Ronald Q. Doeswijk

Independent

http://www.linkedin.com/in/ronalddoeswijk/

SCHOLARLY PAPERS

15

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Top 939

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52,176

TOTAL CITATIONS
Rank 31,060

SSRN RANKINGS

Top 31,060

in Total Papers Citations

35

Scholarly Papers (15)

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1.

Strategic Asset Allocation: Determining the Optimal Portfolio with Ten Asset Classes

Downloads 19,038 ( 387)
Citation 6

Strategic Asset Allocation: Determining the Optimal Portfolio with Ten Asset Classes

Number of pages: 33 Posted: 20 May 2019
Niels Bekkers, Ronald Q. Doeswijk and Trevin Lam
Tilburg University - Tilburg University School of Economics and Management, Independent and Rabobank
Downloads 19,038 (381)
Citation 6

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strategic asset allocation, capital market expectations, mean-variance analysis, optimal portfolio, global market portfolio

Strategic Asset Allocation: Determining the Optimal Portfolio with Ten Asset Classes

Journal of Wealth Management, Vol. 12, No. 3, pp. 61-77, 2009
Posted: 02 Nov 2009
Niels Bekkers, Ronald Q. Doeswijk and Trevin Lam
Tilburg University - Tilburg University School of Economics and Management, Independent and Rabobank

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strategic asset allocation, capital market expectations, mean-variance analysis, optimal portfolio, global market portfolio

2.

The Global Multi-Asset Market Portfolio 1959-2012

Financial Analysts Journal, Forthcoming
Number of pages: 32 Posted: 12 Nov 2013 Last Revised: 03 Dec 2014
Ronald Q. Doeswijk, Trevin Lam and Laurens Swinkels
Independent, Rabobank and Erasmus University Rotterdam (EUR)
Downloads 8,808 (1,482)

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strategic asset allocation, optimal portfolio, global multi-asset market portfolio

3.

Strategic Asset Allocation: The Global Multi-Asset Market Portfolio 1959-2011

Number of pages: 22 Posted: 03 Nov 2012
Ronald Q. Doeswijk, Trevin Lam and Laurens Swinkels
Independent, Rabobank and Erasmus University Rotterdam (EUR)
Downloads 7,438 (1,957)
Citation 3

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strategic asset allocation, optimal portfolio, global multi-asset market portfolio

4.

Historical Returns of the Market Portfolio

Review of Asset Pricing Studies, Forthcoming
Number of pages: 75 Posted: 02 Jun 2017 Last Revised: 23 Oct 2019
Ronald Q. Doeswijk, Trevin Lam and Laurens Swinkels
Independent, Rabobank and Erasmus University Rotterdam (EUR)
Downloads 7,435 (1,960)
Citation 10

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Strategic Asset Allocation, Market Portfolio, Historical Returns, Investment Risk,

5.

The Risk and Reward of Investing

Number of pages: 48 Posted: 28 Aug 2024 Last Revised: 24 Feb 2025
Ronald Q. Doeswijk and Laurens Swinkels
Independent and Erasmus University Rotterdam (EUR)
Downloads 2,860 (9,710)

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Strategic Asset Allocation, Market Portfolio, Historical Returns, Investment Risk

6.

Global Tactical Sector Allocation: A Quantitative Approach

Downloads 2,847 ( 9,777)
Citation 2

Global Tactical Sector Allocation: A Quantitative Approach

Number of pages: 26 Posted: 19 Jan 2011
Ronald Q. Doeswijk and Pim van Vliet
Independent and Robeco Quantitative Investments
Downloads 2,847 (9,596)
Citation 2

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Global Tactical Sector Allocation, Out-of-Sample Predictability, Momentum, Earnings Revisions, Valuation, Fed Policy, Sell In May, Halloween Seasonal

Global Tactical Sector Allocation: A Quantitative Approach

Journal of Portfolio Management, Vol. 38, No. 1, 2011
Posted: 01 Nov 2011
Ronald Q. Doeswijk and Pim van Vliet
Independent and Robeco Quantitative Investments

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Global tactical sector allocation, out-of-sample predictability, momentum, earnings revisions, valuation, Fed policy, Sell in May, Halloween seasonal

7.

