| . |
Lansdorp, Simon D.'s
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
2,598 |
Total
Citations
2 |
|
|
|
|
|
1.
|
|
Sorting Out Downside Beta
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
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
|
|
1,345
(5,661)
|
1
|
|
|
|
|
Post, Thierry
Koc University - Graduate School of Business van Vliet, Pim
Robeco Asset Management - Quantitative Strategies Lansdorp, Simon D.
Robeco Quantitative Strategies
|
| Posted: |
|
06 Jan 12
|
|
Last Revised:
|
|
10 Oct 12
|
|
509
|
1
|
|
| |
|
| |
Asset pricing, downside beta, CAPM, downside risk, semi-variance
|
|
|
|
|
|
|
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:
|
|
09 Dec 10
|
|
836
|
1
|
|
| |
|
| |
asset pricing, downside risk, semi-variance, lower partial moments, beta
|
|
|
|
|
|
2.
|
|
Short-Term Residual Reversal
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Blitz, David
Robeco Asset Management - Quantitative Strategies Huij, Joop
Erasmus University - Rotterdam School of Management Lansdorp, Simon D.
Robeco Quantitative Strategies Verbeek, Marno
Erasmus University - Rotterdam School of Management
|
|
Posted:
|
|
18 Aug 11
|
|
Last Revised:
|
|
01 Nov 12
|
|
1,026
(8,915)
|
1
|
|
|
|
|
Blitz, David
Robeco Asset Management - Quantitative Strategies Huij, Joop
Erasmus University - Rotterdam School of Management Lansdorp, Simon D.
Robeco Quantitative Strategies Verbeek, Marno
Erasmus University - Rotterdam School of Management
|
|
0
|
|
|
| |
|
| |
short-term reversal, dynamic risks, residual returns, trading costs, market efficiency
|
|
|
|
|
|
|
Blitz, David
Robeco Asset Management - Quantitative Strategies Huij, Joop
Erasmus University - Rotterdam School of Management Lansdorp, Simon D.
Robeco Quantitative Strategies Verbeek, Marno
Erasmus University - Rotterdam School of Management
|
| Posted: |
|
18 Aug 11
|
|
Last Revised:
|
|
01 Nov 12
|
|
1,026
|
1
|
|
| |
|
| |
short-term reversal, dynamic risks, residual returns, trading costs, market efficiency
|
|
|
|
|
|
3.
|
|
|
Huij, Joop
Erasmus University - Rotterdam School of Management Lansdorp, Simon D.
Robeco Quantitative Strategies
|
|
123
(115,851)
|
|
|
| |
|
| |
mutual funds, performance persistence, breadth, market efficiency, return dispersion, active management
|
|
|
4.
|
|
|
Huij, Joop
Erasmus University - Rotterdam School of Management Lansdorp, Simon D.
Robeco Quantitative Strategies Verbeek, Marno
Erasmus University - Rotterdam School of Management
|
|
53
(195,455)
|
|
|
| |
|
| |
mutual funds, performance-flow relation, managerial turnover
|
|
|
5.
|
|
|
Lansdorp, Simon D.
Robeco Quantitative Strategies
|
|
51
(198,916)
|
|
|
| |
|
| |
asset pricing, downside risk, short-term reversal, mutual funds, market breadth, managerial turnover
|
|
Records 1 -
5
of 5 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo6 in 0.172 seconds
|
