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Swinkels, Laurens A. P.'s
Scholarly Papers
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Total
Downloads
15,550 |
Total
Citations
66 |
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1.
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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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2,160
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strategic asset allocation, optimal portfolio, global multi-asset market portfolio
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2.
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Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR) van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
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24 Apr 10
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Last Revised:
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07 Oct 12
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1,282
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Calendar effects, Halloween indicator, Holiday effect, January effect, Seasonal patterns, Turn-of-the-month effect, Weekend effect
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3.
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Return-Based Style Analysis with Time-Varying Exposures
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Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR) van der Sluis, Pieter Jelle
APG Asset Management, GTAA Fund
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Posted:
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28 Nov 01
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Last Revised:
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28 Nov 08
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1,274
(6,207)
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13
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Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR) van der Sluis, Pieter Jelle
APG Asset Management, GTAA Fund
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0
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Dynamic models, Kalman filter, Mutual funds, Style analysis
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Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR) van der Sluis, Pieter Jelle
APG Asset Management, GTAA Fund
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1,274
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13
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Dynamic models, Kalman filter, Mutual funds, Style analysis
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4.
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The Performance of European Index Funds and Exchange-Traded Funds
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Blitz, David
Robeco Asset Management - Quantitative Strategies Huij, Joop
Erasmus University - Rotterdam School of Management Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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Posted:
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26 Jul 09
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Last Revised:
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14 Feb 11
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1,169
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Blitz, David
Robeco Asset Management - Quantitative Strategies Huij, Joop
Erasmus University - Rotterdam School of Management Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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passive investing, index fund, ETF, dividend taxes, performance evaluation
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Blitz, David
Robeco Asset Management - Quantitative Strategies Huij, Joop
Erasmus University - Rotterdam School of Management Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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26 Jul 09
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Last Revised:
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18 May 10
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1,169
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passive investing, index fund, ETF, dividend taxes, performance evaluation
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5.
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Fundamental Indexation: An Active Value Strategy in Disguise
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Blitz, David
Robeco Asset Management - Quantitative Strategies Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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Posted:
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29 Jul 08
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Last Revised:
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20 Jan 09
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1,130
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8
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Blitz, David
Robeco Asset Management - Quantitative Strategies Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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Indexation, Fundamental Indexing, Alternative Beta, Value Premium, Capitalization Weighting, Non-Cap Based Indexing, Portfolio Construction
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Blitz, David
Robeco Asset Management - Quantitative Strategies Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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29 Jul 08
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Last Revised:
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15 Dec 08
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1,130
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8
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Indexation, Fundamental Indexing, Alternative Beta, Value Premium, Capitalization Weighting, Non-Cap Based Indexing, Portfolio Construction
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6.
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Have Pension Plans Changed after the Introduction of IFRS?
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Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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Posted:
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20 Jul 06
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Last Revised:
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06 Dec 11
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952
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Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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0
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defined benefit, defined contribution, IFRS, pension funds
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Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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952
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Defined benefit, Defined contribution, IFRS, Pension funds
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7.
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de Groot, Wilma
Robeco Asset Management Pang, Juan
Shell Asset Management Company Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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13 May 10
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Last Revised:
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07 Oct 12
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915
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Alpha, Behavioral finance, Emerging markets, Frontier Markets, Momentum effect, Size effect, Value effect
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8.
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Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR) Verbeek, Marno
Erasmus University - Rotterdam School of Management van der Sluis, Pieter Jelle
APG Asset Management, GTAA Fund
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908
(10,804)
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1
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market timing, mutual funds, performance evaluation, pensioenfondsen
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9.
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Markwat, Thijs D.
Robeco Asset Managment van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR) de Zwart, Gerben J.
APG Asset Management
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29 Jan 08
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Last Revised:
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19 Oct 10
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886
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emerging markets, foreign exchange rates, structural exchange rate models, technical trading, heterogeneous agents
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10.
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Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes
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Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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Posted:
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22 Aug 03
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Last Revised:
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22 Jan 09
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876
(11,408)
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6
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Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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0
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Asset Liability Management, Commodities, Optimal portfolio choice, Pension funds, Strategic asset allocation, Tactical asset allocation
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Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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876
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6
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Asset Liability Management, Commodities, Optimal portfolio choice, Pension funds, Strategic asset allocation, Tactical asset allocation
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11.
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Do Countries or Industries Explain Momentum in Europe?
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Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration Verbeek, Marno
Erasmus University - Rotterdam School of Management Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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Posted:
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01 Mar 02
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Last Revised:
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19 Oct 10
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784
(13,561)
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13
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Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration Verbeek, Marno
Erasmus University - Rotterdam School of Management Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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0
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country risk, industry risk, momentum effect, portfolio selection
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Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration Verbeek, Marno
Erasmus University - Rotterdam School of Management Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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784
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12
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country risk, industry risk, momentum effect, portfolio selection, technology adoption
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12.
