Frederiek Van Holle

Degroof Petercam Asset Management

Rue Guimard 18

Brussels, 1040

Belgium

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 32,285

SSRN RANKINGS

Top 32,285

in Total Papers Downloads

1,611

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.

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

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 666 (43,366)
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 517 (60,109)
Citation 2

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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: 19 Apr 2020
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 404 (81,074)

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

4.

Monetary Policy Transmission and the Impact on Financial Markets, Inflation and the Real Economy

Number of pages: 181 Posted: 16 Aug 2019
Frederiek Van Holle
Degroof Petercam Asset Management
Downloads 24 (553,022)

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Stock-bond correlations, (Unconventional) Monetary Policy, Zero-Lower bound, Macroprudential Policy