Daniel Haesen

Robeco Investment Research

Quantitative Researcher

Weena 850

Rotterdam, 3014 DA

Netherlands

http://www.robeco.com/quant

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

Enhancing Risk Parity by Including Views

Journal of Investing, 2017
Number of pages: 34 Posted: 12 Aug 2014 Last Revised: 20 Sep 2016
Robeco Investment Research, Robeco Asset Management, Quantitative Investment Research, Robeco Asset Management and Robeco Asset Management
Downloads 1,003 (8,633)

Abstract:

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
Robeco Investment Research, Robeco Investment Research and Robeco Asset Management
Downloads 423 (32,507)

Abstract:

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 Investment Research
Downloads 407 (41,270)

Abstract:

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