View Author
dai: 236409336
ssrn: 295938
scopus: 6701594431

Swinkels, L.A.P.

(Laurens Swinkels)


market return portfolio strategy currency stock result country period table month value momentum journal sample index pension performance model equity exchange frontier finance ratio investment trading effect timing investor frontier markets information pension plans prphqwxp sharpe / journal correlation factor panel number chartist analysis currency markets equally-weighted t-value inflation-linked bonds inflation-linked management asset transaction diversification volatility figure world sample period money sharpe ratios sharpe ratio interest skill market currencies manager transaction costs report momentum strategies signal dividend trading rules weight equity markets exchange rates exposure vwrfnv level dollar latvian evidence 0.00 research inflation spanish




10 Most Recent Publications

The cross-section of stock returns in frontier emerging markets (Article)
Groot, W. de Pang, J. Swinkels, L.A.P.
2012-12-01
Emerging market inflation-linked bonds (Article)
Swinkels, L.A.P.
2012-09-01
The Performance of European Index Funds and Exchange-Traded Funds (Article)
Blitz, D.C. Huij, J.J. Swinkels, L.A.P.
2012-09-01
An anatomy of calendar effects (Article)
Swinkels, L.A.P. Vliet, P. van
2012-08-01
The Cross-Section of Stock Returns in Frontier Emerging Markets (Research Paper)
Groot, W. de Pang, J. Swinkels, L.A.P.
2012-08-01
Performance evaluation of balanced pension plans (Article)
Andreu, L. Swinkels, L.A.P.
2012-05-01
Emerging Markets Inflation-Linked Bonds (Research Paper)
Swinkels, L.A.P.
2012-02-28
Gevolgen van mogelijke veranderingen in de rekenrente (Article)
Hoek, J. Swinkels, L.A.P.
2011-01-01
Create Better Diversified High-Conviction Equity Portfolios using the Portfolio Diversification Index (Research Paper)
Crezée, D.P. Swinkels, L.A.P.
2010-03-01
Performance Evaluation of Balanced Pension Plans (Research Paper)
Andreu, L. Swinkels, L.A.P.
2009-10-01