Onno W. Steenbeek

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

Professor of Pension Fund Risk Management

Dept. of Finance, H14-1

P.O. Box 1738

3000 DR Rotterdam, 3000DR

Netherlands

http://people.few.eur.nl/steenbeek/

APG All Pensions Group

Director of ALM and Risk Policy

Gustav Mahlerplein 3

P.O. Box 75283

1070 AG Amsterdam

Netherlands

http://www.apg.nl

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 11,525

SSRN RANKINGS

Top 11,525

in Total Papers Downloads

3,188

CITATIONS
Rank 11,109

SSRN RANKINGS

Top 11,109

in Total Papers Citations

37

Scholarly Papers (16)

1.

Double or Nothing: Patterns of Equity Fund Holdings and Transactions

EFA 2005 Moscow Meetings Paper
Number of pages: 46 Posted: 11 Jul 2005
New York University - Stern School of Business, University of New South Wales (UNSW Australia), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Macquarie Graduate School of Management
Downloads 972 (16,197)
Citation 18

Abstract:

Prospect Theory, Disposition Effect, Risk management; Performance evaluation; Window dressing

2.

Risk Models after the Credit Crisis

Number of pages: 31 Posted: 15 Dec 2009 Last Revised: 13 Jun 2011
APG Asset Management, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Robeco Asset Management and Algemene Pensioen Groep (APG)
Downloads 430 (47,471)
Citation 1

Abstract:

essentially affine macro-finance term structure model, time-varying volatilities and correlations, jumps, options, swaptions, asset liability management

3.

Price and Volume Effects of Merger Bids in Japan

Number of pages: 32 Posted: 18 Sep 2004
Dimitri van Schaik and Onno W. Steenbeek
PricewaterhouseCoopers, Netherlands and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 357 (59,908)
Citation 1

Abstract:

Mergers and Acquisitions, Restructuring, Corporate Governance

4.

Doubling: Nick Leeson's Trading Strategy

NYU Working Paper No. FIN-00-058
Number of pages: 26 Posted: 13 Nov 2008
Stephen J. Brown and Onno W. Steenbeek
New York University - Stern School of Business and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 335 (55,867)
Citation 6

Abstract:

5.

Impact of Japanese Mergers on Shareholder Wealth: An Analysis of Bidder and Target Companies

ERIM Report Series Reference No. ERS-2008-032-F&A
Number of pages: 25 Posted: 16 Jun 2008
Vikas Mehrotra, Dimitri van Schaik, J. Spronk and Onno W. Steenbeek
University of Alberta - Department of Finance and Statistical Analysis, PricewaterhouseCoopers, Netherlands, Erasmus Research Institute of Management (ERIM) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 162 (145,329)

Abstract:

Japanse mergers, corporate control, mergers, take-over

6.
Downloads 157 (149,247)

Informationless Trading

NYU Working Paper No. FIN-03-035
Number of pages: 46 Posted: 11 Nov 2008
New York University - Stern School of Business, Macquarie Graduate School of Management, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of New South Wales (UNSW Australia)
Downloads 83 (240,884)

Abstract:

Informationless Trading, Sharpe Ratios, Performance Evaluation

Informationless Trading

NYU Working Paper No. SC-AM-04-01
Number of pages: 46 Posted: 04 Nov 2008
New York University - Stern School of Business, Macquarie Graduate School of Management, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of New South Wales (UNSW Australia)
Downloads 74 (258,310)

Abstract:

Informationless Trading, Sharpe Ratios, Performance Evaluation

7.

Relative Distress and Return Distribution Characteristics of Japanese Stocks, a Fuzzy-Probabilistic Approach

ERIM Report Series Reference No. ERS-2002-29-F&A
Number of pages: 23 Posted: 19 Feb 2003
W. M. van den Bergh, Onno W. Steenbeek and J. van den Berg
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Delft University of Technology, Faculty of Technology, Policy and Management, Section of ICT
Downloads 133 (166,376)

Abstract:

capital structure, asset pricing, conditional return distribution, fuzzy systems, heuristic learning

8.

