Jeroen van Zundert

BlueCove Limited

10 New Burlingtonstreet

London

United Kingdom

SCHOLARLY PAPERS

5

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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 BlueCove Limited
Downloads 4,522 (1,714)

Abstract:

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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 BlueCove Limited
Downloads 858 (26,292)
Citation 1

Abstract:

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

3.

Volatility-Adjusted Momentum

Number of pages: 43 Posted: 05 Dec 2016 Last Revised: 09 Dec 2017
Jeroen van Zundert
BlueCove Limited
Downloads 526 (50,684)

Abstract:

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momentum, cross-section, volatility, stocks, corporate bonds

4.

Are Stock and Corporate Bond Markets Integrated? Evidence from Expected Returns

Number of pages: 60 Posted: 29 Aug 2015 Last Revised: 10 Nov 2017
Jeroen van Zundert and Joost Driessen
BlueCove Limited and Tilburg University - Center and Faculty of Economics and Business Administration
Downloads 180 (163,355)

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capital market integration, corporate bond, stock, distress risk, expected stock return

5.

Beta: The Good, the Bad and the Ugly

Number of pages: 64 Posted: 04 Aug 2017 Last Revised: 11 Nov 2017
Joost Driessen and Jeroen van Zundert
Tilburg University - Center and Faculty of Economics and Business Administration and BlueCove Limited
Downloads 119 (229,252)

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beta, interest rates, stocks, VAR model