Diana Budiono

Syntrus Achmea Asset Management

PO box 3183

Utrecht, 3502 GD

Netherlands

  • Syntrus Achmea Asset Management

SCHOLARLY PAPERS

4

DOWNLOADS

873

SSRN CITATIONS

1

CROSSREF CITATIONS

6

Scholarly Papers (4)

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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 256 (191,183)

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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 Robeco Asset Management
Downloads 225 (216,821)
Citation 3

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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 Robeco Asset Management
Downloads 223 (218,646)
Citation 5

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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, Robeco Asset Management and Erasmus University - Rotterdam School of Management
Downloads 169 (280,620)
Citation 2

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mutual funds, risk-adjusted returns, dynamics of alphas