Details about Pim van Vliet

Access statistics for papers by Pim van Vliet.

Last updated 2016-08-01. Update your information in the RePEc Author Service.

Short-id: pvl6

Working Papers

2009

1. Sorting out Downside Beta
   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)

2008

2. Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes
   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 (27)

2007

3. The Volatility Effect: Lower Risk without Lower Return
   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 (104)

2004

4. Conditional Downside Risk and the CAPM
   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 (15)
5. Downside Risk and Asset Pricing
   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 (2)
   See also Journal Article Downside risk and asset pricing, Journal of Banking & Finance, Elsevier (2006) View citations (37) (2006)

2003

6. Portfolio Return Characteristics of Different Industries
   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
7. Risk Aversion and Skewness Preference: a comment
   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)

Journal Articles

2013

1. The volatility effect in emerging markets
   Emerging Markets Review, 2013, 16, (C), 31-45 View citations (39)

2012

2. Downside risk aversion, fixed-income exposure, and the value premium puzzle
   Journal of Banking & Finance, 2012, 36, (12), 3382-3398 View citations (3)

2008

3. Risk aversion and skewness preference
   Journal of Banking & Finance, 2008, 32, (7), 1178-1187 View citations (55)

2006

4. Downside risk and asset pricing
   Journal of Banking & Finance, 2006, 30, (3), 823-849 View citations (37)
   See also Working Paper Downside Risk and Asset Pricing, ERIM Report Series Research in Management (2004) View citations (2) (2004)
5. Violations of Cumulative Prospect Theory in Mixed Gambles with Moderate Probabilities
   Management Science, 2006, 52, (8), 1288-1290 View citations (24)

2005

6. Return Characteristics of State‐Owned and Non‐State‐Owned Chinese A Shares
   The Financial Review, 2005, 40, (4), 533-548 View citations (3)

2004

7. Market portfolio efficiency and value stocks
   Journal of Economics and Finance, 2004, 28, (3), 300-306 View citations (1)