The Optimism Cycle: Sell in May

Downloads 1,727 (21,749)
Citation 3

The Optimism Cycle: Sell in May

Number of pages: 27 Posted: 02 Feb 2005
Ronald Q. Doeswijk
Independent
Downloads 1,727 (21,354)
Citation 3

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earnings revisions, optimism cycle, psychology, seasonality, sell in May

The Optimism Cycle: Sell in May

De Economist, Vol. 156, No. 2, 2008
Posted: 22 Aug 2008
Ronald Q. Doeswijk
Independent

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earnings revisions, optimism cycle, psychology, seasonality, sell in May

8.

The Profitability of Insider Trades in the Dutch Stock Market

Downloads 735 (73,590)
Citation 10

The Profitability of Insider Trades in the Dutch Stock Market

Number of pages: 26 Posted: 10 Feb 2004
Mathijs A. Biesta, Ronald Q. Doeswijk and Han A. Donker
Erasmus University Rotterdam, Independent and University of Northern British Columbia - School of Business
Downloads 735 (72,427)
Citation 10

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Buy-and-hold strategy, Dutch stock market, event study, insider trading

The Profitability of Insider Trades in the Dutch Stock Market

VBA Journaal, Vol. 19, No. 4, pp. 15-23, Winter 2003
Posted: 09 Feb 2004
Mathijs A. Biesta, Ronald Q. Doeswijk and Han A. Donker
Erasmus University Rotterdam, Independent and University of Northern British Columbia - School of Business

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Buy-and-hold strategy, Dutch stock market, event study, insider trading

9.

Mergers and Acquisitions in the Dutch Stock Market

Number of pages: 24 Posted: 15 Apr 2008
Ronald Q. Doeswijk and Adriaan Floor
Independent and Steenman Asset Management
Downloads 428 (143,985)

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merger, acquisition, announcement premium, Dutch stock market

10.

25 Years of Dutch Ipos

Number of pages: 22 Posted: 19 Aug 2005
Ronald Q. Doeswijk, Hemmo S.K. Hemmes, Hemmo S.K. Hemmes and Roland Venekamp
Independent, IRIS, Institute for Research and Investment Services, The NetherlandsCardano and ROBECO Group
Downloads 397 (156,886)

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Dutch stock market, IPO, 'hot' and 'cold issue' periods, initial underpricing, long-term underperformance

11.

The Halloween Effect in US Sectors: Comment

Number of pages: 3 Posted: 19 Aug 2009
Ronald Q. Doeswijk
Independent
Downloads 323 (196,657)
Citation 1

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Halloween effect, Sell in May, sector rotation strategy, tactical sector allocation, optimism cycle hypothesis

12.

Institutional Money, Sector and Dollar Effects on the Dutch Aex Index

Downloads 140 (432,431)

Institutional Money, Sector and Dollar Effects on the Dutch Aex Index

Number of pages: 26 Posted: 27 Jul 2004
Ronald Q. Doeswijk
Independent
Downloads 140 (433,285)

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AEX, dollar sensitivity, institutional money flows, sector mix

Institutional Money, Sector and Dollar Effects on the Dutch Aex Index

VBA Journal, Vol. 20, No. 3, pp. 9-17, Autumn 2004
Posted: 21 Oct 2004
Ronald Q. Doeswijk
Independent

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AEX, dollar sensitivity, institutional money flows, sector mix

13.

The Index Revision Party

Posted: 24 May 2004
Ronald Q. Doeswijk
Independent

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Revision, index adjustment, additions, deletions, AEX

14.

Contrarian Investment in the Dutch Stock Market

Posted: 08 Jan 2002
Ronald Q. Doeswijk
Independent

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Efficient Market Hypothesis, Contrarian Investment Strategies, Irrational Investors, Return, Risk, Outperformance

15.

Mergers and Acquisitions in a Global Context: Reaction of Price and Earnings Estimates

Posted: 01 Nov 2001
Ronald Q. Doeswijk, Hemmo S.K. Hemmes and Hemmo S.K. Hemmes
Independent and IRIS, Institute for Research and Investment Services, The NetherlandsCardano

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mergers, acquisitions, acquirers, targets, synergies, earnings revisions