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Winfried G. Hallerbach

SSRN Author Rank: 1,489 by Downloads and 16,263 by Citations

 Senior Researcher
 

Robeco Asset Management, Quantitative Investment Research


 Weena 850
 Rotterdam, 3014 DA
 Netherlands
 +31102242316 (Phone)
 HOME PAGE: http://www.robeco.com/quant
 email address

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. Winfried G. Hallerbach's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
15,579
Total
Citations
21
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Posted:
20 Feb 12
Last Revised:
15 Aug 14
1,581
(6,049)
 

2.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Posted:
23 Jul 04
1,476
(8,504)
2

3.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Posted:
03 May 13
Last Revised:
07 Apr 15
1,372
(6,974)
1

4.  
Beekhuizen, Paul
Robeco Asset Management
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Posted:
12 May 15
1,109
(7,031)
 

5.   Incl. Electronic Paper
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Ning, Haikun
Erasmus Research Institute of Management (ERIM)
Soppe, Aloy B.M.
Erasmus School of Law
Spronk, J.
Erasmus Research Institute of Management (ERIM)
Posted:
18 Feb 03
Last Revised:
26 Jul 12
1,014
(15,456)
2

6.  
Enhancing Risk Parity by Including Views | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Investing, 2017
Number of Pages in PDF File: 34
Haesen, Daniel
Robeco Investment Research
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Markwat, Thijs D.
Robeco Asset Management
Molenaar, Roderick
Robeco Asset Management
Posted:
12 Aug 14
Last Revised:
20 Sep 16
1,003
(9,421)
 

7.  
Volatility Weighting Applied to Momentum Strategies | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Alternative Investments, Forthcoming
Number of Pages in PDF File: 37
Du Plessis, Johannes Paulus
Independent
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Posted:
29 Apr 15
Last Revised:
29 Jul 16
692
(13,154)
 

8.  
A Relative View on Tracking Error | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2005-063-F&A
Number of Pages in PDF File: 33
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Pouchkarev, I.
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Posted:
26 Aug 06
662
(28,763)
 

9.  
The Relevance of Mcdm for Financial Decisions | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2002-69-F&A
Number of Pages in PDF File: 22
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Spronk, J.
Erasmus Research Institute of Management (ERIM)
Posted:
17 Feb 03
587
(33,872)
4

10.  
Disentangling Rebalancing Return | Show Abstract | Download This Paper | Open PDF in Browser |
The Journal of Asset Management (Forthcoming)
Number of Pages in PDF File: 31
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Posted:
05 Feb 14
Last Revised:
23 Aug 14
586
(24,720)
 

11.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Ning, Haikun
Erasmus Research Institute of Management (ERIM)
Spronk, J.
Erasmus Research Institute of Management (ERIM)
Posted:
26 Aug 06
495
(42,253)
 

12.   Incl. Electronic Paper
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Spronk, J.
Erasmus Research Institute of Management (ERIM)
Posted:
25 Feb 04
Last Revised:
26 Jul 12
457
(46,760)
2

13.  
Holding Period Return-Risk Modeling: Ambiguity in Estimation | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2003-063-F&A
Number of Pages in PDF File: 22
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Posted:
15 Oct 03
448
(47,937)
2

14.  
Holding Period Return-Risk Modeling: The Importance of Dividends | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2003-064-F&A
Number of Pages in PDF File: 24
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Posted:
15 Oct 03
390
(56,722)
2

15.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Posted:
30 Jun 09
351
(59,038)
 

16.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Posted:
04 Jul 09
345
(59,386)
 

17.  
A Broadband Vision of the Dax Over Time | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2002-87-F&A
Number of Pages in PDF File: 23
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Hundack, Christoph
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Pouchkarev, I.
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Spronk, J.
Erasmus Research Institute of Management (ERIM)
Posted:
20 Jan 03
240
(97,609)
1

18.  
Duration & Dimension | Show Abstract | Download This Paper | Open PDF in Browser |
Tinbergen Institute Working Paper No. TI 99-047/2
Number of Pages in PDF File: 10
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Posted:
22 Jan 04
180
(124,551)
1

19.  
An Alternative Decomposition of the Fisher Index | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2004-0022-F&A
Number of Pages in PDF File: 17
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Posted:
22 Apr 04
119
(182,083)
 

20.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Posted:
04 Jul 09
Last Revised:
21 Jul 11
97
(196,795)
 

21.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Posted:
24 Dec 09
86
(226,071)
 

22.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Pouchkarev, I.
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Posted:
28 Mar 15
38
(218,202)
 

23.  
Analysing Perceived Downside Risk: The Component Value-at-Risk Framework | Show Abstract | Add to Cart |
European Financial Management, Vol. 10, No. 4, pp. 567-591, December 2004
Number of Pages in PDF File: 25
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Menkveld, Albert J.
VU University Amsterdam
Posted:
30 Nov 04
30
(367,447)
2

24.  
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Posted:
15 Sep 16
0
(251,011)
 

25.  
Ibbotson’s Default Premium: Risky Data | Show Abstract |
The Journal of Investing, Summer, Vol. 22 No. 2, pp. 95-105
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Houweling, Patrick
Robeco Investment Research
Posted:
29 Jul 11
Last Revised:
23 Aug 14
 

26.  
On the Expected Performance of Market Timing Strategies | Show Abstract |
The Journal of Portfolio Management Summer 2014, Vol. 40, No. 4: pp. 42-51
Hallerbach, Winfried G.
Robeco Asset Management, Quantitative Investment Research
Posted:
16 Jul 11
Last Revised:
23 Aug 14
 


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