Trevin Lam

Rabobank

Senior Quantitative Analyst

Croeselaan 18

Utrecht, 3521 CB

Netherlands

http://www.linkedin.com/pub/dir/trevin/lam

  • Rabobank

    • Email
    • Tel: +31 30 21 30543
SCHOLARLY PAPERS

4

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TOTAL CITATIONS
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Top 37,764

in Total Papers Citations

19

Scholarly Papers (4)

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1.

Strategic Asset Allocation: Determining the Optimal Portfolio with Ten Asset Classes

Downloads 19,034 ( 386)
Citation 6

Strategic Asset Allocation: Determining the Optimal Portfolio with Ten Asset Classes

Number of pages: 33 Posted: 20 May 2019
Niels Bekkers, Ronald Q. Doeswijk and Trevin Lam
Tilburg University - Tilburg University School of Economics and Management, Independent and Rabobank
Downloads 19,034 (380)
Citation 6

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strategic asset allocation, capital market expectations, mean-variance analysis, optimal portfolio, global market portfolio

Strategic Asset Allocation: Determining the Optimal Portfolio with Ten Asset Classes

Journal of Wealth Management, Vol. 12, No. 3, pp. 61-77, 2009
Posted: 02 Nov 2009
Niels Bekkers, Ronald Q. Doeswijk and Trevin Lam
Tilburg University - Tilburg University School of Economics and Management, Independent and Rabobank

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strategic asset allocation, capital market expectations, mean-variance analysis, optimal portfolio, global market portfolio

2.

The Global Multi-Asset Market Portfolio 1959-2012

Financial Analysts Journal, Forthcoming
Number of pages: 32 Posted: 12 Nov 2013 Last Revised: 03 Dec 2014
Ronald Q. Doeswijk, Trevin Lam and Laurens Swinkels
Independent, Rabobank and Erasmus University Rotterdam (EUR)
Downloads 8,804 (1,482)

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strategic asset allocation, optimal portfolio, global multi-asset market portfolio

3.

Strategic Asset Allocation: The Global Multi-Asset Market Portfolio 1959-2011

Number of pages: 22 Posted: 03 Nov 2012
Ronald Q. Doeswijk, Trevin Lam and Laurens Swinkels
Independent, Rabobank and Erasmus University Rotterdam (EUR)
Downloads 7,438 (1,954)
Citation 3

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strategic asset allocation, optimal portfolio, global multi-asset market portfolio

4.

Historical Returns of the Market Portfolio

Review of Asset Pricing Studies, Forthcoming
Number of pages: 75 Posted: 02 Jun 2017 Last Revised: 23 Oct 2019
Ronald Q. Doeswijk, Trevin Lam and Laurens Swinkels
Independent, Rabobank and Erasmus University Rotterdam (EUR)
Downloads 7,435 (1,957)
Citation 10

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Strategic Asset Allocation, Market Portfolio, Historical Returns, Investment Risk,