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Patrick Houweling
Patrick Houweling
Head Quant Fixed Income at Robeco Investments
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
559*2005
Pricing default swaps: Empirical evidence
P Houweling, T Vorst
Journal of International Money and Finance 24 (8), 1200-1225, 2005
508*2005
Factor Investing in the Corporate Bond Market
P Houweling, J van Zundert
Financial Analysts Journal 73 (2), 1-16, 2017
1762017
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
112*2007
The joint estimation of term structures and credit spreads
P Houweling, J Hoek, F Kleibergen
Journal of Empirical Finance 8 (3), 297-323, 2001
572001
Momentum Spillover from Stocks to Corporate Bonds
D Haesen, P Houweling, J van Zundert
52*2015
On the Performance of Fixed-Income Exchange-Traded Funds
P Houweling
The Journal of Index Investing 3 (1), 39-44, 2012
232012
Valuing euro rating-triggered step-up telecom bonds
P Houweling, A Mentink, TCF Vorst
The Journal of Derivatives 11 (3), 63-80, 2004
232004
Ibbotson’s Default Premium: Risky Data
WG Hallerbach, P Houweling
The Journal of Investing 22 (2), 95-105, 2013
202013
Factor investing in emerging market credits
L Dekker, P Houweling, F Muskens
The Journal of Beta Investment Strategies 12 (2), 28-46, 2021
82021
On the nature and predictability of corporate bond returns
D Haesen, P Houweling
Available at SSRN 1914680, 2012
72012
Empirical studies on credit markets
P Houweling
Erasmus University Rotterdam, 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
12019
True Value Investing in Credits through Machine Learning
P Houweling, P Messow, RJ t Hoen
Available at SSRN, 2024
2024
The Past, Present, and Future of Low-Risk Corporate Bonds
P Houweling, F Muskens
Present, and Future of Low-Risk Corporate Bonds (September 18, 2023), 2023
2023
Continuous innovation in factor credit strategies
P Houweling, F Muskens, RJT Hoen
Bankers, Markets & Investors, 23-30, 2021
2021
Credit Derivatives
P Houweling
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Articles 1–17