Dennis Bams

Maastricht University - Department of Finance

Maastricht, 6200 MD

Netherlands

Open University Heerlen

Netherlands

SCHOLARLY PAPERS

12

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SSRN CITATIONS
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9

CROSSREF CITATIONS

7

Scholarly Papers (12)

Tilting the Wrong Firms? How Inflated ESG Ratings Negate Socially Responsible Investing under Information Asymmetries

Number of pages: 62 Posted: 14 Jun 2022 Last Revised: 15 Feb 2024
Dennis Bams and Bram van der Kroft
Maastricht University - Department of Finance and Massachusetts Institute of Technology (MIT)
Downloads 2,843 (8,435)
Citation 1

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Portfolio tilting, divestment, socially responsible investing (SRI), capital costs, firm commitments

Tilting the Wrong Firms? How Inflated ESG Ratings Negate Socially Responsible Investing Under Information Asymmetries

MIT Center for Real Estate Research Paper No. 22/12
Number of pages: 61 Posted: 10 Nov 2022
Dennis Bams and Bram van der Kroft
Maastricht University - Department of Finance and Massachusetts Institute of Technology (MIT)
Downloads 350 (157,753)

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Socially responsible investing (SRI), cost of capital, promised to realized sustainable performance, corporate social responsibility

2.

Pension Fund Asset Allocation in Low Interest Rate Environment

Netspar Discussion Paper No. 03/2016-017
Number of pages: 40 Posted: 20 Apr 2016
Dennis Bams, Peter C. Schotman and Mukul Tyagi
Maastricht University - Department of Finance, Maastricht University - Department of Finance and Maastricht School of Business and Economics
Downloads 759 (62,001)
Citation 2

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Pension Funds, Asset Allocation, Portfolio Choice

3.

Connecting the dots: An integrative framework of CSR antecedents, heterogeneous CSR approaches, and sustainable and financial performance

Number of pages: 63 Posted: 25 Aug 2021 Last Revised: 25 Sep 2022
Dennis Bams, Bram van der Kroft and Karen Maas
Maastricht University - Department of Finance, Massachusetts Institute of Technology (MIT) and Erasmus University Rotterdam (EUR)
Downloads 527 (98,450)
Citation 2

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Strategic CSR, CSR-as-insurance, corporate greenwashing, promised to realized sustainable performance, societal impact

4.

Asset Allocation Dynamics of Pension Funds

Netspar Discussion Paper No. 03/2016-016
Number of pages: 35 Posted: 20 Apr 2016
Dennis Bams, Peter C. Schotman and Mukul Tyagi
Maastricht University - Department of Finance, Maastricht University - Department of Finance and Maastricht School of Business and Economics
Downloads 505 (103,801)
Citation 4

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Institutional Investors, Pension Funds, Asset Allocation, Portfolio Rebalancing

5.

Investment Style Misclassification and Mutual Fund Performance

28th Australasian Finance and Banking Conference
Number of pages: 42 Posted: 20 Aug 2015 Last Revised: 22 Mar 2017
Dennis Bams, Rogér Otten and Ehsan Ramezanifar
Maastricht University - Department of Finance, Maastricht University - Limburg Institute of Financial Economics (LIFE) and Maastricht University - Department of Finance
Downloads 475 (111,761)
Citation 6

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Mutual Funds, Style Analysis, Fund performance

6.

VIX and Liquidity Premium

International Review of Financial Analysis, Vol. 74, No. 101655, 2021
Number of pages: 46 Posted: 24 Dec 2015 Last Revised: 31 Dec 2021
Dennis Bams and Iman Honarvar
Maastricht University - Department of Finance and Robeco Quantitative Investments
Downloads 383 (143,341)

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Short-term Reversal, VIX, Liquidity Spillover, Market Maker

7.

Optimal Risk Sharing in a Collective Defined Contribution Pension System

Netspar Discussion Paper No. 03/2016-015
Number of pages: 32 Posted: 20 Apr 2016
Dennis Bams, Peter C. Schotman and Mukul Tyagi
Maastricht University - Department of Finance, Maastricht University - Department of Finance and Maastricht School of Business and Economics
Downloads 223 (250,875)
Citation 2

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Collective Defined Contribution, Funded Pension System, Overlapping Generations, Intergenerational Risk Sharing

8.

Investor Clientele and Style Changing Behavior in Mutual Funds

Number of pages: 27 Posted: 30 Jan 2018
Dennis Bams, Rogér Otten and Ehsan Ramezanifar
Maastricht University - Department of Finance, Maastricht University - Limburg Institute of Financial Economics (LIFE) and Maastricht University - Department of Finance
Downloads 190 (290,676)
Citation 1

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9.

From Time Varying Risk-Aversion to Anomalies in Market Moments’ Risk Premia

Number of pages: 42 Posted: 24 Nov 2015
Dennis Bams, Iman Honarvar and Thorsten Lehnert
Maastricht University - Department of Finance, Robeco Quantitative Investments and University of Luxembourg
Downloads 133 (391,880)

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Time-varying Risk-aversion, Market Moments’ Risk Premia, Investor Sentiment Index, Intertemporal Capital Asset Pricing Model, Volatility Risk, Skewness Risk, Kurtosis Risk, Cross-Section of Expected Returns

10.

Does Oil and Gold Price Uncertainty Matter for the Stock Market?

Journal of Empirical Finance, Vol. 44, 2017
Posted: 24 Nov 2015 Last Revised: 31 Dec 2021
Maastricht University - Department of Finance, Maastricht University, Robeco Quantitative Investments and University of Luxembourg

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Uncertainty, Volatility Risk Premium, Stock Market, Oil, Gold, Oil-relevant Industry, Market Segmentation

11.

Credit Risk Characteristics of US Small Business Portfolios

CEPR Discussion Paper No. DP10889
Number of pages: 39 Posted: 20 Oct 2015
Maastricht University - Department of Finance, WHU - Otto Beisheim School of Management and University of Luxembourg
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capital requirements

12.

Ripple Effects from Industry Defaults

CEPR Discussion Paper No. DP10891
Number of pages: 43 Posted: 20 Oct 2015
Maastricht University - Department of Finance, WHU - Otto Beisheim School of Management and University of Luxembourg
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default clustering, default risk transmission, market structure, supply chain