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Details about Laurens A. P. Swinkels

E-mail:
Homepage:https://personal.eur.nl/lswinkels/
Phone:+31 10 224 2222
Postal address:COOLSINGEL 120, ROTTERDAM, THE NETHERLANDS
Workplace:Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam (Erasmus University of Rotterdam), (more information at EDIRC)
Capaciteitsgroep Bedrijfseconomie (Department of Business Economics), Faculteit der Economische Wetenschappen (Erasmus School of Economics), Erasmus Universiteit Rotterdam (Erasmus University of Rotterdam), (more information at EDIRC)

Access statistics for papers by Laurens A. P. Swinkels.

Last updated 2018-10-06. Update your information in the RePEc Author Service.

Short-id: psw2


Jump to Journal Articles

Working Papers

2012

  1. Emerging Markets Inflation-Linked Bonds
    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 View citations (3)
  2. The Cross-Section of Stock Returns in Frontier Emerging Markets
    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 (16)
    See also Journal Article in Journal of Empirical Finance (2012)

2010

  1. Create Better Diversified High-Conviction Equity Portfolios using the Portfolio Diversification 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

2009

  1. Performance Evaluation of Balanced Pension Plans
    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 Quantitative Finance (2012)

2007

  1. The Economic Value of Fundamental and Technical Information in Emerging Currency Markets
    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 (6)
    See also Journal Article in Journal of International Money and Finance (2009)

2005

  1. Why don’t Latvian pension funds diversify more internationally?
    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)

2004

  1. Do countries or industries explain momentum in Europe?
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (15)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2002) Downloads View citations (1)
    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 (2002) Downloads View citations (1)

    See also Journal Article in Journal of Empirical Finance (2004)

2003

  1. De gevolgen van de ontwikkelingen in de regelgeving voor de beleggingsmix van pensioenfondsen
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  2. Empirical analysis of investment strategies for institutional investors
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (3)
  3. Market Timing: A Decomposition of Mutual Fund Returns
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in 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 (2003) Downloads
  4. Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (8)

2001

  1. Return-Based Style Analysis with Time-Varying Exposures
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (10)
    Also in Computing in Economics and Finance 2001, Society for Computational Economics (2001) View citations (1)

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
  2. Simulating historical inflation-linked bond returns
    Journal of Empirical Finance, 2018, 48, (C), 374-389 Downloads

2017

  1. Frontier and emerging government bond markets
    Emerging Markets Review, 2017, 30, (C), 232-255 Downloads View citations (2)
  2. Fundamental indexation for developed, emerging, and frontier government bond markets
    Journal of Asset Management, 2017, 18, (5), 405-420 Downloads
  3. The impact of FinTech start-ups on incumbent retail banks’ share prices
    Financial Innovation, 2017, 3, (1), 1-16 Downloads

2015

  1. Accounting for market risk in microfinance investments
    International Journal of Sustainable Economy, 2015, 7, (4), 262-279 Downloads View citations (1)
  2. Can implied volatility predict returns on the currency carry trade?
    Journal of Banking & Finance, 2015, 59, (C), 14-26 Downloads View citations (5)
  3. Empirical evidence on the currency carry trade, 1900–2012
    Journal of International Money and Finance, 2015, 51, (C), 370-389 Downloads View citations (9)

2013

  1. Can exchange traded funds be used to exploit industry and country momentum?
    Financial Markets and Portfolio Management, 2013, 27, (2), 127-148 Downloads View citations (7)

2012

  1. Performance evaluation of balanced pension plans
    Quantitative Finance, 2012, 12, (5), 819-830 Downloads
    See also Working Paper (2009)
  2. The Performance of European Index Funds and Exchange†Traded Funds
    European Financial Management, 2012, 18, (4), 649-662 Downloads View citations (5)
  3. The cross-section of stock returns in frontier emerging markets
    Journal of Empirical Finance, 2012, 19, (5), 796-818 Downloads View citations (17)
    See also Working Paper (2012)

2009

  1. The economic value of fundamental and technical information in emerging currency markets
    Journal of International Money and Finance, 2009, 28, (4), 581-604 Downloads View citations (27)
    See also Working Paper (2007)

2004

  1. Do countries or industries explain momentum in Europe?
    Journal of Empirical Finance, 2004, 11, (4), 461-481 Downloads View citations (15)
    See also Working Paper (2004)
 
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