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

SCHOLARLY PAPERS

18

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4,632

SSRN CITATIONS
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Top 18,914

in Total Papers Citations

9

CROSSREF CITATIONS

46

Scholarly Papers (18)

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 1,244 (23,177)
Citation 2

Abstract:

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2.

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 Sydney, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Rozetta Institute
Downloads 1,063 (29,126)
Citation 23

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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
APG Asset Management, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Robeco Asset Management and Algemene Pensioen Groep (APG)
Downloads 504 (78,546)
Citation 3

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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 456 (88,588)
Citation 4

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Mergers and Acquisitions, Restructuring, Corporate Governance

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 185 (224,422)

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Japanse mergers, corporate control, mergers, take-over

6.

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 180 (229,801)
Citation 6

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

7.

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 178 (232,027)

Abstract:

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Dutch pension fund system

8.
Downloads 171 (239,999)

Informationless Trading

NYU Working Paper No. FIN-03-035
Number of pages: 46 Posted: 11 Nov 2008
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 91 (384,395)

Abstract:

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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, Rozetta Institute, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of New South Wales (UNSW Sydney
Downloads 80 (415,909)

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Informationless Trading, Sharpe Ratios, Performance Evaluation

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
Lucht Probst Associates GmbH, Algemene Pensioen Groep (APG), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Algemene Pensioen Groep (APG)
Downloads 151 (266,104)
Citation 6

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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
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 146 (273,477)
Citation 1

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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 145 (274,986)

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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 60 (478,976)

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

13.

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 44 (547,328)

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pension funds, supervision, reporting requirements, transparency

14.

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 40 (567,376)

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Pension design, pension reform, Defined Benefit, Defined Contribution

15.

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 40 (567,376)

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

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 24 (664,305)

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pension fund discontinuity

17.

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 (876,188)
Citation 2

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18.

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:

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