Gerben J. de Zwart

APG Asset Management

Head of Quantitative Equity

P.O. Box 75283

Amsterdam, 1070 AG

Netherlands

SCHOLARLY PAPERS

7

DOWNLOADS
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3,516

CITATIONS
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Top 18,717

in Total Papers Citations

17

Scholarly Papers (7)

1.

The Economic Value of Fundamental and Technical Information in Emerging Currency Markets

ERIM Report Series Reference No. ERS-2007-096-F&A, EFA 2008 Athens Meetings Paper
Number of pages: 45 Posted: 29 Jan 2008 Last Revised: 19 Oct 2010
Robeco Asset Management, Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute, Erasmus University Rotterdam (EUR) and APG Asset Management
Downloads 1,005 (16,266)
Citation 8

Abstract:

emerging markets, foreign exchange rates, structural exchange rate models, technical trading, heterogeneous agents

2.

The Success of Stock Selection Strategies in Emerging Markets: Is it Risk or Behavioral Bias?

ERIM Report Series Reference No. ERS-2005-012-F&A
Number of pages: 35 Posted: 20 Sep 2005
Jaap van der Hart, Dick J. C. van Dijk and Gerben J. de Zwart
ROBECO Group - Emerging Markets Team, Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and APG Asset Management
Downloads 752 (21,885)
Citation 5

Abstract:

value, momentum, earnings revisions, risk, behavioral models, overreaction, underreaction

3.

Riding the Swaption Curve

Journal of Banking and Finance, Vol. 59, 2015
Number of pages: 61 Posted: 21 Feb 2012 Last Revised: 25 Jan 2016
Johan G. Duyvesteyn and Gerben J. de Zwart
Robeco Asset Management and APG Asset Management
Downloads 431 (39,400)
Citation 1

Abstract:

Volatility risk premium, Term structure, Swaptions, Straddles, Bonds, Interest rate derivatives

4.

A Recommitment Strategy for Long Term Private Equity Fund Investors

ERIM Report Series Reference No. ERS-2007-097-F&A
Number of pages: 46 Posted: 29 Jan 2008
Brian I. Frieser, Dick J. C. van Dijk and Gerben J. de Zwart
ROBECO Group - Robeco Alternative Investments - Private Equity, Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and APG Asset Management
Downloads 390 (58,994)
Citation 2

Abstract:

private equity funds, recommitment strategy, strategic asset allocation, overcommitment

5.

The Short-Term Corporate Bond Anomaly

Number of pages: 39 Posted: 03 Mar 2008 Last Revised: 16 Aug 2009
Jeroen Derwall, Joop Huij and Gerben J. de Zwart
Maastricht University - European Centre for Corporate Engagement, Erasmus University - Rotterdam School of Management and APG Asset Management
Downloads 270 (68,714)
Citation 1

Abstract:

asset pricing, corporate bond returns, factor models, mutual funds

6.

The Inefficient Use of Macroeconomic Information in Analysts' Earnings Forecasts in Emerging Markets

ERIM Report Series Reference No. ERS-2008-007-F&A
Number of pages: 49 Posted: 09 Apr 2008
Gerben J. de Zwart and Dick J. C. van Dijk
APG Asset Management and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads 260 (87,765)

Abstract:

analysts' earnings forecasts, emerging markets, macroeconomic forecasts, forecast accuracy

7.

Private Equity Recommitment Strategies for Institutional Investors

Financial Analysts Journal, Vol. 68, No. 3, 2012
Posted: 26 May 2012
Gerben J. de Zwart, Brian I. Frieser and Dick J. C. van Dijk
APG Asset Management, ROBECO Group - Robeco Alternative Investments - Private Equity and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute

Abstract:

Alternative Investments, Private Equity, Portfolio Management, Alternative Investment Portfolio Management Strategies, Private Equity, Private Equity Capital Portfolios, Management of Institutional Investor Portfolios