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van Vliet, Pim


 SSRN Author Rank: 279 by Downloads
 

Robeco Asset Management - Quantitative Strategies


 Rotterdam, 3011 AG
 Netherlands
 email address

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. van Vliet, Pim's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
36,483
Total
Citations
106
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Blitz, David
Robeco Asset Management - Quantitative Strategies
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
07 Aug 08
Last Revised:
21 Jun 13
11,610
(169)
8

2.  
The Volatility Effect: Lower Risk Without Lower Return | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Portfolio Management, pp. 102-113, Fall 2007, ERIM Report Series Reference No. ERS-2007-044-F&A
Number of Pages in PDF File: 23
Blitz, David
Robeco Asset Management - Quantitative Strategies
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
17 Apr 07
5,760
(623)
21

3.   Incl. Electronic Paper
Blitz, David
Robeco Asset Management - Quantitative Strategies
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
19 Feb 09
Last Revised:
10 Oct 11
2,877
(2,113)
 

4.  
An Anatomy of Calendar Effects | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Asset Management 13(4), 2012, pp. 271-286
Number of Pages in PDF File: 24
Swinkels, Laurentius (Laurens) Adrianus Petrus
Erasmus University Rotterdam (EUR)
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
24 Apr 10
Last Revised:
07 Oct 12
1,803
(4,751)
3

5.   Incl. Electronic Paper
Blitz, David
Robeco Asset Management - Quantitative Strategies
Falkenstein, Eric G.
Pine River Capital Management
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
28 May 13
Last Revised:
21 Nov 13
1,643
(5,602)
 

6.   Incl. Electronic Paper
Post, Thierry
Koc University - Graduate School of Business
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Lansdorp, Simon D.
Robeco Quantitative Strategies
Posted:
17 Mar 09
Last Revised:
10 Oct 12
1,527
(6,356)
1

7.   Incl. Electronic Paper
Doeswijk, Ronald Q.
Robeco
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
19 Jan 11
Last Revised:
01 Nov 11
1,467
(6,808)
1

8.  
Post, Thierry
Koc University - Graduate School of Business
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
21 Jun 04
1,327
(8,066)
1

9.   Incl. Electronic Paper
Blitz, David
Robeco Asset Management - Quantitative Strategies
Pang, Juan
Shell Asset Management Company
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
06 May 12
Last Revised:
21 Jun 13
1,078
(11,326)
7

10.  
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Blitz, David
Robeco Asset Management - Quantitative Strategies
van der Grient, Bart
Robeco Asset Management - Quantitative Strategies
Posted:
08 Jul 11
1,004
(12,642)
1

11.  
Downside Risk and Asset Pricing | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2004-018-F&A, Journal of Banking and Finance, Vol. 30, No. 3, pp. 823-849, March 2006
Number of Pages in PDF File: 36
Post, Thierry
Koc University - Graduate School of Business
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
17 Feb 04
989
(12,924)
18

12.  
Risk Aversion and Skewness Preference: A Comment | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2003-009-F&A, Journal of Banking and Finance, Vol. 32, No. 7, pp. 1178-1187, 2008
Number of Pages in PDF File: 19
Post, Thierry
Koc University - Graduate School of Business
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Posted:
23 Feb 06
856
(16,179)
27

13.  
Post, Thierry
Koc University - Graduate School of Business
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
25 Aug 04
792
(18,120)
4

14.  
Fundamental Indexation: Rebalancing Assumptions and Performance | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Index Investing, Vol. 1, No. 2, pp. 82-88, 2010
Number of Pages in PDF File: 15
Blitz, David
Robeco Asset Management - Quantitative Strategies
van der Grient, Bart
Robeco Asset Management - Quantitative Strategies
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
25 Mar 10
Last Revised:
30 Sep 10
734
(20,208)
2

15.  
Benchmarking Low-Volatility Strategies | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Index Investing, Vol. 2, No. 1, pp. 44-49, 2011
Number of Pages in PDF File: 13
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Blitz, David
Robeco Asset Management - Quantitative Strategies
Posted:
28 Jun 11
664
(23,320)
2

16.  
Huij, Joop
Erasmus University - Rotterdam School of Management
Lansdorp, Simon D.
Robeco Quantitative Strategies
Blitz, David
Robeco Asset Management - Quantitative Strategies
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
29 Mar 14
581
(28,073)
 

17.   Incl. Electronic Paper
Pouchkarev, I.
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Spronk, J.
Erasmus Research Institute of Management (ERIM)
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
27 May 03
Last Revised:
10 Nov 09
514
(33,054)
1

18.  
Downside Risk Aversion, Fixed Income Exposure, and the Value Premium Puzzle | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, Vol. 36, No. 12, 2012
Number of Pages in PDF File: 48
Baltussen, Guido
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Post, Thierry
Koc University - Graduate School of Business
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
14 Feb 09
Last Revised:
22 Jun 13
476
(36,519)
1

19.  
Conditional Downside Risk and the CAPM | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2004-048-F&A
Number of Pages in PDF File: 34
Post, Thierry
Koc University - Graduate School of Business
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
26 Aug 06
397
(45,784)
8

20.  
Violations of Cpt in Mixed Gambles | Show Abstract | Download This Paper | Open PDF in Browser |
Management Science, Vol. 52, No. 8, pp. 1288-1290
Number of Pages in PDF File: 17
Baltussen, Guido
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Post, Thierry
Koc University - Graduate School of Business
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
27 Feb 04
223
(87,881)
 

21.  
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
01 Jun 15
161
(120,360)
 


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