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Details about Pim van Vliet

Homepage:http://www.robeco.com/lowvolatility
Workplace: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 Pim van Vliet.

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

Short-id: pvl6


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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 Downloads View citations (3)

2008

  1. 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 Downloads View citations (24)

2007

  1. 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 Downloads View citations (93)

2004

  1. 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 Downloads View citations (15)
  2. 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 Downloads View citations (2)
    See also Journal Article in Journal of Banking & Finance (2006)

2003

  1. 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 Downloads
  2. 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 Downloads View citations (3)

Journal Articles

2013

  1. The volatility effect in emerging markets
    Emerging Markets Review, 2013, 16, (C), 31-45 Downloads View citations (34)

2012

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

2008

  1. Risk aversion and skewness preference
    Journal of Banking & Finance, 2008, 32, (7), 1178-1187 Downloads View citations (50)

2006

  1. Downside risk and asset pricing
    Journal of Banking & Finance, 2006, 30, (3), 823-849 Downloads View citations (31)
    See also Working Paper (2004)
  2. Violations of Cumulative Prospect Theory in Mixed Gambles with Moderate Probabilities
    Management Science, 2006, 52, (8), 1288-1290 Downloads View citations (23)

2005

  1. Return Characteristics of State‐Owned and Non‐State‐Owned Chinese A Shares
    The Financial Review, 2005, 40, (4), 533-548 Downloads View citations (2)

2004

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