Rob Huisman

Robeco Quantitative Investments

Weena 850

Rotterdam, Zuid-Holland 3014 DA

Netherlands

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Beyond Fama-French Factors: Alpha from Short-Term Signals

Number of pages: 27 Posted: 01 Jun 2022
Robeco Quantitative Investments, Technische Universit√§t M√ľnchen (TUM), Robeco Quantitative Investments, Robeco Quantitative Investments and Robeco Quantitative Investments
Downloads 3,911 (3,752)

Abstract:

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short-term signals, market frictions, portfolio construction, transaction costs, investments, market efficiency

2.

Media Attention and the Volatility Effect

Number of pages: 15 Posted: 21 Jun 2019 Last Revised: 16 Oct 2019
Robeco Quantitative Investments, Robeco Quantitative Investments, Erasmus University Rotterdam (EUR) and Robeco Quantitative Investments
Downloads 637 (59,171)
Citation 1

Abstract:

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Alpha, Attention, Big Data, Investing, Media, News, Volatility