Jenke ter Horst

TIAS School for Business and Society

Vice Dean

Warandelaan 2

TIAS Building

Tilburg, Noord Brabant 5037 AB

Netherlands

  • TIAS School for Business and Society

SCHOLARLY PAPERS

26

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81

CROSSREF CITATIONS

121

Scholarly Papers (26)

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1.

Socially Responsible Investments: Methodology, Risk Exposure and Performance

TILEC Discussion Paper No. 2007-013, ECGI - Finance Working Paper No. 175/2007, WBS Finance Group Research Paper No. 80
Number of pages: 51 Posted: 10 May 2007 Last Revised: 23 Dec 2019
Luc Renneboog, Jenke ter Horst and Chendi Zhang
Tilburg University - Department of Finance, TIAS School for Business and Society and University of Exeter Business School
Downloads 5,473 (3,086)
Citation 16

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socially responsible investments, ethical investing, corporate social responsibility, mutual funds, performance evaluation, money-flows, investment screens, mutual funds

2.

Reverse Convertible Bonds Analyzed

Journal of Futures Markets, Vol. 29, No. 10, pp. 895-919, 2009
Number of pages: 31 Posted: 07 Sep 2006 Last Revised: 17 Apr 2023
Marta Szymanowska, Jenke ter Horst and Chris Veld
Erasmus University Rotterdam (EUR) - Department of Finance, TIAS School for Business and Society and Monash University
Downloads 2,693 (9,976)
Citation 4

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reverse convertible bonds, reverse exchangeable securities, structured products

3.

Why Do Companies Issue Convertible Bonds? A Review of Theory and Empirical Evidence

Number of pages: 34 Posted: 21 Sep 2006
Igor Loncarski, Jenke ter Horst and Chris Veld
University of Ljubljana School of Economics and Business, TIAS School for Business and Society and Monash University
Downloads 2,324 (12,594)
Citation 5

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convertible debt, security issuance, theory, surveys, empirical evidence, review

4.

The Price of Ethics: Evidence from Socially Responsible Mutual Funds

ECGI - Finance Working Paper No. 168/2007, TILEC Discussion Paper No. 2007-012, CentER Discussion Paper Series No. 2007-29, WBS Finance Group Research Paper No. 81
Number of pages: 51 Posted: 10 May 2007 Last Revised: 23 Dec 2019
Luc Renneboog, Jenke ter Horst and Chendi Zhang
Tilburg University - Department of Finance, TIAS School for Business and Society and University of Exeter Business School
Downloads 2,283 (12,974)
Citation 8

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ethics, mutual funds, socially responsible investing, investment screens, smart money, risk loadings

5.

The Rise and Demise of the Convertible Arbitrage Strategy

Downloads 2,273 (13,066)

The Rise and Demise of the Convertible Arbitrage Strategy

Number of pages: 25 Posted: 23 Feb 2007 Last Revised: 12 Feb 2009
Igor Loncarski, Jenke ter Horst and Chris Veld
University of Ljubljana School of Economics and Business, TIAS School for Business and Society and Monash University
Downloads 2,273 (12,826)
Citation 12

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convertible arbitrage, underpricing, convertible bonds, hedge funds, excess returns

The Rise and Demise of the Convertible Arbitrage Strategy

Financial Analysts Journal, Vol. 65, No. 5, 2009
Posted: 08 Oct 2009
Igor Loncarski, Jenke ter Horst and Chris Veld
University of Ljubljana School of Economics and Business, TIAS School for Business and Society and Monash University

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Alternative Investments, Hedge Fund Strategies, Equity Investments, Fundamental Analysis and Valuation Models, Research Sources, Portfolio Management, Hedge Fund Strategies

6.

Is Ethical Money Financially Smart?

ECGI - Finance Working Paper No. 117/2006, CentER Discussion Paper No. 2006-09, WBS Finance Group Research Paper No. 52
Number of pages: 52 Posted: 28 Feb 2006 Last Revised: 23 Dec 2019
Luc Renneboog, Jenke ter Horst and Chendi Zhang
Tilburg University - Department of Finance, TIAS School for Business and Society and University of Exeter Business School
Downloads 1,522 (24,433)
Citation 6

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money-flows, ethical funds, socially responsible investing, persistence in performance, investment screens, corporate governance screens, SRI

7.

