Ronald Q. Doeswijk

Independent

No Address Available

United States

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

SCHOLARLY PAPERS

14

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CROSSREF CITATIONS

20

Scholarly Papers (14)

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 16,842 (180)
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 6,966 (938)

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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 6,506 (1,061)
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 4,203 (2,308)
Citation 2

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

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 1,986 (8,013)
Citation 1

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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

6.
Downloads 1,424 ( 13,959)
Citation 2

The Optimism Cycle: Sell in May

Number of pages: 27 Posted: 02 Feb 2005
Ronald Q. Doeswijk
Independent
Downloads 1,424 (13,680)
Citation 2

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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

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 589 (48,625)
Citation 7

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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

8.

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 374 (85,893)

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merger, acquisition, announcement premium, Dutch stock market

9.

25 Years of Dutch Ipos

Number of pages: 22 Posted: 19 Aug 2005
Ronald Q. Doeswijk, Hemmo S.K. Hemmes and Roland Venekamp
Independent, Cardano and ROBECO Group
Downloads 354 (91,438)

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

10.

The Halloween Effect in US Sectors: Comment

Number of pages: 3 Posted: 19 Aug 2009
Ronald Q. Doeswijk
Independent
Downloads 255 (130,366)
Citation 1

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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
Independent
Downloads 102 (284,656)

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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

12.

The Index Revision Party

International Review of Financial Analysis, Vol. 14, No. 2, 2005
Posted: 24 May 2004
Ronald Q. Doeswijk
Independent

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Revision, index adjustment, additions, deletions, AEX

13.

Contrarian Investment in the Dutch Stock Market

De Economist, Vol. 145, No. 4, December 1997
Posted: 08 Jan 2002
Ronald Q. Doeswijk
Independent

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

14.

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
Independent and Cardano

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