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Swinkels, Laurens


 SSRN Author Rank: 697 by Downloads
 

Erasmus University Rotterdam (EUR)


 Burgemeester Oudlaan 50
 3000 DR Rotterdam, 3062PA
 Netherlands
 Senior Researcher
 

Norges Bank Investment Management (NBIM)


 Bankplassen 2
 P.O. Box 1179 Sentrum
 Oslo, NO-0107
 Norway
 email address

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. Swinkels, Laurens's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
19,035
Total
Citations
69
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Doeswijk, Ronald Q.
Robeco
Lam, Trevin W.
Rabobank Nederland
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Posted:
03 Nov 12
3,523
(1,199)
1

2.  
An Anatomy of Calendar Effects | Show Abstract | Download |
Journal of Asset Management 13(4), 2012, pp. 271-286
Accepted Paper Series
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
24 Apr 10
Last Revised:
07 Oct 12
1,535
(5,234)
2

3.   Incl. Electronic Paper
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
van der Sluis, Pieter Jelle
APG Asset Management, GTAA Fund
Posted:
28 Nov 01
Last Revised:
05 Jun 13
1,309
(6,854)
15

4.   Incl. Electronic Paper
Blitz, David
Robeco Asset Management - Quantitative Strategies
Huij, Joop
Erasmus University - Rotterdam School of Management
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Posted:
26 Jul 09
Last Revised:
03 Sep 13
1,286
(7,052)
3

5.   Incl. Electronic Paper
Blitz, David
Robeco Asset Management - Quantitative Strategies
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Posted:
29 Jul 08
Last Revised:
20 Jan 09
1,172
(8,273)
8

6.  
The Global Multi-Asset Market Portfolio 1959-2012 | Show Abstract | Download |
Financial Analysts Journal, Forthcoming
Accepted Paper Series
Doeswijk, Ronald Q.
Robeco
Lam, Trevin W.
Rabobank Nederland
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Posted:
12 Nov 13
Last Revised:
22 Jan 14
1,142
(8,625)
 

7.  
The Cross-Section of Stock Returns in Frontier Emerging Markets | Show Abstract | Download |
Journal of Empirical Finance, Vol. 19, Issue 5, pp. 796-818.
Accepted Paper Series
de Groot, Wilma
Robeco Asset Management
Pang, Juan
Shell Asset Management Company
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Posted:
13 May 10
Last Revised:
07 Oct 12
1,017
(10,364)
 

8.   Incl. Electronic Paper
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Posted:
20 Jul 06
Last Revised:
06 Dec 11
1,011
(10,463)
1

9.  
The Economic Value of Fundamental and Technical Information in Emerging Currency Markets | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2007-096-F&A, EFA 2008 Athens Meetings Paper
Working Paper Series
Markwat, Thijs D.
Robeco Asset Managment
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
de Zwart, Gerben J.
APG Asset Management
Posted:
29 Jan 08
Last Revised:
19 Oct 10
941
(11,711)
8

10.  
Market Timing: A Decomposition of Mutual Fund Returns | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2003-074-F&A
Working Paper Series
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Verbeek, Marno
Erasmus University - Rotterdam School of Management
van der Sluis, Pieter Jelle
APG Asset Management, GTAA Fund
Posted:
06 Nov 03
923
(12,039)
1

11.   Incl. Electronic Paper
Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Posted:
22 Aug 03
Last Revised:
19 Jun 13
902
(12,479)
6

12.   Incl. Electronic Paper
Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Posted:
01 Mar 02
Last Revised:
19 Oct 10
793
(15,192)
12

13.  
Can Exchange Traded Funds be Used to Exploit Country and Industry Momentum? | Show Abstract | Download |
Financial Markets and Portfolio Management, Forthcoming
Working Paper Series
Andreu, Laura
University of Zaragoza - Faculty of Business and Economics
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Tjong-A-Tjoe, Liam
Erasmus University Rotterdam (EUR)
Posted:
24 Jun 08
Last Revised:
07 Oct 12
647
(20,430)
 

14.  
Emerging Markets Inflation-Linked Bonds | Show Abstract | Download |
Financial Analysts Journal, Vol 68, Issue 5, pp. 38-56.
Accepted Paper Series
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Posted:
28 Jun 11
Last Revised:
07 Oct 12
550
(25,486)
1

15.   Incl. Electronic Paper
Rzezniczak, Pawel
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Posted:
23 Apr 08
Last Revised:
26 Jan 09
418
(36,571)
2

16.   Incl. Electronic Paper
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Tjong-A-Tjoe, Liam
Erasmus University Rotterdam (EUR)
Posted:
26 Jul 07
Last Revised:
07 Jan 09
397
(38,983)
9

17.   Incl. Electronic Paper
de Groot, Wilma
Robeco Asset Management
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Posted:
16 Jun 08
Last Revised:
30 Dec 08
374
(41,963)
 

18.  
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Posted:
27 Jun 06
286
(57,607)
 

19.  
Crezée, Dominiek P.
Erasmus University Rotterdam (EUR) - Department of Business Economics
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Posted:
30 Mar 10
210
(80,097)
 

20.   Incl. Electronic Paper
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Posted:
15 Feb 11
Last Revised:
28 Jun 11
151
(109,272)
 

21.  
Huij, Joop
Erasmus University - Rotterdam School of Management
Livingston, Miles
University of Florida - Department of Finance, Insurance and Real Estate
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Posted:
28 Jun 10
Last Revised:
02 Jul 10
139
(117,343)
 

22.  
Why Don't Latvian Pension Funds Diversify More Internationally? | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2005-078-F&A
Working Paper Series
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Vejina, Diana
Stockholm School of Economics in Riga
Vilans, Rainers
Stockholm School of Economics in Riga
Posted:
02 Nov 05
125
(128,132)
 

23.   Incl. Electronic Paper
Andreu, Laura
University of Zaragoza - Faculty of Business and Economics
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Posted:
05 Mar 10
Last Revised:
07 Oct 12
100
(151,065)
 

24.  
Diversity of Dutch Pension Fund Boards | Show Abstract | Download |
Pensions: An International Journal 17(3), pp. 137-143
Accepted Paper Series
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Ziesemer, Vinzenz
Erasmus University Rotterdam (EUR)
Posted:
22 Apr 12
Last Revised:
07 Oct 12
84
(169,405)
 

25.  
High-Conviction Equity Portfolio Optimization | Show Abstract |
The Journal of Risk, Vol. 13, No. 2, pp. 57-70, 2010
Accepted Paper Series
Crezée, Dominiek P.
Erasmus University Rotterdam (EUR) - Department of Business Economics
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Posted:
08 Feb 11
 

26.  
Momentum Investing: A Survey | Show Abstract |
Journal of Asset Management, Vol. 5, Issue 2, pp. 120-143, 2004
Accepted Paper Series
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Posted:
02 Nov 08
 

27.  
International Industry Momentum | Show Abstract |
Journal of Asset Management, Vol. 3, No. 2, pp. 124-141
Accepted Paper Series
Swinkels, Laurens
Erasmus University Rotterdam (EUR)
Posted:
21 Oct 02
 


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