Alexander de Roode

Robeco Asset Management, Quantitative Investment Research

Quantitative researcher

Rotterdam, 3011 AG

Netherlands

Netspar

P.O. Box 90153

Tilburg, 5000 LE

Netherlands

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 34,799

SSRN RANKINGS

Top 34,799

in Total Papers Downloads

1,491

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (7)

1.

The Lost Decade for Hedge Funds: Three Threats

TILEC Discussion Paper No. DP2019-027, European Corporate Governance Institute - Law Working Paper No. 486/2019
Number of pages: 41 Posted: 11 Dec 2019 Last Revised: 18 Dec 2019
Joseph A. McCahery and Alexander de Roode
Tilburg University - School of Law; European Banking Center (EBC) and Robeco Asset Management, Quantitative Investment Research
Downloads 477 (67,040)

Abstract:

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hedge funds, liquid alternatives, portfolio allocation, alternative investment strategies

Co-Investments of Sovereign Wealth Funds in Private Equity

European Corporate Governance Institute (ECGI) - Law Working Paper No. 334/2016
Number of pages: 56 Posted: 10 Dec 2016 Last Revised: 16 Dec 2016
Joseph A. McCahery and Alexander de Roode
Tilburg University - School of Law; European Banking Center (EBC) and Robeco Asset Management, Quantitative Investment Research
Downloads 324 (104,630)

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Sovereign Wealth Funds, Private Equity, Venture Capital Deals, Financial Markets, Direct Investments

Co-Investments of Sovereign Wealth Funds in Private Equity

TILEC Discussion Paper No. 2016-035
Number of pages: 50 Posted: 06 Dec 2016
Joseph A. McCahery and Alexander de Roode
Tilburg University - School of Law; European Banking Center (EBC) and Robeco Asset Management, Quantitative Investment Research
Downloads 56 (418,884)

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Sovereign wealth funds, Private equity, Venture capital deals, Financial markets, direct investments

3.

Governance of Financial Services Outsourcing: Managing Misconduct and Third-Party Risks

European Corporate Governance Institute (ECGI) - Law Working Paper No. 417/2018, Tilburg Law School Research Paper Forthcoming
Number of pages: 42 Posted: 05 Sep 2018
Joseph A. McCahery and Alexander de Roode
Tilburg University - School of Law; European Banking Center (EBC) and Robeco Asset Management, Quantitative Investment Research
Downloads 203 (168,764)

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Outsourcing, financial institutions, governance, fraud and misconduct

4.

Corporate Litigation in Specialized Business Courts

European Corporate Governance Institute (ECGI) - Law Working Paper No. 302/2015
Number of pages: 42 Posted: 25 Sep 2015 Last Revised: 05 Apr 2016
Joseph A. McCahery and Alexander de Roode
Tilburg University - School of Law; European Banking Center (EBC) and Robeco Asset Management, Quantitative Investment Research
Downloads 165 (202,935)

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Corporate litigation, Dutch Enterprise Chamber inquiry proceedings, shareholder value, M&A lawsuits

5.
Downloads 122 (258,498)

Basis Risk and Inflation Replication

Number of pages: 44 Posted: 23 Jan 2014
Alexander de Roode and Ronald Mahieu
Robeco Asset Management, Quantitative Investment Research and Tilburg University - Center for Economic Research, Econometrics and Finance Group
Downloads 92 (316,025)

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Inflation hedging, Basis risk, Cointegration, inflation derivatives

Basis Risk and Inflation Replication

Netspar Discussion Paper No. 09/2013-078
Number of pages: 45 Posted: 26 Feb 2014
Alexander de Roode
Robeco Asset Management, Quantitative Investment Research
Downloads 30 (535,927)

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Inflation hedging, basis risk, cointegration, inflation derivatives

The Inflation Risk Premium: The Impact of the Financial Crisis

Number of pages: 48 Posted: 13 Feb 2014
Alexander de Roode
Robeco Asset Management, Quantitative Investment Research
Downloads 43 (470,726)
Citation 3

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Affine term structure models, real interest rates, inflation risk premia

The Inflation Risk Premium: The Impact of the Financial Crisis

Netspar Discussion Paper No. 09/2013-077
Number of pages: 49 Posted: 26 Feb 2014
Alexander de Roode
Robeco Asset Management, Quantitative Investment Research
Downloads 43 (470,726)

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Affine term structure models, real interest rates, inflation risk premia

The Equity Risk Premium and Pension Ambition: The Effect of Parameter Uncertainty

Number of pages: 40 Posted: 26 Mar 2014
Alexander de Roode
Robeco Asset Management, Quantitative Investment Research
Downloads 39 (488,998)

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Pension contracts, model uncertainty, equity risk premium

The Equity Risk Premium and Pension Ambition: The Effect of Parameter Uncertainty

Netspar Discussion Paper No. 03/2014-079
Number of pages: 41 Posted: 06 Mar 2015
Alexander de Roode
Robeco Asset Management, Quantitative Investment Research
Downloads 19 (609,888)

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Pension contracts, model uncertainty, equity risk premium