Auke Plantinga

University of Groningen

Dr.

P.O. Box 800

9700 AH Groningen

Netherlands

http://www.plantinga.net

SCHOLARLY PAPERS

11

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CITATIONS
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SSRN RANKINGS

Top 27,091

in Total Papers Citations

9

Scholarly Papers (11)

1.

The Impact of Downside Risk on Risk-Adjusted Performance of Mutual Funds in the Euronext Markets

Number of pages: 14 Posted: 21 Jul 2001
Robert van der Meer, Frank Sortino and Auke Plantinga
Fortis Insurance, Pension Research Institute and University of Groningen
Downloads 1,803 (5,908)
Citation 1

Abstract:

Performance measurement, mutual funds, skewness, Sharpe ratio, market efficiency

2.

Risk-Adjusted Performance Measures and Implied Risk-Attitudes

Number of pages: 23 Posted: 05 Nov 2001
Sebastiaan de Groot and Auke Plantinga
EIM Management (USA) Inc. (Deceased) and University of Groningen
Downloads 1,722 (6,913)
Citation 2

Abstract:

Performance measurement, risk aversion, preference functions, Sharpe ratio, Sortino ratio, upside potential ratio, mutual funds

3.

Performance Measurement and Insurance Liabilities

Number of pages: 31 Posted: 24 May 2000
Carel Huijgen and Auke Plantinga
University of Groningen - Faculty of Economics and Business and University of Groningen
Downloads 1,239 (11,994)

Abstract:

4.

Socially Responsible Investing and Management Style of Mutual Funds in the Euronext Stock Markets

Number of pages: 20 Posted: 28 Mar 2001
Bert Scholtens and Auke Plantinga
University of Groningen, Faculty of Economics and Business, Department of Economics and University of Groningen
Downloads 1,029 (15,206)
Citation 3

Abstract:

Fund Performance, Socially Responsible Investing, Investment Funds, Style Analysis, Stock Markets

5.

Performance measurement for pension funds

Number of pages: 15 Posted: 10 May 2006
Auke Plantinga
University of Groningen
Downloads 1,027 (13,844)

Abstract:

Pension funds, asset liability management, performance measurement

6.

Performance Attribution and the Accuracy of Detecting Timing and Selection Skills

Number of pages: 19 Posted: 18 Aug 2004
Auke Plantinga
University of Groningen
Downloads 687 (28,573)

Abstract:

Performance measurement, forecasting abilities, performance attribution, timing, selection

7.

Analysts' Earnings Forecasts and International Asset Allocation

Number of pages: 16 Posted: 27 Sep 1999
Carel Huijgen and Auke Plantinga
University of Groningen - Faculty of Economics and Business and University of Groningen
Downloads 655 (31,505)
Citation 1

Abstract:

8.

The Cost of Socially Responsible Portfolios: Testing for Mean-Variance Spanning

Number of pages: 28 Posted: 23 Jan 2008 Last Revised: 16 Feb 2009
Rients Galema, Bert Scholtens and Auke Plantinga
Utrecht University - Utrecht University School of Economics, University of Groningen - Department of Finance & Accounting and University of Groningen
Downloads 452 (46,976)
Citation 1

Abstract:

Mean-variance spanning, Portfolio Choice, Corporate Social Responsibility, Socially Responsible Investment, Short Sales Constraint

9.

Using Analysts' Earnings Forecasts for Country/Industry-Based Asset Allocation

Number of pages: 35 Posted: 21 Jul 2004
William Forbes, Carel Huijgen and Auke Plantinga
Loughborough University - Business School, University of Groningen - Faculty of Economics and Business and University of Groningen
Downloads 366 (63,815)
Citation 1

Abstract:

Earnings forecasts, asset allocation

10.

The Value Premium and Changing Expectations: On the Growth of Value Stocks and the Value of Growth Stocks

Number of pages: 23 Posted: 24 Dec 2004
Tessa Wouters and Auke Plantinga
University of Groningen - Faculty of Economics and Business and University of Groningen
Downloads 302 (80,631)

Abstract:

Asset Pricing, Value premium, underreaction, earnings forecasts

11.

Private Acquisition Gains: A Contingent Claims Explanation

Number of pages: 40 Posted: 08 Mar 2008 Last Revised: 16 Jan 2012
John A. Doukas, Halit Gonenc and Auke Plantinga
Old Dominion University - Strome College of Business, University of Groningen - Faculty of Economics and Business and University of Groningen
Downloads 125 (178,452)

Abstract:

Acquisitions, target status, contingent claims, analyst coverage, uncertainty