Evaluating Style Analysis

Downloads 1,429 (26,826)
Citation 19

Evaluating Style Analysis

Number of pages: 35 Posted: 28 Feb 2001
Frans de Roon, Theo Nijman and Jenke ter Horst
Tilburg University - Department of Finance, Tilburg University - Tilburg University School of Economics and Management and TIAS School for Business and Society
Downloads 1,396 (27,253)

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Style Analysis, Performance Measurment, Mutual Funds, Portfolio Choice

Evaluating Style Analysis

Number of pages: 30 Posted: 21 Feb 2002
Frans de Roon, Theo Nijman and Jenke ter Horst
Tilburg University - Department of Finance, Tilburg University - Tilburg University School of Economics and Management and TIAS School for Business and Society
Downloads 33 (889,198)
Citation 1
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Style analysis, performance evaluation, portfolio choice

8.

Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance

ERIM Report Series Reference No. ERS-2002-104-F&A, EFA 2003 Annual Conference Paper No. 567
Number of pages: 51 Posted: 18 Jan 2003
Guillermo Baquero, Jenke ter Horst and Marno Verbeek
ESMT European School of Management and Technology, TIAS School for Business and Society and Erasmus University - Rotterdam School of Management
Downloads 1,044 (42,264)
Citation 11

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hedge funds, survival, look-ahead bias, performance persistence

9.

Survival, Look-Ahead Bias and the Performance of Hedge Funds

Number of pages: 27 Posted: 21 Mar 2002
Guillermo Baquero, Jenke ter Horst and Marno Verbeek
ESMT European School of Management and Technology, TIAS School for Business and Society and Erasmus University - Rotterdam School of Management
Downloads 855 (55,785)
Citation 13

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hedge funds, survival, look-ahead bias, performance measurement

10.

Why Do Companies Issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market

CentER Discussion Paper No. 2006-65
Number of pages: 41 Posted: 31 Mar 2006 Last Revised: 28 Apr 2008
Igor Loncarski, Jenke ter Horst and Chris Veld
University of Ljubljana School of Economics and Business, TIAS School for Business and Society and Monash University
Downloads 756 (65,789)
Citation 2

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event study, convertible bonds, wealth effects, agency costs, income trusts

11.

Style Chasing by Hedge Fund Investors

Downloads 724 (69,571)
Citation 1

Style Chasing by Hedge Fund Investors

Journal of Banking and Finance, Vol. 39, pp. 29-42, 2014
Number of pages: 47 Posted: 16 Feb 2009 Last Revised: 31 Oct 2015
Jenke ter Horst and Galla Salganik-Shoshan
TIAS School for Business and Society and Ben-Gurion University of the Negev
Downloads 559 (95,371)

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Investment styles, hedge funds, investor decisions, smart money, style investing, money flows

Style Chasing by Hedge Fund Investors

Number of pages: 45 Posted: 22 Mar 2009 Last Revised: 26 Mar 2012
Jenke ter Horst and Galla Salganik-Shoshan
TIAS School for Business and Society and Ben-Gurion University of the Negev
Downloads 165 (346,846)
Citation 1

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investment style, hedge funds, money flows, investors, investment decisions, smart money, investment strategy

12.

Incorporating Estimation Risk in Portfolio Choice

CentER Working Paper No. 65
Number of pages: 35 Posted: 28 Dec 2000
Jenke ter Horst, Frans de Roon and Bas J. M. Werker
TIAS School for Business and Society, Tilburg University - Department of Finance and Tilburg University - Center for Economic Research (CentER)
Downloads 660 (78,308)
Citation 2

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13.

Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options

Number of pages: 36 Posted: 29 Oct 2002
Chris Veld and Jenke ter Horst
Monash University and TIAS School for Business and Society
Downloads 491 (113,145)

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long term options, call options, call warrants, Black-Scholes option pricing model, behavioral finance

14.

What Drives Security Issuance Decisions: Market Timing, Pecking Order, or Both?

