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Global tactical sector allocation : a quantitative approach

Doeswijk, Ronald; Vliet, Willem Nicolaas van - In: The journal of portfolio management : a publication of … 38 (2011/12) 1, pp. 29-47

Persistent link: https://www.econbiz.de/10009381271

Sentimentgedreven koersval door boekhoudperikelen - Sentiment & Cement

Doeswijk, Ronald; Peters, Iwan - In: Bank- en effectenbedrijf 51 (2002) 9, pp. 34-35

Persistent link: https://www.econbiz.de/10006373152

The Optimism Cycle: Sell in May

Doeswijk, Ronald - In: De Economist 156 (2008) 2, pp. 175-200

Persistent link: https://www.econbiz.de/10005709536

IRIS vooruitblik 2008 - Voor de wereldeconomie wordt een lagere maar gezonde groei voorzien, onder aanvoering van de hoge groei in opkomende markten. De groei van de Amerikaanse economie vertraagt in 2008 verder, tegen de marktverwachting in, tot 1.5-2.0%.

Doeswijk, Ronald - In: Bank- en effectenbedrijf 57 (2008) 1-2, pp. 34-38

Persistent link: https://www.econbiz.de/10007908857

The global multi-asset market portfolio : 1959 - 2012

Doeswijk, Ronald; Lam, Trevin; Swinkels, Laurens - In: Financial analysts' journal : FAJ 70 (2014) 2, pp. 26-41

Persistent link: https://www.econbiz.de/10010407423

Historical returns of the market portfolio

Doeswijk, Ronald; Lam, Trevin; Swinkels, Laurens - In: Review of asset pricing studies : RAPS 10 (2020) 3, pp. 521-567

Persistent link: https://www.econbiz.de/10012318152

Ten things you should know about low-volatility investing

Vliet, Willem Nicolaas van - In: The journal of investing 20 (2011) 4, pp. 141-143

Persistent link: https://www.econbiz.de/10009672032

Low volatility needs little trading

Vliet, Willem Nicolaas van - In: The journal of portfolio management : a publication of … 44 (2017) 3, pp. 33-42

Persistent link: https://www.econbiz.de/10011877604

Market portfolio efficiency and value stocks

Post, Thierry; Vliet, Willem Nicolaas van - In: Journal of economics and finance 28 (2004) 3, pp. 300-306

Persistent link: https://www.econbiz.de/10002627424

The Volatility Effect in China

Blitz, David; Hanauer, Matthias; Vliet, Willem Nicolaas van - 2021

This paper shows that low-risk stocks significantly outperform high-risk stocks in the local China A shares market. The main driver of this low-risk anomaly is volatility, and not beta. A Fama-French style VOL factor is not explained by the Fama-French-Carhart factors, and has the strongest...

Persistent link: https://www.econbiz.de/10013250820