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
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Top 4,678

in Total Papers Downloads

8,616

CITATIONS
Rank 24,896

SSRN RANKINGS

Top 24,896

in Total Papers Citations

17

Scholarly Papers (8)

1.
Downloads 2,440 ( 5,058)
Citation 3

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, Erasmus University - Rotterdam School of Management, Robeco Quantitative Strategies and Erasmus University - Rotterdam School of Management
Downloads 2,440 (4,946)
Citation 3

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, 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.
Downloads 1,770 ( 8,738)
Citation 5

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 Asset Management - Quantitative Investing and Robeco Quantitative Strategies
Downloads 1,013 (20,547)

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 Asset Management - Quantitative Investing and Robeco Quantitative Strategies
Downloads 757 (31,207)
Citation 5

Abstract:

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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 and Robeco Asset Management - Quantitative Investing
Downloads 1,747 (8,912)
Citation 7

Abstract:

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4.

Does Earnings Growth Drive the Quality Premium?

Number of pages: 38 Posted: 13 Jun 2016 Last Revised: 13 Jun 2018
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 1,005 (21,177)

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 828 (28,011)

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 604 (42,945)
Citation 1

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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 130 (216,794)
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 92 (276,531)

Abstract:

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