Simon Lansdorp

Robeco Quantitative Strategies

Rotterdam, 3011 AG

Netherlands

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

P.O. Box 1738

3000 DR Rotterdam, NL 3062 PA

Netherlands

Tinbergen Institute

P.O. Box 1738

3000 DR Rotterdam

Netherlands

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 5,307

SSRN RANKINGS

Top 5,307

in Total Papers Downloads

6,466

CITATIONS
Rank 45,236

SSRN RANKINGS

Top 45,236

in Total Papers Citations

3

Scholarly Papers (8)

1.
Downloads 2,062 ( 5,147)
Citation 1

Short-Term Residual Reversal

Number of pages: 50 Posted: 18 Aug 2011 Last Revised: 01 Nov 2012
David Blitz, Joop Huij, Simon Lansdorp and Marno Verbeek
Robeco Asset Management - Quantitative Strategies, Erasmus University - Rotterdam School of Management, Robeco Quantitative Strategies and Erasmus University - Rotterdam School of Management
Downloads 2,062 (5,043)
Citation 1

Abstract:

short-term reversal, dynamic risks, residual returns, trading costs, market efficiency

Short-Term Residual Reversal

Journal of Financial Markets, Forthcoming
Posted: 26 Oct 2012
David Blitz, Joop Huij, Simon Lansdorp and Marno Verbeek
Robeco Asset Management - Quantitative Strategies, Erasmus University - Rotterdam School of Management, Robeco Quantitative Strategies and Erasmus University - Rotterdam School of Management

Abstract:

short-term reversal, dynamic risks, residual returns, trading costs, market efficiency

2.
Downloads 1,652 ( 7,591)
Citation 1

Sorting Out Downside Beta

ERIM Report Series Reference No. ERS-2009-006-F&A, 22nd Australasian Finance and Banking Conference 2009
Number of pages: 26 Posted: 17 Mar 2009 Last Revised: 09 Dec 2010
Thierry Post, Pim van Vliet and Simon Lansdorp
Koc University - Graduate School of Business, Robeco Asset Management - Quantitative Strategies and Robeco Quantitative Strategies
Downloads 952 (17,758)
Citation 1

Abstract:

asset pricing, downside risk, semi-variance, lower partial moments, beta

Sorting Out Downside Beta

Number of pages: 28 Posted: 06 Jan 2012 Last Revised: 10 Oct 2012
Thierry Post, Pim van Vliet and Simon Lansdorp
Koc University - Graduate School of Business, Robeco Asset Management - Quantitative Strategies and Robeco Quantitative Strategies
Downloads 700 (27,776)
Citation 1

Abstract:

Asset pricing, downside beta, CAPM, downside risk, semi-variance

3.

Factor Investing: Long-Only versus Long-Short

Number of pages: 19 Posted: 29 Mar 2014
Joop Huij, Simon Lansdorp, David Blitz and Pim van Vliet
Erasmus University - Rotterdam School of Management, Robeco Quantitative Strategies, Robeco Asset Management - Quantitative Strategies and Robeco Asset Management - Quantitative Strategies
Downloads 655 (13,831)

Abstract:

4.

Mutual Fund Performance Persistence, Market Efficiency, and Breadth

Number of pages: 38 Posted: 26 Oct 2012
Joop Huij and Simon Lansdorp
Erasmus University - Rotterdam School of Management and Robeco Quantitative Strategies
Downloads 443 (41,786)
Citation 1

Abstract:

mutual funds, performance persistence, breadth, market efficiency, return dispersion, active management

5.

Managerial Turnover and the Behavior of Mutual Fund Investors

Number of pages: 34 Posted: 26 Oct 2012
Joop Huij, Simon Lansdorp and Marno Verbeek
Erasmus University - Rotterdam School of Management, Robeco Quantitative Strategies and Erasmus University - Rotterdam School of Management
Downloads 109 (195,122)

Abstract:

mutual funds, performance-flow relation, managerial turnover

6.

On Risks and Opportunities in Financial Markets

Tinbergen Institute Research Series No. 543
Number of pages: 171 Posted: 21 Mar 2013
Simon Lansdorp
Robeco Quantitative Strategies
Downloads 77 (241,026)

Abstract:

asset pricing, downside risk, short-term reversal, mutual funds, market breadth, managerial turnover

7.

Residual Momentum and Reversal Strategies Revisited

Number of pages: 16 Posted: 09 Mar 2017
Joop Huij and Simon Lansdorp
Erasmus University - Rotterdam School of Management and Robeco Quantitative Strategies
Downloads 0 (83,715)

Abstract:

residual momentum, residual reversal, factor investing

8.

Quality Investing – Industry versus Academic Definitions

Number of pages: 35 Posted: 13 Jun 2016
Erasmus University Rotterdam (EUR), Rotterdam School of Management (RSM), Robeco Asset Management - Quantitative Strategies, Erasmus University - Rotterdam School of Management and Robeco Quantitative Strategies
Downloads 0 (34,936)

Abstract:

quality, factor premiums, return-on-equity, profit margins, leverage, earnings variability, operating accruals, net stock issues, gross profitability