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P. van Vliet (Pim)

2004-12-16

Downside Risk And Empirical Asset Pricing

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Publication

De rol van neerwaarts risico bij de prijsvorming van effecten: een empirisch onderzoek

Pim van Vliet (1977, Bodegraven, The Netherlands) obtained his Master’s degree in Economics with honors from the Erasmus University Rotterdam in 2000. In October 2000, he joined ERIM to carry out his doctoral research. Parts of his work have been published and presented at international conferences. His current research interest includes investor preferences, empirical asset pricing and investment strategies.

Additional Metadata
Keywords Asset pricing theory, Benchmark portfolios, CAPM, Momentum, Three-factor model, downside risk, efficiency, investors, market, portfolios, risk, risk aversion, stock market portfolio, stocks
Sponsor Erasmus University Rotterdam, Erasmus School of Economics. Promotor: Prof.dr. G.T. Post, Other members: Prof.dr. W.F.M. de Bondt, Prof.dr. J.T.J. Smit, Prof.dr. J. Spronk
Promotor G.T. Post (Thierry)
Publisher Erasmus University Rotterdam
ISBN 978-90-5892-075-1
Persistent URL hdl.handle.net/1765/1819
Series ERIM Ph.D. Series Research in Management
Organisation Erasmus Research Institute of Management
Citation
van Vliet, P. (2004). Downside Risk And Empirical Asset Pricing. In ERIM Ph.D. Series Research in Management (ERIM PhD Series;EPS-2004-049-F&A).http://hdl.handle.net/1765/1819
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EPS2004049FA_9058920755_VANVLIET.jpg Cover Image , 70kb


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