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Houweling, Patrick


 SSRN Author Rank: 1,655 by Downloads
 Quantitative Researcher
 

Robeco Quantitative Strategies


 Coolsingel 120
 Rotterdam, 3011 AG
 Netherlands
 +31-10-2243538 (Phone)
 HOME PAGE: http://www.patrickhouweling.com/research/
 email address

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. Houweling, Patrick's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
11,228
Total
Citations
139
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Pricing Default Swaps: Empirical Evidence | Show Abstract | Download |
Journal of International Money and Finance, Vol. 24, pp. 1200-1225, 2005, EFA 2002 Berlin Meetings Presented Paper, EFMA 2002 London Meetings, ERIM Report Series
Accepted Paper Series
Houweling, Patrick
Robeco Quantitative Strategies
Vorst, Ton
VU University Amsterdam - Department of Finance and Financial Sector Management
Posted:
24 Dec 01
4,572
(802)
69

2.  
The Joint Estimation of Term Structures and Credit Spreads | Show Abstract | Download |
Journal of Empirical Finance, Vol. 8, No. 3, pp. 297-323, 2001
Accepted Paper Series
Houweling, Patrick
Robeco Quantitative Strategies
Kleibergen, Frank R.
Brown University - Department of Economics
Hoek, Jaap
Robeco Asset Management
Posted:
27 Apr 99
1,985
(3,464)
9

3.  
DTS (Duration Times Spread) | Show Abstract | Download |
Journal of Portfolio Management, Winter 2007
Accepted Paper Series
Ben Dor, Arik
Lehman Brothers, New York - Fixed Income Research
Dynkin, Lev
Lehman Brothers
Hyman, Jay
Lehman Brothers
Houweling, Patrick
Robeco Quantitative Strategies
Leeuwen, Erik van
Robeco Asset Management
Penninga, Olaf
Robeco Asset Management
Posted:
14 Jan 07
1,722
(4,457)
 

4.  
Comparing Possible Proxies of Corporate Bond Liquidity | Show Abstract | Download |
Journal of Banking and Finance, Vol. 29, No. 6, pp. 1331-1358, 2005, EFA 2003 Annual Conference Paper No. 298
Accepted Paper Series
Houweling, Patrick
Robeco Quantitative Strategies
Mentink, Albert
AEGON Group - AEGON Asset Management
Vorst, Ton
VU University Amsterdam - Department of Finance and Financial Sector Management
Posted:
01 Aug 03
1,467
(5,919)
39

5.  
Haesen, Daniel
Robeco Quantitative Strategies
Houweling, Patrick
Robeco Quantitative Strategies
van Zundert, Jeroen
Robeco Quantitative Strategies
Posted:
22 Aug 12
Last Revised:
21 Nov 13
331
(50,058)
 

6.  
Haesen, Daniel
Robeco Quantitative Strategies
Houweling, Patrick
Robeco Quantitative Strategies
Posted:
23 Aug 11
Last Revised:
15 Nov 13
295
(57,355)
 

7.  
On the Performance of Fixed Income Exchange Traded Funds | Show Abstract | Download |
The Journal of Index Investing, Summer 2012, Vol. 3, No. 1: pp. 39-44
Accepted Paper Series
Houweling, Patrick
Robeco Quantitative Strategies
Posted:
14 May 11
Last Revised:
30 May 12
257
(66,898)
 

8.  
Valuing Euro Rating-Triggered Step-Up Telecom Bonds | Show Abstract | Download |
Journal of Derivatives, Spring, pp. 63-80, 2004
Accepted Paper Series
Houweling, Patrick
Robeco Quantitative Strategies
Mentink, Albert
AEGON Group - AEGON Asset Management
Vorst, Ton
VU University Amsterdam - Department of Finance and Financial Sector Management
Posted:
11 Mar 03
232
(74,515)
5

9.  
An Empirical Comparison of Default Swap Pricing Models | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2002-23-F&A
Working Paper Series
Houweling, Patrick
Robeco Quantitative Strategies
Vorst, Ton
VU University Amsterdam - Department of Finance and Financial Sector Management
Posted:
03 Nov 09
201
(86,359)
16

10.  
Ibbotson’s Default Premium: Risky Data | Show Abstract | Download |
Journal of Investing, Forthcoming
Accepted Paper Series
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Houweling, Patrick
Robeco Quantitative Strategies
Posted:
29 Jul 11
Last Revised:
15 May 13
166
(103,433)
1


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