Patrick Houweling
Patrick Houweling
Senior Quantitative Researcher at Robeco Quantitative Strategies
Verified email at robeco.nl - Homepage
Title
Cited by
Cited by
Year
Comparing possible proxies of corporate bond liquidity
P Houweling, A Mentink, T Vorst
Journal of Banking & Finance 29 (6), 1331-1358, 2005
465*2005
Pricing default swaps: Empirical evidence
P Houweling, T Vorst
Journal of International Money and Finance 24 (8), 1200-1225, 2005
451*2005
Factor Investing in the Corporate Bond Market
P Houweling, J van Zundert
Financial Analysts Journal 73 (2), 1-16, 2017
922017
The joint estimation of term structures and credit spreads
P Houweling, J Hoek, F Kleibergen
Journal of Empirical Finance 8 (3), 297-323, 2001
592001
DTS (Duration Times Spread)—A new measure of spread exposure in credit portfolios
AB Dor, L Dynkin, J Hyman, P Houweling, E van Leeuwen, O Penning
J. Portf. Manag 33, 77-100, 2007
50*2007
Momentum Spillover from Stocks to Corporate Bonds
D Haesen, P Houweling, J van Zundert
23*2015
Valuing euro rating-triggered step-up telecom bonds
P Houweling, A Mentink, TCF Vorst
The Journal of Derivatives 11 (3), 63-80, 2004
212004
Ibbotson’s Default Premium: Risky Data
WG Hallerbach, P Houweling
The Journal of Investing 22 (2), 95-105, 2013
132013
On the Performance of Fixed-Income Exchange-Traded Funds
P Houweling
The Journal of Index Investing 3 (1), 39-44, 2012
132012
On the nature and predictability of corporate bond returns
D Haesen, P Houweling
Available at SSRN 1914680, 2012
72012
Factor Investing in Emerging Market Credits
L Dekker, P Houweling, F Muskens
Available at SSRN 3457127, 2019
22019
Empirical Studies on Credit Markets
P Houweling
Thela Thesis, 2003
22003
Pension and insurance solvency regulations and low-risk investing: A comparative analysis of the Nordic countries and the Netherlands
P Houweling, L Swinkels
Nordic Journal of Business, 2019
2019
Credit Derivatives
P Houweling
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Articles 1–14