Risk Models with Jumps and Time-Varying Second Moments

Netspar Discussion Paper No. 03/2011-034
Number of pages: 31 Posted: 23 Apr 2011 Last Revised: 14 Jun 2011
APG Asset Management, Robeco Asset Management, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Algemene Pensioen Groep (APG)
Downloads 129 (162,620)

Abstract:

essentially affine macro-finance term structure model, time-varying volatilities and correlations, jumps, options, swaptions

9.

Concave Payoff Patterns in Equity Fund Holdings and Transactions

Number of pages: 29 Posted: 14 Mar 2006
New York University - Stern School of Business, University of New South Wales (UNSW Australia), Macquarie Graduate School of Management and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 124 (174,372)

Abstract:

Performance measurement, market timing measures, disposition effect, overlay strategies

10.

The Impact of Scale, Complexity, and Service Quality on the Administrative Costs of Pension Funds – A Cross-Country Comparison

Netspar Discussion Paper No. 08/2010-031
Number of pages: 29 Posted: 18 Oct 2010
Jacob Antoon Bikker, Onno W. Steenbeek and Federico Torracchi
De Nederlandsche Bank, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Dutch Central Bank (DNB)
Downloads 44 (317,858)
Citation 1

Abstract:

pension funds, administrative costs, scale economies, service level, complexity, optimal scale

11.

A Reporting Strictness Index for Pension Funds

Number of pages: 18 Posted: 14 Jul 2013
Fieke van der Lecq, Jairo Rivera-Rozo and Onno W. Steenbeek
Vrije Universiteit Amsterdam, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 26 (370,127)

Abstract:

pension funds, supervision, reporting requirements, transparency

12.

The Impact of Scale, Complexity, and Service Quality on the Administrative Costs of Pension Funds: A Cross-Country Comparison

De Nederlandsche Bank Working Paper No. 258
Number of pages: 32 Posted: 25 Oct 2011
Jacob Antoon Bikker, Onno W. Steenbeek and Federico Torracchi
De Nederlandsche Bank, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Dutch Central Bank (DNB)
Downloads 25 (382,007)
Citation 2

Abstract:

Pension funds, Administrative costs, Scale economies, Service level, Complexity, Optimal scale

13.

Pension Funds in the Netherlands

Journal of Investment Consulting, Vol. 12, No. 1, pp. 28-34, 2011
Number of pages: 7 Posted: 17 Feb 2012 Last Revised: 16 Nov 2015
All Pensions Group, Algemene Pensioen Groep (APG) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 2 (370,127)
Citation 6

Abstract:

Dutch pension fund system

14.

The Impact of Scale, Complexity, and Service Quality on the Administrative Costs of Pension Funds: A Cross‐Country Comparison

Journal of Risk and Insurance, Vol. 79, Issue 2, pp. 477-514, 2012
Number of pages: 38 Posted: 24 May 2012
Jacob Antoon Bikker, Onno W. Steenbeek and Federico Torracchi
De Nederlandsche Bank, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Dutch Central Bank (DNB)
Downloads 1 (521,842)
Citation 2

Abstract:

15.

Framing and the Annuitization Decision: Experimental Evidence from a Dutch Pension Fund

Netspar Discussion Paper No. 03/2016-007
Number of pages: 33 Posted: 07 Mar 2016
Lucht Probst Associates GmbH, Algemene Pensioen Groep (APG), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Algemene Pensioen Groep (APG)
Downloads 0 (253,801)

Abstract:

Annuity puzzle, framing, pension annuities, lump sum

16.

Creditor-Focused Corporate Governance: Evidence from Mergers and Acquisitions in Japan

Journal of Financial and Quantitative Analysis (JFQA), Vol. 46, No. 4, 2011, University of Alberta School of Business Research Paper No. 2013-218
Posted: 26 May 2013 Last Revised: 30 May 2013
Vikas Mehrotra, Dimitri van Schaik, J. Spronk and Onno W. Steenbeek
University of Alberta - Department of Finance and Statistical Analysis, PricewaterhouseCoopers, Netherlands, Erasmus Research Institute of Management (ERIM) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

Abstract: