| . |
Molenaar, R.'s
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
6,251 |
Total
Citations
58 |
|
|
|
|
|
1.
|
|
|
Vrugt, Evert B.
VU University Amsterdam, PGO-IM Bauer, Rob
Maastricht University Molenaar, R.
Robeco Investments Steenkamp, Tom
ABP Investments - Research Department
|
| Posted: |
|
25 Aug 04
|
|
Last Revised:
|
|
27 Nov 09
|
|
2,143
(2,510)
|
2
|
|
| |
|
| |
Commodity futures, market timing
|
|
|
2.
|
|
|
Hoevenaars, Roy P. M. M.
APG Asset Management Molenaar, R.
Robeco Investments Schotman, Peter C.
Maastricht University Steenkamp, Tom
ABP Investments - Research Department
|
|
1,206
(6,749)
|
32
|
|
| |
|
| |
Strategic asset allocation, asset liability management
|
|
|
3.
|
|
Strategic Asset Allocation for Long-Term Investors: Parameter Uncertainty and Prior Information
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Hoevenaars, Roy P. M. M.
APG Asset Management Molenaar, R.
Robeco Investments Schotman, Peter C.
Maastricht University Steenkamp, Tom
ABP Investments - Research Department
|
|
Posted:
|
|
01 Jun 06
|
|
Last Revised:
|
|
09 Mar 13
|
|
765
(14,043)
|
6
|
|
|
|
|
Hoevenaars, Roy P. M. M.
APG Asset Management Molenaar, R.
Robeco Investments Schotman, Peter C.
Maastricht University Steenkamp, Tom
ABP Investments - Research Department
|
|
121
|
6
|
|
| |
|
| |
strategic asset allocation, Bayesian vector autoregression, parameter uncertainty, robust portfolio choice
|
|
|
|
|
|
|
Hoevenaars, Roy P. M. M.
APG Asset Management Molenaar, R.
Robeco Investments Schotman, Peter C.
Maastricht University Steenkamp, Tom
ABP Investments - Research Department
|
| Posted: |
|
01 Jun 06
|
|
Last Revised:
|
|
09 Mar 13
|
|
644
|
6
|
|
| |
|
| |
strategic asset allocation, bayesian vector autoregression, parameter uncertainty
|
|
|
|
|
|
4.
|
|
|
Bauer, Rob
Maastricht University Molenaar, R.
Robeco Investments
|
|
629
(18,641)
|
3
|
|
| |
|
| |
Value Premium, Style Rotation, Recursive Modeling, Model Selection
|
|
|
5.
|
|
The Real-Time Predictability of the Size and Value Premium in Japan
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Bauer, Rob
Maastricht University Derwall, Jeroen
Tilburg University - School of Economics Molenaar, R.
Robeco Investments
|
|
Posted:
|
|
09 Dec 02
|
|
Last Revised:
|
|
25 Dec 04
|
|
502
(25,324)
|
7
|
|
|
|
|
Bauer, Rob
Maastricht University Derwall, Jeroen
Tilburg University - School of Economics Molenaar, R.
Robeco Investments
|
|
0
|
|
|
| |
|
| |
Size premium, value premium, recursive modeling, model selection, style switching, real time predictability
|
|
|
|
|
|
|
Bauer, Rob
Maastricht University Derwall, Jeroen
Tilburg University - School of Economics Molenaar, R.
Robeco Investments
|
|
502
|
7
|
|
| |
|
| |
size premium, value premium, style rotation, recursive modeling, model selection
|
|
|
|
|
|
6.
|
|
|
van den Goorbergh, Rob
APG Asset Management Steenbeek, Onno W.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Molenaar, R.
Robeco Investments Vlaar, Peter
Algemene Pensioen Groep (APG)
|
| Posted: |
|
15 Dec 09
|
|
Last Revised:
|
|
13 Jun 11
|
|
377
(36,607)
|
1
|
|
| |
|
| |
essentially affine macro-finance term structure model, time-varying volatilities and correlations, jumps, options, swaptions, asset liability management
|
|
|
7.
|
|
Public Investment Funds and Value-Based Generational Accounting
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Ponds, Eduard
Hoevenaars, Roy P. M. M.
