Winfried G. Hallerbach
Winfried G. Hallerbach
Quant Investment Research, Robeco Asset Management
Geverifieerd e-mailadres voor robeco.com - Homepage
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Variance vs downside risk: Is there really that much difference?
H Grootveld, W Hallerbach
European Journal of operational research 114 (2), 304-319, 1999
3261999
Decomposing Portfolio Value-at-Risk: A General Analysis
Hallerbach
Journal of Risk 5 (2), 1-18, 2003
195*2003
A framework for managing a portfolio of socially responsible investments
W Hallerbach, H Ning, A Soppe, J Spronk
European Journal of Operational Research 153 (2), 517-529, 2004
1442004
Financial modelling: Where to go? With an illustration for portfolio management
J Spronk, W Hallerbach
european Journal of operational research 99 (1), 113-125, 1997
1131997
The Relevance of Multi-Criteria Decision Making for Financial Decisions
J Spronk, WG Hallerbach
The Journal of Multicriteria Decision Analysis 11 (4-5), 187-195, 2002
99*2002
A Multidimensional Framework for Financial-Economic Decisions
J Spronk, WG Hallerbach
The Journal of Multicriteria Decision Analysis 11 (3), 111-124, 2002
45*2002
Upgrading Value-at-Risk from Diagnostic Metric to Decision Variable: A Wise Thing to Do?
H Grootveld, WG Hallerbach
Risk Measures for the 21st Century; Giorgio Szegö (Editor), 33-50, 2003
342003
Disentangling Rebalancing Return
WG Hallerbach
The Journal of Asset Management 15 (October), 301-316, 2014
332014
A proof of the optimality of volatility weighting over time
WG Hallerbach
Journal of Investment Strategies 1 (4), 87-99, 2012
322012
On the expected performance of market timing strategies
WG Hallerbach
The Journal of Portfolio Management 40 (4), 42-51, 2014
252014
Analysing Perceived Downside Risk: the Component Value‐at‐Risk Framework
WG Hallerbach, AJ Menkveld
European Financial Management 10 (4), 567-591, 2004
25*2004
Capital Allocation, Portfolio Enhancement and Performance Measurement: A Unified Approach
WG Hallerbach
Risk Measures in the 21st Century. Edited by G. Szegö., 435-450, 2004
252004
A multi-dimensional framework for portfolio management
W Hallerbach, J Spronk
Essays in decision making, 275-293, 1997
221997
An improved estimator for Black-Scholes-Merton implied volatility
WG Hallerbach
ERIM Report Series No. ERS-2004-054-F&A, 2004
162004
Multi Attribute Portfolio Selection: a conceptual framework
W Hallerbach
161994
Theoretical and empirical aspects of the relation between interest rates and common stock returns
WG Hallerbach
Operations Research Models in Quantitative Finance, 112-133, 1994
161994
Advances in Portfolio Risk Control
W Hallerbach
Risk-Based and Factor Investing, 1-30, 2015
15*2015
Ibbotson’s Default Premium: Risky Data
WG Hallerbach, P Houweling
The Journal of Investing 22 (2), 95-105, 2011
142011
Cross-and auto-correlation effects arising from averaging: the case of US interest rates and equity duration
WG Hallerbach
Applied Financial Economics 13 (4), 287-294, 2003
112003
An alternative decomposition of the Fisher index
WG Hallerbach
Economics Letters 86 (2), 147-152, 2005
102005
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Artikelen 1–20