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6 research outputs found

“The Global Multi-Asset Market Portfolio 1959-2012”: Author Response

Author: Doeswijk RQ
Lam TW
Swinkels Laurens
Publication venue: 'CFA Institute'
Publication date: 01/01/2014
Field of study

EUR Research Repository

The Global Multi-Asset Market Portfolio 1959-2012

Author: Doeswijk RQ
Lam TW
Swinkels Laurens
Publication venue: 'CFA Institute'
Publication date: 01/01/2014
Field of study

EUR Research Repository

The Profitability of Insider Trades in the Dutch Stock Market

Author: Biesta MA
Doeswijk RQ
Donker HA
Publication venue
Publication date: 01/01/2003
Field of study

EUR Research Repository

The Profitability of Insider Trades in the Dutch Stock Market

Author: Biesta MA
Doeswijk RQ
Donker HA
Publication venue
Publication date: 01/01/2003
Field of study

EUR Research Repository

Historical returns of the market portfolio

Author: Doeswijk RQ
Lam TW
Swinkels Laurens
Publication venue: 'Oxford University Press (OUP)'
Publication date: 01/01/2020
Field of study

EUR Research Repository

An integrated risk-budgeting approach for multi-strategy equity portfolios

Author: A Edmans
B Scherer
BN Lehmann
C Capaul
CWC Andy
D Avramov
D Blitz
D Chambers
D Givoly
DC Blitz
EF Fama
EF Fama
F Black
F Ogliaro
FYEC Lam
G He
M Jensen
M Kritzman
N Jegadeesh
O Gergaud
Pierre Moulin
R Novy-Marx
R Novy-Marx
R Perchet
RA Haugen
Raul Leote de Carvalho
RG Sloan
RJ Bloomfield
RL de Carvalho
RQ Doeswijk
RW Banz
S Basu
S Desrosiers
TJ Moskowitz
V Plerou
Xiao Lu
Y Choueifaty
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

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