Frederiek Van Holle

Degroof Petercam Asset Management

Rue Guimard 18

Brussels, 1040

Belgium

  • Degroof Petercam Asset Management

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SCHOLARLY PAPERS

5

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SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (5)

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1.

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 2,781 (7,697)
Citation 3

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

2.

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 732 (56,453)
Citation 1

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book-to-market, size, value strategy

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, Asteria Investment Managers, Degroof Petercam Asset Management and Degroof Petercam Asset Management
Downloads 478 (96,707)

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

4.

Semi-Supervised Text Mining for Monitoring the News About the ESG Performance of Companies

Data Science for Economics and Finance: Methodologies and Applications, pp. 217-239, 2021
Number of pages: 23 Posted: 29 Jun 2021 Last Revised: 19 Aug 2021
Samuel Borms, Kris Boudt, Frederiek Van Holle and Joeri Willems
Vrije Universiteit Brussel, Ghent University, Degroof Petercam Asset Management and Degroof Petercam Asset Management
Downloads 249 (197,096)

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ESG, News Monitoring, Sentiment Analysis, Sustainable Investment, Textual Analysis, Time Series

5.

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 70 (520,409)

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