Tom Steenkamp

ABP Investments - Research Department

WTC Schiphol Airport

Tower C, 5th Floor P.O. Box 75753

Schiphol NL-1118 ZX

Netherlands

SCHOLARLY PAPERS

3

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5,837

SSRN CITATIONS
Rank 15,988

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Top 15,988

in Total Papers Citations

26

CROSSREF CITATIONS

43

Scholarly Papers (3)

1.

Dynamic Commodity Timing Strategies

Number of pages: 28 Posted: 25 Aug 2004 Last Revised: 27 Nov 2009
VU University Amsterdam, PGO-IM, Maastricht University, Robeco Asset Management and ABP Investments - Research Department
Downloads 3,247 (5,270)
Citation 23

Abstract:

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Commodity futures, market timing

2.

Strategic Asset Allocation With Liabilities: Beyond Stocks and Bonds

Number of pages: 51 Posted: 28 Feb 2005
APG Asset Management, Robeco Asset Management, Maastricht University - Department of Finance and ABP Investments - Research Department
Downloads 1,557 (17,058)
Citation 29

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Strategic asset allocation, asset liability management

Strategic Asset Allocation for Long-Term Investors: Parameter Uncertainty and Prior Information

Number of pages: 36 Posted: 01 Jun 2006 Last Revised: 09 Mar 2013
APG Asset Management, Robeco Asset Management, Maastricht University - Department of Finance and ABP Investments - Research Department
Downloads 809 (43,283)
Citation 13

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strategic asset allocation, bayesian vector autoregression, parameter uncertainty

Strategic Asset Allocation for Long-Term Investors: Parameter Uncertainty and Prior Information

Netspar Discussion Paper No. 04/2011-038
Number of pages: 51 Posted: 22 Apr 2011
APG Asset Management, Robeco Asset Management, Maastricht University - Department of Finance and ABP Investments - Research Department
Downloads 224 (192,883)
Citation 6

Abstract:

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strategic asset allocation, Bayesian vector autoregression, parameter uncertainty, robust portfolio choice