Jenke ter Horst

TIAS School for Business and Society

Vice Dean

Warandelaan 2

TIAS Building

Tilburg, Noord Brabant 5037 AB

Netherlands

SCHOLARLY PAPERS

27

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Top 1,261

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21,560

SSRN RANKINGS

Top 3,666

in Total Papers Citations

148

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Scholarly Papers (27)

1.

Socially Responsible Investments: Methodology, Risk Exposure and Performance

TILEC Discussion Paper No. 2007-013, ECGI - Finance Working Paper No. 175/2007
Number of pages: 51 Posted: 10 May 2007 Last Revised: 02 Sep 2014
Luc Renneboog, Jenke ter Horst and Chendi Zhang
Tilburg University - Department of Finance, TIAS School for Business and Society and University of Warwick - Finance Group
Downloads 4,278 (1,919)

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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: 28 Mar 2012
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 2,351 (5,353)

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reverse convertible bonds, reverse exchangeable securities, structured products

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 - Faculty of Economics, TIAS School for Business and Society and Monash University
Downloads 2,085 (6,396)

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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 - Faculty of Economics, 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

4.

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 - Faculty of Economics, TIAS School for Business and Society and Monash University
Downloads 2,014 (6,949)

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

5.

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
Number of pages: 51 Posted: 10 May 2007 Last Revised: 02 Sep 2014
Luc Renneboog, Jenke ter Horst and Chendi Zhang
Tilburg University - Department of Finance, TIAS School for Business and Society and University of Warwick - Finance Group
Downloads 1,870 (7,906)

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

6.
Downloads 1,340 ( 13,559)

Evaluating Style Analysis

ERIM Report Series Reference No. ERS-2000-11-F&A; EFMA 2001 Lugano Meetings
Number of pages: 35 Posted: 28 Feb 2001
Frans de Roon, Theo Nijman and Jenke ter Horst
Tilburg University - Department of Finance, Tilburg University - Center and Faculty of Economics and Business Administration and TIAS School for Business and Society
Downloads 1,308 (13,799)

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Style Analysis, Performance Measurment, Mutual Funds, Portfolio Choice

Evaluating Style Analysis

CEPR Discussion Paper No. 3181
Number of pages: 30 Posted: 21 Feb 2002
Frans de Roon, Theo Nijman and Jenke ter Horst
Tilburg University - Department of Finance, Tilburg University - Center and Faculty of Economics and Business Administration and TIAS School for Business and Society
Downloads 32 (460,485)
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Style analysis, performance evaluation, portfolio choice

7.

Is Ethical Money Financially Smart?

ECGI - Finance Working Paper No. 117/2006, CentER Discussion Paper No. 2006-09
Number of pages: 52 Posted: 28 Feb 2006 Last Revised: 02 Sep 2014
Luc Renneboog, Jenke ter Horst and Chendi Zhang
Tilburg University - Department of Finance, TIAS School for Business and Society and University of Warwick - Finance Group
Downloads 1,278 (14,575)

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

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 985 (21,619)

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

9.

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

EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Discussion Paper
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 795 (29,396)

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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 - Faculty of Economics, TIAS School for Business and Society and Monash University
Downloads 707 (34,484)

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

11.
Downloads 655 ( 38,270)

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 526 (50,352)

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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 129 (217,537)

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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 607 (42,318)

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13.

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

EFMA 2003 Helsinki Meetings
Number of pages: 36 Posted: 29 Oct 2002
Chris Veld and Jenke ter Horst
Monash University and TIAS School for Business and Society
Downloads 456 (60,955)

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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 - Faculty of Economics, TIAS School for Business and Society and Monash University
Downloads 430 (65,443)

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

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 395 (71,790)

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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
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
Maastricht University, Maastricht University - European Centre for Corporate Engagement, Tilburg University - Department of Finance and TIAS School for Business and Society
Downloads 292 (101,887)

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

17.
Downloads 288 (103,428)

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 159 (183,133)

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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 129 (217,537)

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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 282 (105,789)

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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 276 (108,251)

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

20.
Downloads 167 (175,380)

Bonus Schemes and Trading Activity

ECGI - Finance Working Paper No. 354
Number of pages: 50 Posted: 05 Mar 2013
Tilburg University - Department of Finance, Tilburg University - Department of Finance, TIAS School for Business and Society and University of Zurich - Department of Economics
Downloads 117 (234,363)

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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
Tilburg University - Department of Finance, Tilburg University - Department of Finance, TIAS School for Business and Society and University of Zurich - Department of Economics
Downloads 29 (475,805)

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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
Tilburg University - Department of Finance, Tilburg University - Department of Finance, TIAS School for Business and Society and University of Zurich - Department of Economics
Downloads 21 (523,071)

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bonus, compensation, investment decisions, trading behavior

21.

An Empirical Analysis of the Pricing of Bank Issued Options versus Options Exchange Options

European Financial Management, Vol. 14, No. 2, pp. 288-314, March 2008
Number of pages: 27 Posted: 12 Mar 2008
Jenke ter Horst and Chris Veld
TIAS School for Business and Society and Monash University
Downloads 9 (576,449)
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22.

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

Journal of Banking and Finance, Forthcoming
Posted: 12 Aug 2015
Maastricht University, Maastricht University - European Centre for Corporate Engagement, 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

23.

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

Posted: 18 Jul 2010 Last Revised: 23 Jan 2015
Jeroen Derwall, Kees C. G. Koedijk and Jenke ter Horst
Maastricht University - European Centre for Corporate Engagement, 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

24.

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

25.

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 - Center and Faculty of Economics and Business Administration

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mutual funds, performance evaluation, look-ahead bias

26.

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

27.

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

Abstract:

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hedge funds, look-ahead bias, performance, persistence