Onno W. Steenbeek

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

Professor of Pension Fund Risk Management

Dept. of Finance, E2-28

P.O. Box 1738

3000 DR Rotterdam, 3000DR

Netherlands

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

APG All Pensions Group

Managing Director Strategic Portfolio Advice

Gustav Mahlerplein 3

P.O. Box 75283

1070 AG Amsterdam

Netherlands

http://www.apg.nl

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

  • APG All Pensions Group

    • Email
    • Tel: +31-20-6049122
    • Fax: +31-20-4059176
SCHOLARLY PAPERS

17

DOWNLOADS
Rank 16,169

SSRN RANKINGS

Top 16,169

in Total Papers Downloads

5,252

SSRN CITATIONS
Rank 25,684

SSRN RANKINGS

Top 25,684

in Total Papers Citations

10

CROSSREF CITATIONS

31

Scholarly Papers (17)

Actions:
Email selected abstracts
1.

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 1,548 (20,257)
Citation 2

Abstract:

Loading...

2.

Double or Nothing: Patterns of Equity Fund Holdings and Transactions

EFA 2005 Moscow Meetings Paper
Number of pages: 46 Posted: 11 Jul 2005
Stephen J. Brown, Peter L. Swan, Onno W. Steenbeek and David R. Gallagher
New York University - Stern School of Business, University of New South Wales (UNSW Sydney, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Rozetta Institute
Downloads 1,083 (34,212)
Citation 21

Abstract:

Loading...

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

3.

Risk Models after the Credit Crisis

Number of pages: 31 Posted: 15 Dec 2009 Last Revised: 13 Jun 2011
Rob van den Goorbergh, Onno W. Steenbeek, Roderick Molenaar and Peter Vlaar
APG Asset Management, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Robeco Asset Management and Algemene Pensioen Groep (APG)
Downloads 532 (88,117)
Citation 3

Abstract:

Loading...

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

4.

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 480 (99,998)
Citation 4

Abstract:

Loading...

Mergers and Acquisitions, Restructuring, Corporate Governance

5.

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
Angelien A. G. Z. Kemna, Eduard H.M. Ponds and Onno W. Steenbeek
All Pensions Group, Algemene Pensioen Groep (APG) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 224 (226,489)

Abstract:

Loading...

Dutch pension fund system

6.

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 211 (239,431)

Abstract:

Loading...

Japanse mergers, corporate control, mergers, take-over

7.

Informationless Trading

Downloads 204 (246,890)

Informationless Trading

NYU Working Paper No. FIN-03-035
Number of pages: 46 Posted: 11 Nov 2008
Stephen J. Brown, David R. Gallagher, Onno W. Steenbeek and Peter L. Swan
New York University - Stern School of Business, Rozetta Institute, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of New South Wales (UNSW Sydney
Downloads 108 (415,603)

Abstract:

Loading...

Informationless Trading, Sharpe Ratios, Performance Evaluation

Informationless Trading

NYU Working Paper No. SC-AM-04-01
Number of pages: 46 Posted: 04 Nov 2008
Stephen J. Brown, David R. Gallagher, Onno W. Steenbeek and Peter L. Swan
New York University - Stern School of Business, Rozetta Institute, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of New South Wales (UNSW Sydney
Downloads 96 (451,469)

Abstract:

Loading...

Informationless Trading, Sharpe Ratios, Performance Evaluation

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
Rob van den Goorbergh, Roderick Molenaar, Onno W. Steenbeek and Peter Vlaar
APG Asset Management, Robeco Asset Management, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Algemene Pensioen Groep (APG)
Downloads 196 (256,111)
Citation 6

Abstract:

Loading...

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

9.

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
Christian Bockweg, Eduard H.M. Ponds, Onno W. Steenbeek and Joyce Vonken
Lucht Probst Associates GmbH, Algemene Pensioen Groep (APG), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Algemene Pensioen Groep (APG)
Downloads 168 (293,302)
Citation 9

Abstract:

Loading...

Annuity puzzle, framing, pension annuities, lump sum

10.

Concave Payoff Patterns in Equity Fund Holdings and Transactions

Number of pages: 29 Posted: 14 Mar 2006
Stephen J. Brown, Peter L. Swan, David R. Gallagher and Onno W. Steenbeek
New York University - Stern School of Business, University of New South Wales (UNSW Sydney, Rozetta Institute and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 161 (303,961)

Abstract:

Loading...

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

11.

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

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 154 (315,623)

Abstract:

Loading...

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

12.

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 76 (516,686)

Abstract:

Loading...

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

13.

Transition to a New Pension Contract in the Netherlands: Lessons From Abroad

Netspar Occasional Paper 03, June 2021 - www.netspar.nl
Number of pages: 103 Posted: 23 Jul 2021
Ben VanPopta and Onno W. Steenbeek
Pensioenfonds Metaal & Techniek (PMT) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 70 (540,844)

Abstract:

Loading...

Pension design, pension reform, Defined Benefit, Defined Contribution

14.

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 58 (594,962)

Abstract:

Loading...

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

15.

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 55 (610,044)

Abstract:

Loading...

pension funds, supervision, reporting requirements, transparency

16.

The Occurrence and Impact of Pension Fund Discontinuity

Number of pages: 38 Posted: 10 May 2017
Gosse Alserda, Onno W. Steenbeek and Fieke van der Lecq
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Vrije Universiteit Amsterdam
Downloads 32 (752,056)

Abstract:

Loading...

pension fund discontinuity

17.

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:

Loading...