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Pim van Vliet
Pim van Vliet
Robeco Asset Management, Erasmus School of Economics PhD
Dirección de correo verificada de robeco.com - Página principal
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Citado por
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Año
The volatility effect
DC Blitz, P Van Vliet
The Journal of Portfolio Management 34 (1), 102-113, 2007
5682007
The volatility effect in emerging markets
D Blitz, J Pang, P Van Vliet
Emerging Markets Review 16, 31-45, 2013
1672013
Risk aversion and skewness preference
T Post, P Van Vliet, H Levy
Journal of Banking & Finance 32 (7), 1178-1187, 2008
1442008
Downside risk and asset pricing
T Post, P Van Vliet
Journal of Banking & Finance 30 (3), 823-849, 2006
1292006
Global tactical cross-asset allocation: applying value and momentum across asset classes
DC Blitz, P Van Vliet
The Journal of Portfolio Management 35 (1), 23-38, 2008
1192008
Explanations for the volatility effect: An overview based on the CAPM assumptions
D Blitz, E Falkenstein, P Van Vliet
The Journal of Portfolio Management 40 (3), 61-76, 2014
952014
Violations of cumulative prospect theory in mixed gambles with moderate probabilities
G Baltussen, T Post, P Van Vliet
Management science 52 (8), 1288-1290, 2006
722006
Conditional downside risk and the CAPM
T Post, P Van Vliet
ERS-2004-048-F&A, 2005
632005
An anatomy of calendar effects
L Swinkels, P Van Vliet
Journal of Asset Management 13 (4), 271-286, 2012
472012
Five concerns with the five-factor model
D Blitz, MX Hanauer, M Vidojevic, P Van Vliet
The Journal of Portfolio Management 44 (4), 71-78, 2018
422018
Fundamental indexation: Rebalancing assumptions and performance
D Blitz, B Van Der Grient, P Van Vliet
The Journal of Index Investing 1 (2), 82-88, 2010
402010
Global factor premiums
G Baltussen, L Swinkels, P Van Vliet
Journal of Financial Economics 142 (3), 1128-1154, 2021
342021
The volatility effect revisited
D Blitz, P Van Vliet, G Baltussen
The Journal of Portfolio Management 46 (2), 45-63, 2019
322019
Factor investing: Long-only versus long-short
J Huij, S Lansdorp, D Blitz, P van Vliet
Available at SSRN 2417221, 2014
322014
Sorting out downside beta
T Post, P Van Vliet, S Lansdorp
Available at SSRN 1980614, 2012
292012
Downside Risk and Empirical Asset Pricing
P van Vliet
292004
Is the relation between volatility and expected stock returns positive, flat or negative?
P Van Vliet, D Blitz, B van der Grient
Flat or Negative, 2011
252011
Global tactical sector allocation: A quantitative approach
R Doeswijk, P Van Vliet
The Journal of Portfolio Management 38 (1), 29-47, 2011
242011
When equity factors drop their shorts
D Blitz, G Baltussen, P van Vliet
Financial Analysts Journal 76 (4), 73-99, 2020
222020
Benchmarking Low-Volatility Strategies
P Van Vliet, D Blitz
Journal of Index Investing, Vol. 2, No. 1, pp. 44-49, 2011, 2011
21*2011
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