Rotterdam, 3011 AG
P.O. Box 1738
3000 DR Rotterdam, NL 3062 PA
3000 DR Rotterdam
Robeco Quantitative Strategies
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
in Total Papers Downloads
short-term reversal, dynamic risks, residual returns, trading costs, market efficiency
asset pricing, downside risk, semi-variance, lower partial moments, beta
Asset pricing, downside beta, CAPM, downside risk, semi-variance
mutual funds, performance persistence, breadth, market efficiency, return dispersion, active management
mutual funds, performance-flow relation, managerial turnover
asset pricing, downside risk, short-term reversal, mutual funds, market breadth, managerial turnover
quality, factor premiums, return-on-equity, profit margins, leverage, earnings variability, operating accruals, net stock issues, gross profitability
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