Albert Mentink

AEGON Group - AEGON Asset Management

P.O. Box 202

2501 CE The Hague

Netherlands

SCHOLARLY PAPERS

3

DOWNLOADS

3,009

SSRN CITATIONS

25

CROSSREF CITATIONS

7

Scholarly Papers (3)

1.

Comparing Possible Proxies of Corporate Bond Liquidity

Journal of Banking and Finance, Vol. 29, No. 6, pp. 1331-1358, 2005, EFA 2003 Annual Conference Paper No. 298
Number of pages: 39 Posted: 01 Aug 2003
Patrick Houweling, Albert Mentink and Ton Vorst
Robeco Investment Research, AEGON Group - AEGON Asset Management and VU University Amsterdam - Department of Finance and Financial Sector Management
Downloads 1,765 (9,020)
Citation 28

Abstract:

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liquidity, premiums, spreads, credit, corporate bonds, yields, fama-french model

2.

Conditional Value at Risk Optimization of a Credit Bond Portfolio, a Practical Analysis

Number of pages: 38 Posted: 20 Jan 2004
Albert Mentink
AEGON Group - AEGON Asset Management
Downloads 994 (22,019)

Abstract:

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Conditional value at risk, optimization, bond portfolio

3.

Valuing Euro Rating-Triggered Step-Up Telecom Bonds

Journal of Derivatives, Spring, pp. 63-80, 2004
Number of pages: 46 Posted: 11 Mar 2003
Patrick Houweling, Albert Mentink and Ton Vorst
Robeco Investment Research, AEGON Group - AEGON Asset Management and VU University Amsterdam - Department of Finance and Financial Sector Management
Downloads 250 (123,215)
Citation 5

Abstract:

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step-up bonds, rating-triggered, credit risk, reduced form models, Jarrow Lando Turnbull