Olaf Penninga

Robeco Asset Management

Senior Portfolio Manager

Rotterdam, 3011 AG

Netherlands

SCHOLARLY PAPERS

3

DOWNLOADS
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Top 7,954

in Total Papers Downloads

7,299

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Dts (Duration Times Spread)

Journal of Portfolio Management, Winter 2007
Number of pages: 48 Posted: 14 Jan 2007
Lehman Brothers, New York - Fixed Income Research, Lehman Brothers, Lehman Brothers, Robeco Investment Research, Robeco Asset Management and Robeco Asset Management
Downloads 4,862 (2,159)
Citation 1

Abstract:

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credit risk, corporate bonds

2.

Predicting Bond Returns: 70 Years of International Evidence

Financial Analysts Journal, 2021, 77(3): 133-155.
Number of pages: 40 Posted: 24 Jun 2020 Last Revised: 18 Aug 2021
Guido Baltussen, Martin Martens and Olaf Penninga
Erasmus University Rotterdam (EUR), Erasmus University Rotterdam and Robeco Asset Management
Downloads 1,762 (11,931)

Abstract:

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return predictability, asset pricing, market efficiency, bond risk premia, momentum, value, carry.

3.

Factor Investing in Sovereign Bond Markets: Deep Sample Evidence

Number of pages: 24 Posted: 25 Jun 2021
Guido Baltussen, Martin Martens and Olaf Penninga
Erasmus University Rotterdam (EUR), Erasmus University Rotterdam and Robeco Asset Management
Downloads 675 (48,423)

Abstract:

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factor investing, bond risk premia, asset pricing, market efficiency, momentum, value, carry, low-risk