Jeroen van Zundert

Robeco Asset Management

Quantitative Researcher

Weena 850

Rotterdam, 3014DA

Netherlands

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 8,744

SSRN RANKINGS

Top 8,744

in Total Papers Downloads

4,405

CITATIONS

1

Scholarly Papers (5)

1.

Factor Investing in the Corporate Bond Market

Financial Analysts Journal, 2017, Vol. 73, No. 2
Number of pages: 49 Posted: 31 Oct 2014 Last Revised: 13 Feb 2017
Patrick Houweling and Jeroen van Zundert
Robeco Investment Research and Robeco Asset Management
Downloads 1,330 (2,271)

Abstract:

corporate bonds, factor premiums, strategic asset allocation, size, low-risk, value, momentum

2.

Momentum Spillover from Stocks to Corporate Bonds

Journal of Banking and Finance, 2017, Vol. 79
Number of pages: 47 Posted: 22 Aug 2012 Last Revised: 20 Jul 2017
Daniel Haesen, Patrick Houweling and Jeroen van Zundert
Robeco Investment Research, Robeco Investment Research and Robeco Asset Management
Downloads 423 (31,756)
Citation 1

Abstract:

corporate bond, momentum, time-varying risk, residual return

3.

A New Distress Risk Puzzle

Number of pages: 54 Posted: 29 Aug 2015 Last Revised: 20 Jan 2017
Jeroen van Zundert and Joost Driessen
Robeco Asset Management and Tilburg University - Department of Finance
Downloads 29 (217,373)

Abstract:

distress risk, distress risk puzzle, corporate bond, expected stock return

4.

Beta: The Good, the Bad and the Ugly

Number of pages: 56 Posted: 04 Aug 2017
Joost Driessen and Jeroen van Zundert
Tilburg University - Department of Finance and Robeco Asset Management
Downloads 0 (275,530)

Abstract:

beta, interest rates, stock returns, asset pricing, risk premium

5.

A New Test for Cross-Sectional Momentum

Number of pages: 43 Posted: 05 Dec 2016 Last Revised: 02 Feb 2017
Jeroen van Zundert
Robeco Asset Management
Downloads 0 (148,327)

Abstract:

momentum, cross-section, volatility, asset pricing test, corporate bonds, stocks