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Doeswijk, Ronald Q.'s
Scholarly Papers
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Total Downloads
16,697 |
Total
Citations
15 |
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1.
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Strategic Asset Allocation: Determining the Optimal Portfolio with Ten Asset Classes
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Bekkers, Niels Tilburg University - Center and Faculty of Economics and Business Administration Doeswijk, Ronald Q. Robeco Lam, Trevin W. Rabobank Nederland
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26 Mar 09
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Last Revised:
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02 Nov 09
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Bekkers, Niels Tilburg University - Center and Faculty of Economics and Business Administration Doeswijk, Ronald Q. Robeco Lam, Trevin W. Rabobank Nederland
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strategic asset allocation, capital market expectations, mean-variance analysis, optimal portfolio, global market portfolio
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Bekkers, Niels Tilburg University - Center and Faculty of Economics and Business Administration Doeswijk, Ronald Q. Robeco Lam, Trevin W. Rabobank Nederland
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26 Mar 09
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22 Oct 09
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strategic asset allocation, capital market expectations, mean-variance analysis, optimal portfolio, global market portfolio
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Doeswijk, Ronald Q. Robeco Lam, Trevin W. Rabobank Nederland Swinkels, Laurens A. P. Erasmus University Rotterdam (EUR)
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2,257
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strategic asset allocation, optimal portfolio, global multi-asset market portfolio
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3.
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Global Tactical Sector Allocation: A Quantitative Approach
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Doeswijk, Ronald Q. Robeco van Vliet, Pim Robeco Asset Management - Quantitative Strategies
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Posted:
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19 Jan 11
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01 Nov 11
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1,240
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Doeswijk, Ronald Q. Robeco van Vliet, Pim Robeco Asset Management - Quantitative Strategies
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Global tactical sector allocation, out-of-sample predictability, momentum, earnings revisions, valuation, Fed policy, Sell in May, Halloween seasonal
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Doeswijk, Ronald Q. Robeco van Vliet, Pim Robeco Asset Management - Quantitative Strategies
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Global Tactical Sector Allocation, Out-of-Sample Predictability, Momentum, Earnings Revisions, Valuation, Fed Policy, Sell In May, Halloween Seasonal
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4.
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The Optimism Cycle: Sell in May
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Doeswijk, Ronald Q. Robeco
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Posted:
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02 Feb 05
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Last Revised:
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22 Aug 08
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821
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Doeswijk, Ronald Q. Robeco
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earnings revisions, optimism cycle, psychology, seasonality, sell in May
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Doeswijk, Ronald Q. Robeco
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821
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earnings revisions, optimism cycle, psychology, seasonality, sell in May
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5.
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The Profitability of Insider Trades in the Dutch Stock Market
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Biesta, Mathijs A. Erasmus University Rotterdam Doeswijk, Ronald Q. Robeco Donker, Han A. University of Northern British Columbia - School of Business
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Posted:
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09 Feb 04
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27 Oct 04
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457
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Biesta, Mathijs A. Erasmus University Rotterdam Doeswijk, Ronald Q. Robeco Donker, Han A. University of Northern British Columbia - School of Business
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457
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Buy-and-hold strategy, Dutch stock market, event study, insider trading
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Biesta, Mathijs A. Erasmus University Rotterdam Doeswijk, Ronald Q. Robeco Donker, Han A. University of Northern British Columbia - School of Business
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Buy-and-hold strategy, Dutch stock market, event study, insider trading
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6.
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Doeswijk, Ronald Q. Robeco Floor, Adriaan Steenman Asset Management
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311
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merger, acquisition, announcement premium, Dutch stock market
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Doeswijk, Ronald Q. Robeco Hemmes, Hemmo S.K. IRIS, Institute for Research and Investment Services, The Netherlands Venekamp, Roland ROBECO Group
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300
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Dutch stock market, IPO, 'hot' and 'cold issue' periods, initial underpricing, long-term underperformance
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Doeswijk, Ronald Q. Robeco
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142
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Halloween effect, Sell in May, sector rotation strategy, tactical sector allocation, optimism cycle hypothesis
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9.
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Institutional Money, Sector and Dollar Effects on the Dutch AEX Index
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Doeswijk, Ronald Q. Robeco
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Posted:
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27 Jul 04
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Last Revised:
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21 Oct 04
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86
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Doeswijk, Ronald Q. Robeco
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AEX, dollar sensitivity, institutional money flows, sector mix
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Doeswijk, Ronald Q. Robeco
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86
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AEX, dollar sensitivity, institutional money flows, sector mix
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10.
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Doeswijk, Ronald Q. Robeco
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Revision, index adjustment, additions, deletions, AEX
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11.
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Doeswijk, Ronald Q. Robeco
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Efficient Market Hypothesis, Contrarian Investment Strategies, Irrational Investors, Return, Risk, Outperformance
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12.
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Doeswijk, Ronald Q. Robeco Hemmes, Hemmo S.K. IRIS, Institute for Research and Investment Services, The Netherlands
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mergers, acquisitions, acquirers, targets, synergies, earnings revisions
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Records 1 -
12
of 12 matches
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