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Hallerbach, Winfried G.


 SSRN Author Rank: 1,977 by Downloads
 Senior Researcher
 

Robeco Asset Management, Quantitative Strategies


 Coolsingel 120
 Rotterdam, 3011 AG
 Netherlands
 +31102242316 (Phone)
 HOME PAGE: http://www.robeco.com/quant
 email address

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. Hallerbach, Winfried G.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
10,721
Total
Citations
22
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
20 Feb 12
Last Revised:
15 Aug 14
1,469
(6,556)
1

2.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
03 May 13
Last Revised:
07 Apr 15
1,299
(8,051)
1

3.  
An Improved Estimator for Black-Scholes-Merton Implied Volatility | Show Abstract | Download This Paper |
ERIM Report Series No. ERS-2004-054-F&A
Number of Pages in PDF File: 21
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
23 Jul 04
1,256
(8,524)
3

4.   Incl. Electronic Paper
Spronk, J.
Erasmus Research Institute of Management (ERIM)
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Ning, Haikun
Erasmus Research Institute of Management (ERIM)
Soppe, Aloy B.M.
Erasmus School of Law
Posted:
18 Feb 03
Last Revised:
26 Jul 12
996
(12,396)
2

5.  
Haesen, Daniel
Robeco Asset Management, Quantitative Strategies
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Markwat, Thijs D.
Robeco Asset Management
Molenaar, Roderick
Robeco Asset Management
Posted:
12 Aug 14
Last Revised:
19 Dec 14
861
(15,441)
 

6.  
A Relative View on Tracking Error | Show Abstract | Download This Paper |
ERIM Report Series Reference No. ERS-2005-063-F&A
Number of Pages in PDF File: 33
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Pouchkarev, I.
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Posted:
26 Aug 06
640
(23,727)
 

7.  
The Relevance of Mcdm for Financial Decisions | Show Abstract | Download This Paper |
ERIM Report Series Reference No. ERS-2002-69-F&A
Number of Pages in PDF File: 22
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Spronk, J.
Erasmus Research Institute of Management (ERIM)
Posted:
17 Feb 03
572
(27,812)
4

8.  
The Effects of Decision Flexibility in the Hierarchical Investment Decision Process | Show Abstract | Download This Paper |
ERIM Report Series Reference No. ERS-2003-047-F&A
Number of Pages in PDF File: 27
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Ning, Haikun
Erasmus Research Institute of Management (ERIM)
Spronk, J.
Erasmus Research Institute of Management (ERIM)
Posted:
26 Aug 06
484
(34,664)
 

9.  
Disentangling Rebalancing Return | Show Abstract | Download This Paper |
The Journal of Asset Management (Forthcoming)
Number of Pages in PDF File: 31
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
05 Feb 14
Last Revised:
23 Aug 14
460
(37,050)
 

10.   Incl. Electronic Paper
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Spronk, J.
Erasmus Research Institute of Management (ERIM)
Posted:
25 Feb 04
Last Revised:
26 Jul 12
450
(38,109)
2

11.  
Holding Period Return-Risk Modeling: Ambiguity in Estimation | Show Abstract | Download This Paper |
ERIM Report Series Reference No. ERS-2003-063-F&A
Number of Pages in PDF File: 22
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
15 Oct 03
434
(39,846)
2

12.  
Holding Period Return-Risk Modeling: The Importance of Dividends | Show Abstract | Download This Paper |
ERIM Report Series Reference No. ERS-2003-064-F&A
Number of Pages in PDF File: 24
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
15 Oct 03
369
(48,609)
2

13.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
30 Jun 09
343
(53,183)
 

14.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
04 Jul 09
336
(54,434)
 

15.  
A Broadband Vision of the Dax Over Time | Show Abstract | Download This Paper |
ERIM Report Series Reference No. ERS-2002-87-F&A
Number of Pages in PDF File: 23
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Hundack, Christoph
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Pouchkarev, I.
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Spronk, J.
Erasmus Research Institute of Management (ERIM)
Posted:
20 Jan 03
235
(80,913)
2

16.  
Duration & Dimension | Show Abstract | Download This Paper |
Tinbergen Institute Working Paper No. TI 99-047/2
Number of Pages in PDF File: 10
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
22 Jan 04
179
(105,926)
1

17.  
An Alternative Decomposition of the Fisher Index | Show Abstract | Download This Paper |
ERIM Report Series Reference No. ERS-2004-0022-F&A
Number of Pages in PDF File: 17
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
22 Apr 04
115
(153,537)
 

18.  
Rational Greeks | Show Abstract | Download This Paper |
Number of Pages in PDF File: 26
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
04 Jul 09
Last Revised:
21 Jul 11
94
(177,011)
 

19.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
24 Dec 09
83
(191,692)
 

20.  
Analysing Perceived Downside Risk: The Component Value-at-Risk Framework | Show Abstract | Add to Cart |
European Financial Management, Vol. 10, No. 4, pp. 567-591, December 2004
Number of Pages in PDF File: 25
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Menkveld, Albert J.
VU University Amsterdam
Posted:
30 Nov 04
30
(304,161)
2

21.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Pouchkarev, I.
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Posted:
28 Mar 15
16
(361,358)
 

22.  
Ibbotson’s Default Premium: Risky Data | Show Abstract |
The Journal of Investing, Summer, Vol. 22 No. 2, pp. 95-105
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Houweling, Patrick
Robeco Quantitative Strategies
Posted:
29 Jul 11
Last Revised:
23 Aug 14
 

23.  
On the Expected Performance of Market Timing Strategies | Show Abstract |
The Journal of Portfolio Management Summer 2014, Vol. 40, No. 4: pp. 42-51
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
16 Jul 11
Last Revised:
23 Aug 14
 


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