of data handling neural network. (2023). Singh, Tarlok ; Roca, Eduardo ; Liew, Alan Wee-Chung ; Zhang, Wendi. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00486-2. Full description at Econpapers || Download paper |
2023 | Cryptocurrency factor momentum. (2023). Zaremba, Adam ; Metko, Daniel ; Liedtke, Gerrit ; Fieberg, Christian. In: Quantitative Finance. RePEc:taf:quantf:v:23:y:2023:i:12:p:1853-1869. Full description at Econpapers || Download paper |
2023 | Fintech and the economic capital of Chinese commercial banks risk: Based on theory and evidence. (2023). Song, Liangrong ; Yao, Ting. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2109-2123. Full description at Econpapers || Download paper |
2023 | Gambling for recovery? Exploring the riskiness of European insurers assets during the Covid-19 crisis 2020. (2023). Beyer, Marcel. In: ICIR Working Paper Series. RePEc:zbw:icirwp:4623. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2012 | The Performance of European Index Funds and Exchange†Traded Funds In: European Financial Management. [Full Text][Citation analysis] | article | 11 |
2017 | Frontier and emerging government bond markets In: Emerging Markets Review. [Full Text][Citation analysis] | article | 7 |
2004 | Do countries or industries explain momentum in Europe? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 29 |
2002 | Do Countries or Industries Explain Momentum in Europe?.(2002) In: ERIM Report Series Research in Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2002 | Do Countries or Industries Explain Momentum in Europe?.(2002) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2004 | Do countries or industries explain momentum in Europe?.(2004) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2002 | Do Countries or Industries Explain Momentum in Europe?.(2002) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2012 | The cross-section of stock returns in frontier emerging markets In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 39 |
2012 | The Cross-Section of Stock Returns in Frontier Emerging Markets.(2012) In: ERIM Report Series Research in Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2018 | Simulating historical inflation-linked bond returns In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 2 |
2024 | Factor models for Chinese A-shares In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
2020 | Media attention and the volatility effect In: Finance Research Letters. [Full Text][Citation analysis] | article | 8 |
2021 | The structure and degree of dependence in government bond markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 5 |
2019 | Individual pension risk preference elicitation and collective asset allocation with heterogeneity In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 14 |
2015 | Can implied volatility predict returns on the currency carry trade? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 14 |
2021 | Global factor premiums In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 17 |
2009 | The economic value of fundamental and technical information in emerging currency markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 37 |
2007 | The Economic Value of Fundamental and Technical Information in Emerging Currency Markets.(2007) In: ERIM Report Series Research in Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2015 | Empirical evidence on the currency carry trade, 1900–2012 In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 20 |
2021 | Anomalies in the China A-share market In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 16 |
In: . [Full Text][Citation analysis] | article | 2 | |
2009 | Performance Evaluation of Balanced Pension Plans In: ERIM Report Series Research in Management. [Full Text][Citation analysis] | paper | 0 |
2012 | Performance evaluation of balanced pension plans.(2012) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2010 | Create Better Diversified High-Conviction Equity Portfolios using the Portfolio Diversification Index In: ERIM Report Series Research in Management. [Full Text][Citation analysis] | paper | 0 |
2012 | Emerging Markets Inflation-Linked Bonds In: ERIM Report Series Research in Management. [Citation analysis] | paper | 5 |
2005 | Why don’t Latvian pension funds diversify more internationally? In: ERIM Report Series Research in Management. [Full Text][Citation analysis] | paper | 1 |
2003 | Market timing: A decomposition of mutual fund returns In: ERIM Report Series Research in Management. [Full Text][Citation analysis] | paper | 1 |
2003 | Market Timing : A Decomposition of Mutual Fund Returns.(2003) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2003 | Market Timing : A Decomposition of Mutual Fund Returns.(2003) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
In: . [Full Text][Citation analysis] | article | 1 | |
2015 | Accounting for market risk in microfinance investments In: International Journal of Sustainable Economy. [Full Text][Citation analysis] | article | 1 |
2013 | Can exchange traded funds be used to exploit industry and country momentum? In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 16 |
2023 | The Effects of COVID-19 Policies on Consumer Spending in Norway In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
Historical Returns of the Market Portfolio In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 3 | |
2012 | An anatomy of calendar effects In: Journal of Asset Management. [Full Text][Citation analysis] | article | 11 |
2017 | Fundamental indexation for developed, emerging, and frontier government bond markets In: Journal of Asset Management. [Full Text][Citation analysis] | article | 0 |
2021 | Who owns tobacco stocks? In: Journal of Asset Management. [Full Text][Citation analysis] | article | 2 |
2002 | International industry momentum In: Journal of Asset Management. [Full Text][Citation analysis] | article | 8 |
2004 | Momentum investing: A survey In: Journal of Asset Management. [Full Text][Citation analysis] | article | 15 |
2007 | Can mutual funds time investment styles? In: Journal of Asset Management. [Full Text][Citation analysis] | article | 19 |
2008 | Fundamental indexation: An active value strategy in disguise In: Journal of Asset Management. [Full Text][Citation analysis] | article | 16 |
2018 | Equity Solvency Capital Requirements - What Institutional Regulation Can Learn from Private Investor Regulation In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 1 |
2001 | Return-based Style Analysis with Time-varying Exposures In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 25 |
2006 | Return-based style analysis with time-varying exposures.(2006) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2001 | Return-Based Style Analysis with Time-Varying Exposures.(2001) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2001 | Return-Based Style Analysis with Time-Varying Exposures.(2001) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2017 | The impact of FinTech start-ups on incumbent retail banks’ share prices In: Financial Innovation. [Full Text][Citation analysis] | article | 22 |
2023 | Empirical evidence on the ownership and liquidity of real estate tokens In: Financial Innovation. [Full Text][Citation analysis] | article | 7 |
2023 | Does excluding sin stocks cost performance? In: Journal of Sustainable Finance & Investment. [Full Text][Citation analysis] | article | 0 |
2003 | Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes In: Discussion Paper. [Full Text][Citation analysis] | paper | 12 |
2003 | Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes.(2003) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2003 | Empirical analysis of investment strategies for institutional investors In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 3 |
2003 | De gevolgen van de ontwikkelingen in de regelgeving voor de beleggingsmix van pensioenfondsen In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
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