Number of pages: 45 Posted: 03 Mar 2008 Last Revised: 13 Feb 2011
Ming Dong, Igor Loncarski, Jenke ter Horst and Chris Veld
York University - Schulich School of Business, University of Ljubljana School of Economics and Business, TIAS School for Business and Society and Monash University
Downloads 480 (116,295)
Citation 2

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Security issuance choice, market timing, pecking order, multinomial choice model

15.

Model Uncertainty, Financial Market Integration and the Home Bias Puzzle

Downloads 476 (117,788)

Model Uncertainty, Financial Market Integration and the Home Bias Puzzle

Number of pages: 39 Posted: 31 Jul 2006 Last Revised: 28 Jan 2008
Lieven Baele, Crina Pungulescu and Jenke ter Horst
Tilburg University - Department of Finance, Toulouse Business School - Barcelona Campus and TIAS School for Business and Society
Downloads 476 (116,439)
Citation 4

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Home Bias, Market Integration, Euro, Model Uncertainty

Model Uncertainty, Financial Market Integration and the Home Bias Puzzle

Journal of International Money and Finance, Vol. 26, No. 4, 2007
Posted: 26 Jun 2007 Last Revised: 15 May 2024
Lieven Baele, Crina Pungulescu and Jenke ter Horst
Tilburg University - Department of Finance, Toulouse Business School - Barcelona Campus and TIAS School for Business and Society

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Home Bias, Market Integration, Euro, Model Uncertainty

16.

Stakeholder Relations and Stock Returns: On Errors in Expectations and Learning

UCD & CalPERS Sustainability & Finance Symposium 2013
Number of pages: 49 Posted: 23 Feb 2013 Last Revised: 19 Oct 2014
Arian Borgers, Jeroen Derwall, Jeroen Derwall, Kees C. G. Koedijk and Jenke ter Horst
Maastricht University, Maastricht University - European Centre for Corporate EngagementMaastricht University - Department of Finance, Tilburg University - Department of Finance and TIAS School for Business and Society
Downloads 411 (139,561)
Citation 18

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Socially Responsible Investing, ESG, Stakeholders, Stock Return, Errors in Expectations, Learning

17.

Being Locked Up Hurts

Downloads 377 (153,883)
Citation 5

Being Locked Up Hurts

EFA 2009 Bergen Meetings Paper
Number of pages: 40 Posted: 16 Feb 2009 Last Revised: 24 Jul 2014
Frans de Roon, Jinqiang Guo and Jenke ter Horst
Tilburg University - Department of Finance, Tilburg University, Department of Finance and TIAS School for Business and Society
Downloads 216 (271,248)
Citation 1

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Multi-period asset allocation, hedge funds, lockup period

Being Locked Up Hurts

Number of pages: 36 Posted: 22 Mar 2009 Last Revised: 13 Nov 2009
Frans de Roon, Jinqiang Guo and Jenke ter Horst
Tilburg University - Department of Finance, Tilburg University, Department of Finance and TIAS School for Business and Society
Downloads 161 (354,277)
Citation 7

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Hedge funds, lockup period, multi-period asset allocation, timing portfolios

18.

A Random Walk by Fund of Funds Managers?

Number of pages: 29 Posted: 17 Mar 2010 Last Revised: 10 May 2010
Frans de Roon, Jinqiang Guo and Jenke ter Horst
Tilburg University - Department of Finance, Tilburg University, Department of Finance and TIAS School for Business and Society
Downloads 339 (173,293)

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Hedge funds, funds of funds, fund investment

19.

Fund Liquidation, Self-Selection and Look-Ahead Bias in the Hedge Fund Industry

ERIM Report Series Reference No. ERS-2004-104-F&A
Number of pages: 32 Posted: 01 Dec 2004
Jenke ter Horst and Marno Verbeek
TIAS School for Business and Society and Erasmus University - Rotterdam School of Management
Downloads 313 (187,997)
Citation 4

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Hedge funds, survival, self-selection, look-ahead bias, performance persistence

20.

