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10 Most Recent Publications
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Downside risk aversion, fixed-income exposure, and the value premium puzzle
(Article)
Baltussen, G. Post, G.T. Vliet, P. van |
2012-12-01
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An anatomy of calendar effects
(Article)
Swinkels, L.A.P. Vliet, P. van |
2012-08-01
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Sorting out Downside Beta
(Research Paper)
Post, G.T. Vliet, P. van Lansdorp, S.D. |
2009-02-18
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Risk aversion and skewness preference
(Article)
Post, G.T. Vliet, P. van Levy, H. |
2008-07-01
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Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes
(Research Paper)
Blitz, D.C. Vliet, P. van |
2008-06-09
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The Volatility Effect: Lower Risk without Lower Return
(Research Paper)
Blitz, D.C. Vliet, P. van |
2007-07-04
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The Volatility Effect: Lower Risk without Lower Return
(Miscellaneous)
Blitz, D.C. Vliet, P. van |
2007-07-04
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Violations of Cumulative Prospect Theory in Mixed Gambles with Moderate Probabilities
(Article)
Baltussen, G. Post, G.T. Vliet, P. van |
2006-08-01
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Downside Risk And Empirical Asset Pricing
(Doctoral Thesis)
Vliet, P. van |
2004-12-16
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Market portfolio efficiency and value stocks.
(Article)
Post, G.T. Vliet, P. van |
2004-09-01
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