Liam Tjong-A-Tjoe

Erasmus University Rotterdam (EUR)

Burgemeester Oudlaan 50

3000 DR Rotterdam, Zuid-Holland 3062PA

Netherlands

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Can Exchange Traded Funds be Used to Exploit Country and Industry Momentum?

Financial Markets and Portfolio Management, Forthcoming
Number of pages: 33 Posted: 24 Jun 2008 Last Revised: 07 Oct 2012
Laura Andreu, Laurens Swinkels and Liam Tjong-A-Tjoe
University of Zaragoza - Faculty of Business and Economics, Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR)
Downloads 871 (26,650)

Abstract:

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Alpha, Country momentum strategies, Exchange traded funds, Industry momentum strategies, Transactions costs

Can Mutual Funds Time Investment Styles?

Number of pages: 13 Posted: 26 Jul 2007
Laurens Swinkels and Liam Tjong-A-Tjoe
Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR)
Downloads 465 (60,575)

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Mutual funds, performance evaluation, style timing

Can Mutual Funds Time Investment Styles?

Journal of Asset Management, Vol. 8, No. 2, pp. 123-132, 2007
Posted: 02 Nov 2008
Laurens Swinkels and Liam Tjong-A-Tjoe
Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR)

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Mutual funds, performance evaluation, style timing