Diana Budiono

Syntrus Achmea Asset Management

PO box 3183

Utrecht, 3502 GD

Netherlands

SCHOLARLY PAPERS

4

DOWNLOADS

744

SSRN CITATIONS

0

CROSSREF CITATIONS

6

Scholarly Papers (4)

1.

Variable Ultimate Forward Rate Curve

Number of pages: 17 Posted: 09 Aug 2012 Last Revised: 27 Aug 2012
Diana Budiono
Syntrus Achmea Asset Management
Downloads 215 (152,537)

Abstract:

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pension funds, UFR curve, variable ultimate forward rate, last liquid point, alpha

2.

Persistence in Mutual Fund Performance and Time-Varying Risk Exposures

Number of pages: 38 Posted: 22 Sep 2009
Diana Budiono and Martin Martens
Syntrus Achmea Asset Management and Erasmus University Rotterdam (EUR)
Downloads 198 (164,779)
Citation 1

Abstract:

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mutual funds, performance persistence, time-varying risk exposures

3.

Mutual Fund Style Timing Skills and Alpha

Number of pages: 35 Posted: 12 Feb 2009 Last Revised: 17 Dec 2009
Diana Budiono and Martin Martens
Syntrus Achmea Asset Management and Erasmus University Rotterdam (EUR)
Downloads 176 (183,270)
Citation 5

Abstract:

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mutual funds, style timing skill, alpha

4.

The Dynamics of Average Mutual Fund Alphas

Number of pages: 31 Posted: 16 Dec 2009
Diana Budiono, Martin Martens and Marno Verbeek
Syntrus Achmea Asset Management, Erasmus University Rotterdam (EUR) and Erasmus University - Rotterdam School of Management
Downloads 155 (204,246)
Citation 1

Abstract:

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mutual funds, risk-adjusted returns, dynamics of alphas