Bonus Schemes and Trading Activity

Downloads 301 (195,989)

Bonus Schemes and Trading Activity

ECGI - Finance Working Paper No. 354
Number of pages: 50 Posted: 05 Mar 2013
Elena Pikulina, Luc Renneboog, Jenke ter Horst and Philippe Tobler
Tilburg University - Department of Finance, Tilburg University - Department of Finance, TIAS School for Business and Society and University of Zurich - Department of Economics
Downloads 166 (345,070)

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Bonus, Compensation, Investment Decisions, Trading Behavior

Bonus Schemes and Trading Activity

TILEC Discussion Paper No. 2013-007
Number of pages: 45 Posted: 29 Mar 2013
Elena Pikulina, Luc Renneboog, Jenke ter Horst and Philippe Tobler
Tilburg University - Department of Finance, Tilburg University - Department of Finance, TIAS School for Business and Society and University of Zurich - Department of Economics
Downloads 72 (631,601)

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Bonus, Compensation, Investment Decisions, Trading Behavior

Bonus Schemes and Trading Activity

Center Discussion Paper Series No. 2013-030
Number of pages: 45 Posted: 23 May 2013
Elena Pikulina, Luc Renneboog, Jenke ter Horst and Philippe Tobler
Tilburg University - Department of Finance, Tilburg University - Department of Finance, TIAS School for Business and Society and University of Zurich - Department of Economics
Downloads 63 (678,576)

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bonus, compensation, investment decisions, trading behavior

21.

Do Social Factors Influence Investment Behavior and Performance? Evidence from Mutual Fund Holdings

Journal of Banking and Finance, Forthcoming
Posted: 12 Aug 2015
Arian Borgers, Jeroen Derwall, Jeroen Derwall, Kees C. G. Koedijk and Jenke ter Horst
Maastricht University, Maastricht University - European Centre for Corporate EngagementMaastricht University - Department of Finance, Tilburg University - Department of Finance and TIAS School for Business and Society

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Mutual funds, Social Norms, Sin Stocks, Socially Responsible Investing, SRI, Ethical Investing, Sustainable Investing, Controversial Stocks, ESG

22.

A Tale of Values-Driven and Profit-Seeking Social Investors

Posted: 18 Jul 2010 Last Revised: 23 Jan 2015
Jeroen Derwall, Jeroen Derwall, Kees C. G. Koedijk and Jenke ter Horst
Maastricht University - European Centre for Corporate EngagementMaastricht University - Department of Finance, Tilburg University - Department of Finance and TIAS School for Business and Society

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Investor Behavior, Values, Socially Responsible Investing (SRI), Risk, Return

23.

Fund Liquidation, Self-Selection and Look-Ahead Bias in the Hedge Fund Industry

Review of Finance, Vol. 11, pp. 605-632, May 2007
Posted: 20 Mar 2008
Jenke ter Horst and Marno Verbeek
TIAS School for Business and Society and Erasmus University - Rotterdam School of Management

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hedge funds, performance persistence, look-ahead bias, fund survival

24.

Eliminating Look-Ahead Bias in Evaluating Persistence in Mutual Fund Performance

Journal of Empirical Finance, Vol. 8, pp. 345-373, September 2001
Posted: 04 Jan 2006
Jenke ter Horst, Marno Verbeek and Theo Nijman
TIAS School for Business and Society, Erasmus University - Rotterdam School of Management and Tilburg University - Tilburg University School of Economics and Management

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mutual funds, performance evaluation, look-ahead bias

25.

Estimating Short-Run Persistence in Mutual Fund Performance

Review of Economics and Statistics, Vol. 82, pp. 646-655, November 2000
Posted: 04 Jan 2006
Jenke ter Horst and Marno Verbeek
TIAS School for Business and Society and Erasmus University - Rotterdam School of Management

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performance persistence, small sample bias

26.

Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance

Journal of Financial and Quantitative Analysis, Vol. 40, pp. 493-518, September 2005
Posted: 04 Jan 2006
Guillermo Baquero, Marno Verbeek and Jenke ter Horst
ESMT European School of Management and Technology, Erasmus University - Rotterdam School of Management and TIAS School for Business and Society

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hedge funds, look-ahead bias, performance, persistence