Bart van Vliet

Robeco Quantitative Investments

Weena 850

Rotterdam, 3011 AG

Netherlands

Erasmus University Rotterdam (EUR)

Burgemeester Oudlaan 50

3000 DR Rotterdam, Zuid-Holland 3062PA

Netherlands

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Non-Standard Errors in Asset Pricing: Mind Your Sorts

Number of pages: 66 Posted: 24 Jun 2022 Last Revised: 07 Jul 2022
Amar Soebhag, Bart van Vliet and Patrick Verwijmeren
Erasmus University Rotterdam (EUR) - Department of Business Economics, Robeco Quantitative Investments and Erasmus University Rotterdam (EUR)
Downloads 3,609 (4,287)

Abstract:

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portfolio construction, factor investing, equity factors, asset pricing models, non-standard errors, p-hacking, data-mining.

2.

The Cross-Section of Stock Returns before 1926 (And Beyond)

Number of pages: 85 Posted: 24 Nov 2021 Last Revised: 17 Mar 2022
Guido Baltussen, Bart van Vliet and Pim van Vliet
Erasmus University Rotterdam (EUR), Robeco Quantitative Investments and Robeco Quantitative Investments
Downloads 2,528 (7,744)

Abstract:

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empirical asset pricing, return anomalies, machine learning, factor premiums, p-hacking, momentum, value, beta, low volatility, size