フォロー
Pim van Vliet
Pim van Vliet
Robeco Asset Management, Erasmus School of Economics PhD
確認したメール アドレス: robeco.com - ホームページ
タイトル
引用先
引用先
The volatility effect: Lower risk without lower return
D Blitz, P Van Vliet
Journal of portfolio management, 102-113, 2007
6462007
The volatility effect in emerging markets
D Blitz, J Pang, P Van Vliet
Emerging Markets Review 16, 31-45, 2013
2122013
Risk aversion and skewness preference
T Post, P Van Vliet, H Levy
Journal of Banking & Finance 32 (7), 1178-1187, 2008
1562008
Downside risk and asset pricing
T Post, P Van Vliet
Journal of Banking & Finance 30 (3), 823-849, 2006
1412006
Global tactical cross-asset allocation: applying value and momentum across asset classes
D Blitz, P Van Vliet
Journal of Portfolio Management, 23-28, 2008
1312008
Explanations for the volatility effect: An overview based on the CAPM assumptions
D Blitz, EG Falkenstein, P Van Vliet
Available at SSRN 2270973, 2013
1302013
Global factor premiums
G Baltussen, L Swinkels, P Van Vliet
Journal of Financial Economics 142 (3), 1128-1154, 2021
812021
Violations of cumulative prospect theory in mixed gambles with moderate probabilities
G Baltussen, T Post, P Van Vliet
Management science 52 (8), 1288-1290, 2006
742006
An anatomy of calendar effects
L Swinkels, P Van Vliet
Journal of Asset Management 13 (4), 271-286, 2012
702012
Conditional downside risk and the CAPM
T Post, P Van Vliet
ERS-2004-048-F&A, 2005
702005
Five concerns with the five-factor model
D Blitz, MX Hanauer, M Vidojevic, P Van Vliet
The Journal of Portfolio Management 44 (4), 71-78, 2018
672018
The volatility effect revisited
D Blitz, P Van Vliet, G Baltussen
The Journal of Portfolio Management, 2019
662019
Factor investing: Long-only versus long-short
J Huij, S Lansdorp, D Blitz, P van Vliet
Available at SSRN 2417221, 2014
532014
Fundamental indexation: Rebalancing assumptions and performance
D Blitz, B Van Der Grient, P Van Vliet
Journal of Index Investing 1 (2), 82-88, 2010
432010
When equity factors drop their shorts
D Blitz, G Baltussen, P van Vliet
Financial Analysts Journal 76 (4), 73-99, 2020
382020
Sorting out downside beta
T Post, P Van Vliet, S Lansdorp
Available at SSRN 1980614, 2012
352012
Downside Risk and Empirical Asset Pricing
P van Vliet
292004
Global tactical sector allocation: A quantitative approach
R Doeswijk, P Van Vliet
The Journal of Portfolio Management 38 (1), 29-47, 2011
282011
Media attention and the volatility effect
D Blitz, R Huisman, L Swinkels, P van Vliet
Finance Research Letters 36, 101317, 2020
272020
Is the relation between volatility and expected stock returns positive, flat or negative?
P Van Vliet, D Blitz, B Van der Grient
Flat or Negative, 2011
272011
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論文 1–20