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Details about Winfried Hallerbach

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Phone:+31 6 127 86 890
Workplace:Robeco Asset Management

Access statistics for papers by Winfried Hallerbach.

Last updated 2021-12-30. Update your information in the RePEc Author Service.

Short-id: pha50


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Working Papers

2005

  1. A Relative View on Tracking Error
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads

2004

  1. An Alternative Decomposition Of The Fisher Index
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
    See also Journal Article in Economics Letters (2005)
  2. An Improved Estimator For Black-Scholes-Merton Implied Volatility
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads View citations (4)

2003

  1. A Multidimensional Framework for Financial-Economic Decisions
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads View citations (7)
  2. Holding Period Return-Risk Modeling: Ambiguity in Estimation
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  3. Holding Period Return-Risk Modeling: The Importance of Dividends
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
    See also Journal Article in Estudios de Economia Aplicada (2005)
  4. The effects of decision flexibility in the hierarchical investment decision process
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
    See also Journal Article in Frontiers in Finance and Economics (2004)

2002

  1. A Broadband Vision of the DAX over Time
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads View citations (1)
  2. A Framework for Managing a Portfolio of Socially Responsible Investments
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
    See also Journal Article in European Journal of Operational Research (2004)
  3. The Relevance of MCDM for Financial Decisions
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads View citations (10)

2000

  1. Cross- and Auto-Correlation Effects arising from Averaging: The Case of US Interest Rates and Equity Duration
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    See also Journal Article in Applied Financial Economics (2003)

1999

  1. Decomposing Portfolio Value-at-Risk: A General Analysis
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (21)
  2. Duration & Dimension
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
  3. Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (3)

Journal Articles

2018

  1. Equity Solvency Capital Requirements - What Institutional Regulation Can Learn from Private Investor Regulation
    The Geneva Papers on Risk and Insurance - Issues and Practice, 2018, 43, (4), 633-652 Downloads

2016

  1. Active Portfolio Management with Conditional Tracking Error
    Bankers, Markets & Investors, 2016, (143), 18-25 Downloads View citations (2)

2014

  1. Disentangling rebalancing return
    Journal of Asset Management, 2014, 15, (5), 301-316 Downloads View citations (2)

2005

  1. An alternative decomposition of the Fisher index
    Economics Letters, 2005, 86, (2), 147-152 Downloads View citations (4)
    See also Working Paper (2004)
  2. Holding Period Return-Risk Modeling:The Importance of Dividends
    Estudios de Economia Aplicada, 2005, 23, 45-65 Downloads
    See also Working Paper (2003)

2004

  1. A framework for managing a portfolio of socially responsible investments
    European Journal of Operational Research, 2004, 153, (2), 517-529 Downloads View citations (45)
    See also Working Paper (2002)
  2. Analysing Perceived Downside Risk: the Component Value‐at‐Risk Framework
    European Financial Management, 2004, 10, (4), 567-591 Downloads View citations (4)
  3. The Effects of Decision Flexibility in the Hierarchical Investment Decision Process
    Frontiers in Finance and Economics, 2004, 1, (1), 17-36 Downloads
    See also Working Paper (2003)

2003

  1. Cross- and auto-correlation effects arising from averaging: the case of US interest rates and equity duration
    Applied Financial Economics, 2003, 13, (4), 287-294 Downloads
    See also Working Paper (2000)

1999

  1. Variance vs downside risk: Is there really that much difference?
    European Journal of Operational Research, 1999, 114, (2), 304-319 Downloads View citations (80)

1997

  1. Financial modelling: Where to go? With an illustration for portfolio management
    European Journal of Operational Research, 1997, 99, (1), 113-125 Downloads View citations (22)
 
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