Daniel Haesen

Robeco Investment Research

Quantitative Researcher

Weena 850

Rotterdam, 3014 DA

Netherlands

http://www.robeco.com/quant

  • Robeco Investment Research

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    • Tel: +31 10 224 7167
SCHOLARLY PAPERS

3

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Rank 23,815

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Top 23,815

in Total Papers Downloads

4,500

TOTAL CITATIONS

13

Scholarly Papers (3)

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1.

Enhancing Risk Parity by Including Views

Journal of Investing, 2017
Number of pages: 34 Posted: 12 Aug 2014 Last Revised: 20 Sep 2016
Daniel Haesen, Winfried G. Hallerbach, Thijs D. Markwat and Roderick Molenaar
Robeco Investment Research, Fintelligence CCT, Robeco Asset Management and affiliation not provided to SSRN
Downloads 2,348 (13,283)
Citation 1

Abstract:

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asset allocation, risk parity, portfolio optimization, Bayesian analysis, Black-Litterman

2.

Momentum Spillover from Stocks to Corporate Bonds

Journal of Banking and Finance, 2017, Vol. 79
Number of pages: 47 Posted: 22 Aug 2012 Last Revised: 20 Jul 2017
Daniel Haesen, Patrick Houweling and Jeroen van Zundert
Robeco Investment Research, Robeco Institutional Asset Management and Cubist Systematic Strategies
Downloads 1,353 (31,209)
Citation 10

Abstract:

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corporate bond, momentum, time-varying risk, residual return

3.

On the Nature and Predictability of Corporate Bond Returns

Number of pages: 47 Posted: 23 Aug 2011 Last Revised: 15 Nov 2013
Daniel Haesen and Patrick Houweling
Robeco Investment Research and Robeco Institutional Asset Management
Downloads 799 (65,631)
Citation 2

Abstract:

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corporate bonds, credit spreads, excess returns, predictability, market timing