Rosanne Vanpee

KU Leuven Faculty of Economics and Business

Naamsestraat 69

Leuven, B-3000

Belgium

http://scholar.google.be/citations?user=yhAZIHEAAAAJ&hl=en

SCHOLARLY PAPERS

11

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Scholarly Papers (11)

1.

Home Bias in International Equity Portfolios: A Review

Number of pages: 37 Posted: 30 Oct 2007
Piet Sercu and Rosanne Vanpee
FEB at KU Leuven and KU Leuven Faculty of Economics and Business
Downloads 2,032 (7,014)
Citation 27

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2.

Bond and Equity Home Bias and Foreign Bias: An International Study

KU Leuven, AFI-1269
Number of pages: 28 Posted: 18 Jul 2012 Last Revised: 16 Apr 2013
Rosanne Vanpee and Lieven De Moor
KU Leuven Faculty of Economics and Business and Vrije Universiteit Brussel
Downloads 288 (105,501)
Citation 7

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Home bias, international portfolio holdings

3.

A Measure of Pure Home Bias

Review of Finance, Forthcoming
Number of pages: 55 Posted: 01 Jun 2015 Last Revised: 06 May 2018
Ian A. Cooper, Piet Sercu and Rosanne Vanpee
London Business School, FEB at KU Leuven and KU Leuven Faculty of Economics and Business
Downloads 273 (111,641)

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Home bias, foreign bias, international equity investment

4.

Subjectivity in Sovereign Credit Ratings

Number of pages: 42 Posted: 18 Mar 2017
Vrije Universiteit Brussel, KU Leuven Faculty of Economics and Business, FEB at KU Leuven and KU Leuven Faculty of Economics and Business
Downloads 130 (219,538)
Citation 2

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Credit ratings, rating agencies, artificial intelligence

Estimating the Costs of International Equity Investments

Number of pages: 49 Posted: 06 Mar 2008
Piet Sercu and Rosanne Vanpee
FEB at KU Leuven and KU Leuven Faculty of Economics and Business
Downloads 120 (234,262)
Citation 3

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international portfolio diversification, information asymmetries, international CAPM, equity home bias

Estimating the Costs of International Equity Investments

Review of Finance, Vol. 12, No. 4, pp. 587-634, 2008
Posted: 27 Oct 2008
Piet Sercu and Rosanne Vanpee
FEB at KU Leuven and KU Leuven Faculty of Economics and Business

Abstract:

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G11, G15, F36

6.

Mutual Fund Performance: A Market Efficiency Perspective

Investment Analysts Journal, 45(4), 1-15 (2016)
Number of pages: 26 Posted: 31 Oct 2015 Last Revised: 22 Jun 2016
Tim Verheyden, Lieven De Moor and Rosanne Vanpee
Arabesque Partners, Vrije Universiteit Brussel and KU Leuven Faculty of Economics and Business
Downloads 104 (258,340)

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Mutual fund performance, time-varying weak-form market efficiency, adaptive markets hypothesis

7.

The Value of Clean Hands: Public Policy and International Asset Allocation

EFA 2008 Athens Meetings Paper
Number of pages: 32 Posted: 06 Mar 2008
Piet Sercu and Rosanne Vanpee
FEB at KU Leuven and KU Leuven Faculty of Economics and Business
Downloads 82 (301,038)

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international portfolio diversification, information asymmetries, home bias

8.

Equity and Bond Exposure of Convertible Bond Funds: Region Matters

Number of pages: 42 Posted: 07 Mar 2013
Geert Van Campenhout and Rosanne Vanpee
KU Leuven - FEB@HUBrussel and KU Leuven Faculty of Economics and Business
Downloads 80 (305,395)

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Convertible bond funds, regional factors, risk factors

9.

The Plausibility of Risk Estimates and Implied Costs to International Equity Investment

Number of pages: 37 Posted: 30 Oct 2007
Lieven De Moor, Piet Sercu and Rosanne Vanpee
Vrije Universiteit Brussel, FEB at KU Leuven and KU Leuven Faculty of Economics and Business
Downloads 59 (359,982)

Abstract:

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Plausibility, Risk, Costs, Cost, Investment, Country, Portfolio, Model, Bias, Markets, Market, Time, Expected, International, Investments, Credibility, Volatility

10.

The Equity Home Bias Puzzle: A Survey

Foundations and Trends in Finance, Vol. 7, No. 4, 2013
Number of pages: 143 Posted: 18 Jan 2014
Ian A. Cooper, Piet Sercu and Rosanne Vanpee
London Business School, FEB at KU Leuven and KU Leuven Faculty of Economics and Business
Downloads 16 (546,202)
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Equity, home bias, international portfolio choice

11.

How Do Sovereign Credit Ratings Help to Financially Develop Low-Developed Countries?

Number of pages: 46 Posted: 12 Dec 2018
Prabesh Luitel and Rosanne Vanpee
KU Leuven Faculty of Economics and Business and KU Leuven Faculty of Economics and Business
Downloads 13 (564,301)

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Sovereign credit ratings, financial development, emerging markets