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Hallerbach, Winfried G.


 SSRN Author Rank: 1,876 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
10,311
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
1,203
(8,250)
1

2.  
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
1,201
(8,273)
3

3.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
03 May 13
1,150
(8,916)
 

4.   Incl. Electronic Paper
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Ning, Haikun
Erasmus Research Institute of Management (ERIM)
Soppe, Aloy B.M.
Erasmus School of Law
Spronk, J.
Erasmus Research Institute of Management (ERIM)
Posted:
18 Feb 03
Last Revised:
26 Jul 12
986
(11,391)
2

5.  
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
635
(21,814)
 

6.  
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
568
(25,449)
4

7.  
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
481
(31,791)
 

8.   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
448
(34,873)
2

9.  
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
427
(37,079)
2

10.  
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
363
(45,190)
2

11.  
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
323
(53,360)
 

12.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
30 Jun 09
320
(52,534)
 

13.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
04 Jul 09
318
(52,947)
 

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
(74,355)
2

15.  
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
(99,221)
1

16.  
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
115
(141,470)
 

17.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
04 Jul 09
Last Revised:
21 Jul 11
92
(165,512)
 

18.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
24 Dec 09
81
(179,402)
 

19.  
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
(280,433)
2

20.  
Disentangling Rebalancing Return | Show Abstract | Download |
The Journal of Asset Management (forthcoming)
Accepted Paper Series
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
05 Feb 14
260
 

21.  
Ibbotson’s Default Premium: Risky Data | Show Abstract |
The Journal of Investing, Summer, Vol. 22 No. 2, pp. 95-105
Accepted Paper Series
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Houweling, Patrick
Robeco Quantitative Strategies
Posted:
29 Jul 11
 

22.  
On the Expected Performance of Market Timing Strategies | Show Abstract |
The Journal of Portfolio Management Summer 2014, Vol. 40, No. 4: pp. 42-51
Accepted Paper Series
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Strategies
Posted:
16 Jul 11
 


Records 1 - 22 of 22 matches
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