Feedback to SSRN

 
  • Selected
  • Entire List
 

van Vliet, Pim


 SSRN Author Rank: 292 by Downloads
 

Robeco Asset Management - Quantitative Strategies


 Rotterdam, 3011 AG
 Netherlands
 email address

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. van Vliet, Pim's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
32,873
Total
Citations
103
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
10,610
(166)
7

2.  
The Volatility Effect: Lower Risk Without Lower Return | Show Abstract | Download |
Journal of Portfolio Management, pp. 102-113, Fall 2007, ERIM Report Series Reference No. ERS-2007-044-F&A
Accepted Paper Series
Blitz, David
Robeco Asset Management - Quantitative Strategies
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
17 Apr 07
5,039
(688)
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
2,707
(2,046)
 

4.  
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
1,607
(5,070)
2

5.   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
1,458
(6,025)
1

6.   Incl. Electronic Paper
Doeswijk, Ronald Q.
Robeco
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
19 Jan 11
Last Revised:
01 Nov 11
1,384
(6,572)
1

7.   Incl. Electronic Paper
Blitz, David
Robeco Asset Management - Quantitative Strategies
Falkenstein, Eric G.
Walleye Software LLC
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
28 May 13
Last Revised:
21 Nov 13
1,316
(7,137)
 

8.  
Post, Thierry
Koc University - Graduate School of Business
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
21 Jun 04
1,310
(7,191)
1

9.  
Downside Risk and Asset Pricing | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2004-018-F&A, Journal of Banking and Finance, Vol. 30, No. 3, pp. 823-849, March 2006
Working Paper Series
Post, Thierry
Koc University - Graduate School of Business
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
17 Feb 04
959
(11,899)
18

10.   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
922
(12,621)
6

11.  
Risk Aversion and Skewness Preference: A Comment | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2003-009-F&A, Journal of Banking and Finance, Vol. 32, No. 7, pp. 1178-1187, 2008
Working Paper Series
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
843
(14,471)
27

12.  
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
816
(15,226)
1

13.  
Post, Thierry
Koc University - Graduate School of Business
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
25 Aug 04
778
(16,348)
4

14.  
Fundamental Indexation: Rebalancing Assumptions and Performance | Show Abstract | Download |
Journal of Index Investing, Vol. 1, No. 2, pp. 82-88, 2010
Accepted Paper Series
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
680
(19,836)
2

15.  
Benchmarking Low-Volatility Strategies | Show Abstract | Download |
Journal of Index Investing, Vol. 2, No. 1, pp. 44-49, 2011
Accepted Paper Series
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Blitz, David
Robeco Asset Management - Quantitative Strategies
Posted:
28 Jun 11
599
(23,670)
2

16.   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
510
(29,495)
1

17.  
Downside Risk Aversion, Fixed Income Exposure, and the Value Premium Puzzle | Show Abstract | Download |
Journal of Banking and Finance, Vol. 36, No. 12, 2012
Accepted Paper Series
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
469
(32,967)
1

18.  
Conditional Downside Risk and the CAPM | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2004-048-F&A
Working Paper Series
Post, Thierry
Koc University - Graduate School of Business
van Vliet, Pim
Robeco Asset Management - Quantitative Strategies
Posted:
26 Aug 06
382
(42,606)
8

19.  
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
267
(64,781)
 

20.  
Violations of Cpt in Mixed Gambles | Show Abstract | Download |
Management Science, Vol. 52, No. 8, pp. 1288-1290
Accepted Paper Series
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
217
(80,605)
 


Records 1 - 20 of 20 matches
[ 1 ]

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo7 in 0.344 seconds