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 5,077

SSRN RANKINGS

Top 5,077

in Total Papers Downloads

10,233

SSRN CITATIONS
Rank 36,209

SSRN RANKINGS

Top 36,209

in Total Papers Citations

6

CROSSREF CITATIONS

16

Scholarly Papers (8)

1.
Downloads 2,665 ( 5,973)
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 Quantitative Strategies and Erasmus University - Rotterdam School of Management
Downloads 2,665 (5,859)
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 Quantitative Strategies and Erasmus University - Rotterdam School of Management

Abstract:

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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 Quantitative Strategies, Robeco Quantitative Investments and Robeco Quantitative Investments
Downloads 2,283 (7,683)
Citation 11

Abstract:

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3.
Downloads 1,828 ( 11,000)
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 Quantitative Strategies
Downloads 1,040 (25,736)

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 Quantitative Strategies
Downloads 788 (38,036)
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: 16 Jan 2020
Erasmus University Rotterdam (EUR), Rotterdam School of Management (RSM), Technische Universit√§t M√ľnchen (TUM), Erasmus University - Rotterdam School of Management and Robeco Quantitative Strategies
Downloads 1,354 (17,718)

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 Quantitative Strategies
Downloads 1,170 (22,007)
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 Quantitative Strategies
Downloads 691 (46,063)
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 Quantitative Strategies and Erasmus University - Rotterdam School of Management
Downloads 144 (246,993)
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 Quantitative Strategies
Downloads 98 (325,979)

Abstract:

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