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Andreu, Laura
University of Zaragoza - Faculty of Business and Economics Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR) Tjong-A-Tjoe, Liam
Erasmus University Rotterdam (EUR)
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24 Jun 08
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Last Revised:
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07 Oct 12
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598
(20,115)
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Alpha, Country momentum strategies, Exchange traded funds, Industry momentum strategies, Transactions costs
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13.
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Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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28 Jun 11
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Last Revised:
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07 Oct 12
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440
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1
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allocation, bonds, emerging debt, emerging markets, fixed income, inflation, inflation-linked bonds
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14.
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Performance Evaluation of Polish Mutual Fund Managers
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Rzezniczak, Pawel
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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Posted:
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23 Apr 08
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Last Revised:
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26 Jan 09
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402
(33,892)
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2
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Rzezniczak, Pawel
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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0
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Emerging Markets, Mutual funds, Performance Evaluation, Poland
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Rzezniczak, Pawel
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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23 Apr 08
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Last Revised:
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24 Jun 08
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402
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Emerging Markets, Mutual funds, Performance Evaluation, Poland
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15.
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Can Mutual Funds Time Investment Styles?
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Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR) Tjong-A-Tjoe, Liam
Erasmus University Rotterdam (EUR)
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Posted:
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26 Jul 07
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Last Revised:
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07 Jan 09
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389
(35,318)
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9
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Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR) Tjong-A-Tjoe, Liam
Erasmus University Rotterdam (EUR)
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0
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Mutual funds, performance evaluation, style timing
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Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR) Tjong-A-Tjoe, Liam
Erasmus University Rotterdam (EUR)
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389
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9
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Mutual funds, performance evaluation, style timing
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16.
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Incorporating Uncertainty about Alternative Assets in Strategic Pension Fund Asset Allocation
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de Groot, Wilma
Robeco Asset Management Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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Posted:
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16 Jun 08
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Last Revised:
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30 Dec 08
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368
(37,809)
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de Groot, Wilma
Robeco Asset Management Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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0
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Alternative investments, Asset allocation, Liability driven investing, Robust optimization, Uncertainty
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de Groot, Wilma
Robeco Asset Management Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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368
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Alternative investments, Asset allocation, Liability driven investing; Robust optimization; Uncertainty
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17.
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Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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281
(52,032)
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Mutual funds, Risk factors, Style analysis
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18.
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Crezée, Dominiek P.
Erasmus University Rotterdam (EUR) - Department of Business Economics Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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197
(75,995)
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Diversification, Portfolio construction, Risk reduction
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The Case for Local Fair Value Discount Rates Under IFRS
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Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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Posted:
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15 Feb 11
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Last Revised:
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28 Jun 11
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140
(104,043)
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Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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0
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accounting, discount Rate, fair value, IFRS, pension accounting, pension fund
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Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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140
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Accounting, Discount Rate, Fair Value, IFRS, Pension Accounting, Pension Fund
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20.
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Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR) Vejina, Diana
Stockholm School of Economics in Riga Vilans, Rainers
Stockholm School of Economics in Riga
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122
(116,599)
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Emerging Markets, Home Bias, International Investing, Pension Funds
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21.
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Huij, Joop
Erasmus University - Rotterdam School of Management Livingston, Miles
University of Florida - Department of Finance, Insurance and Real Estate Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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28 Jun 10
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Last Revised:
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02 Jul 10
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119
(118,961)
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Arbitrage, Bonds, Risk Arbitrage, Strips
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22.
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Performance Evaluation of Balanced Pension Plans
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Andreu, Laura
University of Zaragoza - Faculty of Business and Economics Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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Posted:
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05 Mar 10
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Last Revised:
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07 Oct 12
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96
(139,125)
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Andreu, Laura
University of Zaragoza - Faculty of Business and Economics Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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10 Feb 11
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Last Revised:
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07 Oct 12
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0
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Andreu, Laura
University of Zaragoza - Faculty of Business and Economics Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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96
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Balanced Pension Plans, Market Timing, Performance Evaluation, Stockpicking
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23.
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Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR) Ziesemer, Vinzenz
Erasmus University Rotterdam (EUR)
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| Posted: |
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22 Apr 12
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Last Revised:
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07 Oct 12
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62
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Diversity, Governance, Pension Funds
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24.
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Crezée, Dominiek P.
Erasmus University Rotterdam (EUR) - Department of Business Economics Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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25.
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Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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Alpha, Equity Investing, Momentum, Return Continuation, Transactions Costs
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26.
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Swinkels, Laurens A. P.
Erasmus University Rotterdam (EUR)
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industry effects, international investing, momentum strategies, portfolio management
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