Ronald Q. Doeswijk

affiliation not provided to SSRN

SCHOLARLY PAPERS

13

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CITATIONS
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18

Scholarly Papers (13)

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

Number of pages: 33 Posted: 26 Mar 2009 Last Revised: 22 Oct 2009
Niels Bekkers, Ronald Q. Doeswijk and Trevin W. Lam
Tilburg University - Center and Faculty of Economics and Business Administration, affiliation not provided to SSRN and Rabobank
Downloads 14,571 (155)
Citation 5

Abstract:

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 W. Lam
Tilburg University - Center and Faculty of Economics and Business Administration, affiliation not provided to SSRN and Rabobank

Abstract:

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

2.

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

Number of pages: 22 Posted: 03 Nov 2012
affiliation not provided to SSRN, Rabobank and Erasmus University Rotterdam (EUR)
Downloads 4,713 (913)
Citation 1

Abstract:

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

3.

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
affiliation not provided to SSRN, Rabobank and Erasmus University Rotterdam (EUR)
Downloads 4,234 (855)

Abstract:

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

Global Tactical Sector Allocation: A Quantitative Approach

Number of pages: 26 Posted: 19 Jan 2011
Ronald Q. Doeswijk and Pim van Vliet
affiliation not provided to SSRN and Robeco Asset Management - Quantitative Strategies
Downloads 1,664 (7,343)
Citation 1

Abstract:

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
affiliation not provided to SSRN and Robeco Asset Management - Quantitative Strategies

Abstract:

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

5.
Downloads 1,186 ( 12,934)
Citation 7

The Optimism Cycle: Sell in May

Number of pages: 27 Posted: 02 Feb 2005
Ronald Q. Doeswijk
affiliation not provided to SSRN
Downloads 1,186 (12,666)
Citation 7

Abstract:

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
affiliation not provided to SSRN

Abstract:

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

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, affiliation not provided to SSRN and University of Northern British Columbia - School of Business
Downloads 520 (41,492)
Citation 3

Abstract:

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, affiliation not provided to SSRN and University of Northern British Columbia - School of Business

Abstract:

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

7.

Mergers and Acquisitions in the Dutch Stock Market

Number of pages: 24 Posted: 15 Apr 2008
Ronald Q. Doeswijk and Adriaan Floor
affiliation not provided to SSRN and Steenman Asset Management
Downloads 339 (67,992)

Abstract:

merger, acquisition, announcement premium, Dutch stock market

8.

25 years of Dutch IPOs

Number of pages: 22 Posted: 19 Aug 2005
Ronald Q. Doeswijk, Hemmo S.K. Hemmes and Roland Venekamp
affiliation not provided to SSRN, Cardano and ROBECO Group
Downloads 336 (69,619)
Citation 1

Abstract:

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

9.

The Halloween Effect in US Sectors: Comment

Number of pages: 3 Posted: 19 Aug 2009
Ronald Q. Doeswijk
affiliation not provided to SSRN
Downloads 177 (118,197)

Abstract:

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

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

Number of pages: 26 Posted: 27 Jul 2004
Ronald Q. Doeswijk
affiliation not provided to SSRN
Downloads 95 (227,751)

Abstract:

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
affiliation not provided to SSRN

Abstract:

AEX, dollar sensitivity, institutional money flows, sector mix

11.

The Index Revision Party

International Review of Financial Analysis, Vol. 14, No. 2, 2005
Posted: 24 May 2004
Ronald Q. Doeswijk
affiliation not provided to SSRN

Abstract:

Revision, index adjustment, additions, deletions, AEX

12.

Contrarian Investment in the Dutch Stock Market

De Economist, Vol. 145, No. 4, December 1997
Posted: 08 Jan 2002
Ronald Q. Doeswijk
affiliation not provided to SSRN

Abstract:

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

13.

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

The Journal of Investing, Vol. 10, No. 2, Summer 2001
Posted: 01 Nov 2001
Ronald Q. Doeswijk and Hemmo S.K. Hemmes
affiliation not provided to SSRN and Cardano

Abstract:

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