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

4

DOWNLOADS
Rank 3,807

SSRN RANKINGS

Top 3,807

in Total Papers Downloads

17,291

SSRN CITATIONS
Rank 70,378

SSRN RANKINGS

Top 70,378

in Total Papers Citations

5

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.

Non-Standard Errors in Asset Pricing: Mind Your Sorts

Number of pages: 79 Posted: 24 Jun 2022 Last Revised: 08 Feb 2023
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 6,740 (1,914)
Citation 3

Abstract:

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

2.

Investing in Deflation, Inflation, and Stagflation Regimes

Financial Analysts Journal, 2023, Vol. 79. No.3., p.5-32.
Number of pages: 45 Posted: 07 Jul 2022 Last Revised: 09 Sep 2023
Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR), Robeco Quantitative Investments and Robeco Quantitative Investments
Downloads 4,907 (3,284)
Citation 4

Abstract:

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inflation, deflation, stagflation, equity returns, bond returns, factor premiums

3.

The Cross-Section of Stock Returns before CRSP

Number of pages: 94 Posted: 24 Nov 2021 Last Revised: 08 Feb 2023
Guido Baltussen, Bart van Vliet and Pim van Vliet
Erasmus University Rotterdam (EUR), Robeco Quantitative Investments and Robeco Quantitative Investments
Downloads 3,245 (6,598)
Citation 2

Abstract:

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

4.

Equity Styles and the Spanish Flu

Number of pages: 6 Posted: 27 Apr 2020 Last Revised: 20 Oct 2022
Guido Baltussen, Pim van Vliet and Bart van Vliet
Erasmus University Rotterdam (EUR), Robeco Quantitative Investments and Robeco Quantitative Investments
Downloads 2,399 (10,576)

Abstract:

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equity styles, equity factors, low volatility, value, size, momentum, crises, pandemics