Frederiek Van Holle

Degroof Petercam Asset Management

Rue Guimard 18

Brussels, 1040

Belgium

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 33,946

SSRN RANKINGS

Top 33,946

in Total Papers Downloads

1,287

CITATIONS

3

Scholarly Papers (3)

1.

Value and Size Effects: Now You See it, Now You Don't

EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 32 Posted: 21 Mar 2002
Frederiek Van Holle, Jan Annaert, John Crombez and Bart Spinel
Degroof Petercam Asset Management, University of Antwerp Department of Accounting & Finance, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 655 (38,446)
Citation 1

Abstract:

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book-to-market, size, value strategy

2.

Stock-Bond Correlations, Macroeconomic Regimes and Monetary Policy

Number of pages: 78 Posted: 27 Nov 2017
Lieven Baele and Frederiek Van Holle
Tilburg University - Department of Finance and Degroof Petercam Asset Management
Downloads 361 (80,878)
Citation 2

Abstract:

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Stock-Bond Return Correlation, Inflation/Output Regimes, Monetary

3.

Algorithmic Portfolio Tilting to Harvest Higher Moment Gains

Number of pages: 15 Posted: 13 May 2019 Last Revised: 06 Jun 2019
Kris Boudt, Dries Cornilly, Frederiek Van Holle and Joeri Willems
Ghent University, Vrije Universiteit Brussel (VUB), Degroof Petercam Asset Management and Degroof Petercam Asset Management
Downloads 271 (110,847)

Abstract:

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mean-variance-skewness-kurtosis, non-normality, portfolio allocation, tilting