Simon Lansdorp

Robeco Sustainable Index Solutions

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 6,235

SSRN RANKINGS

Top 6,235

in Total Papers Downloads

13,068

SSRN CITATIONS
Rank 33,875

SSRN RANKINGS

Top 33,875

in Total Papers Citations

17

CROSSREF CITATIONS

15

Scholarly Papers (8)

1.
Downloads 3,118 ( 7,715)
Citation 2

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 Quantitative Investments, Erasmus University - Rotterdam School of Management, Robeco Sustainable Index Solutions and Erasmus University - Rotterdam School of Management
Downloads 3,118 (7,583)
Citation 2

Abstract:

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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 Quantitative Investments, Erasmus University - Rotterdam School of Management, Robeco Sustainable Index Solutions and Erasmus University - Rotterdam School of Management

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

2.

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 Sustainable Index Solutions, Robeco Quantitative Investments and Robeco Quantitative Investments
Downloads 3,107 (7,765)
Citation 12

Abstract:

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3.
Downloads 2,184 (13,602)
Citation 4

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
Graduate School of Business of Nazarbayev University, Robeco Quantitative Investments and Robeco Sustainable Index Solutions
Downloads 1,291 (30,027)

Abstract:

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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
Graduate School of Business of Nazarbayev University, Robeco Quantitative Investments and Robeco Sustainable Index Solutions
Downloads 893 (50,648)
Citation 6

Abstract:

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

4.

Does Earnings Growth Drive the Quality Premium?

Number of pages: 47 Posted: 13 Jun 2016 Last Revised: 27 May 2024
Erasmus University Rotterdam (EUR), Rotterdam School of Management (RSM), Technische Universität München (TUM), Erasmus University - Rotterdam School of Management and Robeco Sustainable Index Solutions
Downloads 1,887 (17,140)

Abstract:

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quality, factor premiums, earnings growth, return-on-equity, profit margins, leverage, earnings variability, operating accruals, investments, gross profitability

5.

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 Sustainable Index Solutions
Downloads 1,585 (22,476)
Citation 2

Abstract:

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residual momentum, residual reversal, factor investing

6.

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 Sustainable Index Solutions
Downloads 884 (52,122)
Citation 4

Abstract:

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

7.

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 Sustainable Index Solutions and Erasmus University - Rotterdam School of Management
Downloads 181 (313,189)
Citation 1

Abstract:

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mutual funds, performance-flow relation, managerial turnover

8.

On Risks and Opportunities in Financial Markets

Tinbergen Institute Research Series No. 543
Number of pages: 171 Posted: 21 Mar 2013
Simon Lansdorp
Robeco Sustainable Index Solutions
Downloads 122 (432,318)

Abstract:

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