Foort Hamelink

Lombard Odier Asset Management (SA)

Fiduciary Management

6 avenue des Morgines

Petit-Lancy

Geneva, 1213

Switzerland

http://www.hamelink.com

VU University Amsterdam

Associate Professor of Finance

De Boelelaan 1105

Amsterdam, ND North Holland 1081 HV

Netherlands

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 31,179

SSRN RANKINGS

Top 31,179

in Total Papers Downloads

3,067

SSRN CITATIONS
Rank 32,961

SSRN RANKINGS

Top 32,961

in Total Papers Citations

11

CROSSREF CITATIONS

21

Scholarly Papers (9)

1.

What Factors Determine International Real Estate Security Returns?

FAME Research Paper No. 50
Number of pages: 46 Posted: 06 May 2003
Foort Hamelink and Martin Hoesli
Lombard Odier Asset Management (SA) and University of Geneva - Geneva School of Economics and Management (GSEM)
Downloads 948 (46,446)
Citation 8

Abstract:

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securitized real estate, international diversification, multi-factor model, value/growth

2.

Country, Sector or Style: What Matters Most When Constructing Global Equity Portfolios? An Empirical Investigation from 1990-2001

FAME Working Paper No. 35
Number of pages: 46 Posted: 25 Feb 2002
Foort Hamelink, Helene Harasty and Pierre Hillion
Lombard Odier Asset Management (SA), Lombard Odier & Cie and INSEAD - Finance
Downloads 830 (55,750)
Citation 19

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3.

The Maximum Drawdown as a Risk Measure: The Role of Real Estate in the Optimal Portfolio Revisited

FAME Research Paper No. 87
Number of pages: 41 Posted: 22 Jul 2003
Foort Hamelink and Martin Hoesli
Lombard Odier Asset Management (SA) and University of Geneva - Geneva School of Economics and Management (GSEM)
Downloads 826 (56,102)
Citation 4

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4.

Designing temperature alignment metrics to invest in net zero: an empirical illustration of best practices

Number of pages: 24 Posted: 14 Jan 2022
Lombard Odier & Cie, University of Oxford, Lombard Odier Asset Management (SA), Lombard Odier Darier Hentsch & Cie - Lombard Odier Investment Management, University of Oxford - Smith School of Enterprise and the Environment and Organization for Economic Co-Operation and Development (OECD)
Downloads 303 (187,104)

Abstract:

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5.

Simulating Pension's Assets and Liabilities in a Regime Switching Framework

Number of pages: 23 Posted: 20 Jan 2014
Samuel Visser and Foort Hamelink
ING Bank - Netherlands Office and Lombard Odier Asset Management (SA)
Downloads 160 (341,979)

Abstract:

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Regime Switching, Shiller data, asset allocation, ALM, dutch pensions

6.

Time-Varying Betas and Cross-Sectional Return-Risk Relation: Evidence from the UK

Posted: 14 Jul 2000
Curtin University of Technology - Curtin Business School - Bentley Campus, Lombard Odier Asset Management (SA), University of Geneva - Geneva School of Economics and Management (GSEM) and University of Aberdeen - Centre for Property Research

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7.

Optimal Diversification within Mixed-Asset Portfolios Using a Conditional Heteroskedasticity Approach: Evidence from the U.S. And the U.K.

Posted: 16 Apr 1999
JPMorgan Asset Management, Lombard Odier Asset Management (SA), University of Geneva - Geneva School of Economics and Management (GSEM) and University of Aberdeen - Centre for Property Research

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