APG Asset Management Molenaar, R.
Robeco Investments
|
|
Posted:
|
|
17 Jan 09
|
|
Last Revised:
|
|
30 Jan 12
|
|
323
(44,105)
|
7
|
|
|
|
|
Ponds, Eduard
Hoevenaars, Roy P. M. M.
APG Asset Management Molenaar, R.
Robeco Investments
|
| Posted: |
|
22 Nov 09
|
|
Last Revised:
|
|
30 Jan 12
|
|
140
|
7
|
|
| |
|
| |
sovereign wealth fund, public investment funds, public pension funds, value-based ALM, generational accounting, embedded options, intergenerational transfer, stochastic discount factor
|
|
|
|
|
|
|
Hoevenaars, Roy P. M. M.
APG Asset Management Molenaar, R.
Robeco Investments Ponds, Eduard
Robeco Investments
|
|
183
|
7
|
|
| |
|
| |
Sovereign Wealth Fund, public investment funds, public pension funds
|
|
|
|
|
|
8.
|
|
|
van den Goorbergh, Rob
APG Asset Management Molenaar, R.
Robeco Investments Steenbeek, Onno W.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Vlaar, Peter
Algemene Pensioen Groep (APG)
|
| Posted: |
|
23 Apr 11
|
|
Last Revised:
|
|
14 Jun 11
|
|
91
(143,882)
|
|
|
| |
|
| |
essentially affine macro-finance term structure model, time-varying volatilities and correlations, jumps, options, swaptions
|
|
|
9.
|
|
Risk Sharing and Individual Lifecycle Investing in Funded Collective Pensions
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Ponds, Eduard
Molenaar, R.
Robeco Investments
|
|
Posted:
|
|
12 Jan 11
|
|
Last Revised:
|
|
07 Feb 11
|
|
86
(149,262)
|
|
|
|
|
|
Ponds, Eduard
Molenaar, R.
Robeco Investments
|
|
59
|
|
|
| |
|
| |
Pension Funds, The Netherlands, Intergenerational Risk Sharing, Lifecycle Savings and Investments
|
|
|
|
|
|
|
Ponds, Eduard
Molenaar, R.
Robeco Investments
|
|
27
|
|
|
| |
|
| |
pension funds, the Netherlands, intergenerational risk sharing, lifecycle savings and investments
|
|
|
|
|
|
10.
|
|
|
Molenaar, R.
Robeco Investments Peijnenburg, Kim
Bocconi University - Department of Finance Ponds, Eduard
Bocconi University - Department of Finance
|
|
69
(170,494)
|
|
|
| |
|
| |
retirement, pension funds, intergenerational risk sharing
|
|
|
11.
|
|
The Impact of Human Capital on Life-Cycle Portfolio Choice: Evidence for the Netherlands
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Minderhoud, Ingmar
Tilburg University Molenaar, R.
Robeco Investments Ponds, Eduard
Robeco Investments
|
|
Posted:
|
|
17 Feb 11
|
|
Last Revised:
|
|
27 Oct 11
|
|
60
(183,567)
|
|
|
|
|
|
Minderhoud, Ingmar
Tilburg University Molenaar, R.
Robeco Investments Ponds, Eduard
Robeco Investments
|
| Posted: |
|
21 Feb 11
|
|
Last Revised:
|
|
27 Oct 11
|
|
27
|
|
|
| |
|
| |
life-cycle investment, human capital, wage profiles, co-integration, vector error correction model, dynamic portfolio choice
|
|
|
|
|
|
|
Minderhoud, Ingmar
Tilburg University Molenaar, R.
Robeco Investments Ponds, Eduard
Robeco Investments
|
|
33
|
|
|
| |
|
| |
life-cycle investment, human capital, wage profiles, co-integration, vector error correction model, dynamic portfolio choice
|
|
|
|
|
