Jeroen van Zundert

Robeco Asset Management

Quantitative Researcher

Weena 850

Rotterdam, 3014DA

Netherlands

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 10,931

SSRN RANKINGS

Top 10,931

in Total Papers Downloads

3,374

CITATIONS

1

Scholarly Papers (4)

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 (3,260)

Abstract:

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

2.

Momentum Spillover from Stocks to Corporate Bonds

Number of pages: 43 Posted: 22 Aug 2012 Last Revised: 03 Dec 2015
Daniel Haesen, Patrick Houweling and Jeroen van Zundert
Robeco Investment Research, Robeco Investment Research and Robeco Asset Management
Downloads 423 (37,335)
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 (242,569)

Abstract:

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

4.

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 (192,930)

Abstract:

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