Tom Steenkamp

ABP Investments - Research Department

WTC Schiphol Airport

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

Schiphol NL-1118 ZX

Netherlands

  • ABP Investments - Research Department

SCHOLARLY PAPERS

3

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78

Scholarly Papers (3)

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1.

Dynamic Commodity Timing Strategies

Number of pages: 28 Posted: 25 Aug 2004 Last Revised: 27 Nov 2009
Evert B. Vrugt, Rob Bauer, Roderick Molenaar and Tom Steenkamp
VU University Amsterdam, PGO-IM, Maastricht University, affiliation not provided to SSRN and ABP Investments - Research Department
Downloads 3,440 (7,153)
Citation 23

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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
Roy P. M. M. Hoevenaars, Roderick Molenaar, Peter C. Schotman and Tom Steenkamp
APG Asset Management, affiliation not provided to SSRN, Maastricht University - Department of Finance and ABP Investments - Research Department
Downloads 1,714 (21,558)
Citation 36

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Strategic asset allocation, asset liability management

3.

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

Downloads 1,155 (38,638)
Citation 19

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
Roy P. M. M. Hoevenaars, Roderick Molenaar, Peter C. Schotman and Tom Steenkamp
APG Asset Management, affiliation not provided to SSRN, Maastricht University - Department of Finance and ABP Investments - Research Department
Downloads 885 (55,438)
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
Roy P. M. M. Hoevenaars, Roderick Molenaar, Peter C. Schotman and Tom Steenkamp
APG Asset Management, affiliation not provided to SSRN, Maastricht University - Department of Finance and ABP Investments - Research Department
Downloads 270 (231,322)
Citation 6

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