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Hallerbach, Winfried G.


 SSRN Author Rank: 1,960 by Downloads
 Senior researcher
 

Robeco Asset Management, Quantitative Strategies


 Rotterdam, 3011 AG
 Netherlands
 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
9,658
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.  
An Improved Estimator for Black-Scholes-Merton Implied Volatility | Show Abstract | Download |
ERIM Report Series No. ERS-2004-054-F&A
Working Paper Series
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
23 Jul 04
1,190
(8,045)
3

2.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
20 Feb 12
Last Revised:
02 Aug 12
1,097
(9,225)
1

3.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
03 May 13
1,061
(9,733)
 

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
976
(11,077)
2

5.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
16 Jul 11
Last Revised:
11 Aug 11
712
(17,790)
 

6.  
A Relative View on Tracking Error | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2005-063-F&A
Working Paper Series
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Pouchkarev, I.
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Posted:
26 Aug 06
631
(21,178)
 

7.  
The Relevance of Mcdm for Financial Decisions | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2002-69-F&A
Working Paper Series
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Spronk, J.
Erasmus Research Institute of Management (ERIM)
Posted:
17 Feb 03
566
(24,569)
4

8.  
The Effects of Decision Flexibility in the Hierarchical Investment Decision Process | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2003-047-F&A
Working Paper Series
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
477
(30,871)
 

9.   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
446
(33,693)
2

10.  
Holding Period Return-Risk Modeling: Ambiguity in Estimation | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2003-063-F&A
Working Paper Series
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
15 Oct 03
424
(35,996)
2

11.  
Holding Period Return-Risk Modeling: The Importance of Dividends | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2003-064-F&A
Working Paper Series
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
15 Oct 03
358
(44,265)
2

12.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
30 Jun 09
311
(52,316)
 

13.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
04 Jul 09
305
(53,567)
 

14.  
A Broadband Vision of the Dax Over Time | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2002-87-F&A
Working Paper Series
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
234
(71,736)
2

15.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
05 Feb 14
Last Revised:
06 Feb 14
219
(76,821)
 

16.  
Duration & Dimension | Show Abstract | Download |
Tinbergen Institute Working Paper No. TI 99-047/2
Working Paper Series
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
22 Jan 04
175
(95,824)
1

17.  
Ibbotson’s Default Premium: Risky Data | Show Abstract | Download |
Journal of Investing, Forthcoming
Accepted Paper Series
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Houweling, Patrick
Robeco Quantitative Strategies
Posted:
29 Jul 11
Last Revised:
15 May 13
162
(102,715)
1

18.  
An Alternative Decomposition of the Fisher Index | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2004-0022-F&A
Working Paper Series
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
22 Apr 04
114
(137,655)
 

19.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
04 Jul 09
Last Revised:
21 Jul 11
91
(161,123)
 

20.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
24 Dec 09
79
(176,198)
 

21.  
Analysing Perceived Downside Risk: The Component Value-at-Risk Framework | Show Abstract | Download |
European Financial Management, Vol. 10, No. 4, pp. 567-591, December 2004
Accepted Paper Series
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Menkveld, Albert J.
VU University Amsterdam
Posted:
30 Nov 04
30
(270,828)
2


Records 1 - 21 of 21 matches
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