Jouke Hottinga

AEGON Group

2501 CE The Hague

Netherlands

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Successful Factors to Select Outperforming Bonds

Journalof Portfolio Management, volume 28, number 1, fall 2001
Posted: 04 Sep 2018
AEGON Group, Robeco Asset Management and ROBECO Group

Abstract:

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Factor Investing, Factors, Value, Momentum, Size, Credts, Corporate Bonds, Investment Decisions, Information and Market Efficiency, Portfolio Choice

2.

Tracking Error Allocation

Journal of Portfolio Management, Vol. 27, No. 4, pp. 19-25, 2001
Posted: 20 Jul 2010
David Blitz and Jouke Hottinga
Robeco Quantitative Investments and AEGON Group

Abstract:

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Risk budgeting, tracking error, risk management