Auke Plantinga

University of Groningen

Dr.

P.O. Box 800

9700 AH Groningen

Netherlands

http://www.aukeplantinga.com

  • University of Groningen

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    • Tel: +31 50 363 3685
SCHOLARLY PAPERS

14

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12,615

TOTAL CITATIONS
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SSRN RANKINGS

Top 26,374

in Total Papers Citations

37

Scholarly Papers (14)

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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
University of Groningen, Pension Research Institute and University of Groningen
Downloads 2,963 (9,408)
Citation 11

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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 1,936 (18,669)
Citation 3

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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 1,371 (31,467)

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4.

Performance Measurement for Pension Funds

Number of pages: 15 Posted: 10 May 2006
Auke Plantinga
University of Groningen
Downloads 1,338 (32,630)

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Pension funds, asset liability management, performance measurement

5.

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, Econometrics and Finance and University of Groningen
Downloads 1,250 (36,029)
Citation 10

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

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 785 (69,202)

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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 703 (79,953)
Citation 1

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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 - School of Economics, University of Groningen - Department of Finance & Accounting and University of Groningen
Downloads 684 (82,766)
Citation 6

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

9.

Fundamental Indexing: An Analysis of the Returns, Risks and Costs of Applying the Strategy

Number of pages: 21 Posted: 16 Feb 2009
Roel Houwer and Auke Plantinga
Theodoor Gilissen Bankiers (TGB) N.V. and University of Groningen
Downloads 465 (134,155)
Citation 3

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Fundamental Indexation, Asset Pricing, Portfolio Choice

10.

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 440 (143,176)
Citation 2

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Earnings forecasts, asset allocation

11.

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 365 (177,008)

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Asset Pricing, Value premium, underreaction, earnings forecasts

12.

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 190 (343,115)
Citation 1

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

13.

The Zelensky Moment: Investments in the Defense Industry and the Russian Invasion

Number of pages: 35 Posted: 01 Dec 2023 Last Revised: 30 Sep 2024
Martijn Boermans, Rients Galema, Auke Plantinga and Bert Scholtens
De Nederlandsche Bank, Utrecht University - School of Economics, University of Groningen and University of Groningen - Department of Finance & Accounting
Downloads 125 (488,234)

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Arms industry, Stock market, Portfolio holdings, Proximity, Ukraine, EU

14.

Growing Apart in Marriage, or Coming Together? The Structure and Dynamics of Differences in Risk Aversion between Partners

2019 Academic Research Colloquium for Financial Planning and Related Disciplines
Posted: 01 Oct 2018
Auke Plantinga and Werner F.M. DeBondt
University of Groningen and DePaul University - Driehaus Center for Behavioral Finance

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Risk aversion, Household Finance