Jeroen van Zundert

BlueCove Limited

10 New Burlingtonstreet

London

United Kingdom

http://www.bluecove.com

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 5,661

SSRN RANKINGS

Top 5,661

in Total Papers Downloads

8,550

SSRN CITATIONS
Rank 33,801

SSRN RANKINGS

Top 33,801

in Total Papers Citations

17

CROSSREF CITATIONS

6

Scholarly Papers (5)

Actions:
Email selected abstracts
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 6,160 (1,285)
Citation 29

Abstract:

Loading...

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

2.

Volatility-Adjusted Momentum

Number of pages: 43 Posted: 05 Dec 2016 Last Revised: 09 Dec 2017
Jeroen van Zundert
BlueCove Limited
Downloads 992 (25,830)

Abstract:

Loading...

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

3.

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 978 (26,363)
Citation 4

Abstract:

Loading...

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

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 - Tilburg University School of Economics and Management
Downloads 282 (124,906)

Abstract:

Loading...

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 - Tilburg University School of Economics and Management and BlueCove Limited
Downloads 138 (240,224)

Abstract:

Loading...

beta, interest rates, stocks, VAR model