Pim van Vliet
Pim van Vliet
Robeco Asset Management, Erasmus School of Economics PhD
Verified email at robeco.com - Homepage
Title
Cited by
Cited by
Year
The volatility effect
DC Blitz, P Van Vliet
The Journal of Portfolio Management 34 (1), 102-113, 2007
4652007
The volatility effect in emerging markets
D Blitz, J Pang, P Van Vliet
Emerging Markets Review 16, 31-45, 2013
1342013
Risk aversion and skewness preference
T Post, P Van Vliet, H Levy
Journal of Banking & Finance 32 (7), 1178-1187, 2008
1292008
Downside risk and asset pricing
T Post, P Van Vliet
Journal of Banking & Finance 30 (3), 823-849, 2006
1202006
Global tactical cross-asset allocation: applying value and momentum across asset classes
DC Blitz, P Van Vliet
The Journal of Portfolio Management 35 (1), 23-38, 2008
1012008
Explanations for the volatility effect: An overview based on the CAPM assumptions
D Blitz, E Falkenstein, P Van Vliet
The Journal of Portfolio Management 40 (3), 61-76, 2014
722014
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
672006
Conditional downside risk and the CAPM
T Post, P Van Vliet
ERS-2004-048-F&A, 2005
592005
An anatomy of calendar effects
L Swinkels, P Van Vliet
Journal of Asset Management 13 (4), 271-286, 2012
392012
Fundamental indexation: Rebalancing assumptions and performance
D Blitz, B Van Der Grient, P Van Vliet
The Journal of Index Investing 1 (2), 82-88, 2010
342010
Downside Risk and Empirical Asset Pricing
P van Vliet
302004
Value stocks and market efficiency
RJ Best, RW Best, JA Yoder
Journal of Economics and Finance 24 (1), 28-35, 2000
302000
Factor investing: Long-only versus long-short
J Huij, S Lansdorp, D Blitz, P van Vliet
Available at SSRN 2417221, 2014
272014
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
252011
Sorting out downside beta
T Post, P Van Vliet, S Lansdorp
Available at SSRN 1980614, 2012
212012
Benchmarking Low-Volatility Strategies
P Van Vliet, D Blitz
Journal of Index Investing, Vol. 2, No. 1, pp. 44-49, 2011, 2011
21*2011
Global tactical sector allocation: A quantitative approach
R Doeswijk, P Van Vliet
The Journal of Portfolio Management 38 (1), 29-47, 2011
192011
Dynamic strategic asset allocation: Risk and return across economic regimes
P Vliet, D Blitz
J. Asset Manage 12, 360-375, 2011
152011
Return Characteristics of State‐Owned and Non‐State‐Owned Chinese A Shares
MJ Seiler, DM Harrison, P Van Vliet, KC Yeung
Financial Review 40 (4), 533-548, 2005
142005
An anatomy of calendar effects
SB Grimbacher, LAP Swinkels, P Van Vliet
Available at SSRN 1593770, 2010
132010
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