Laurens A. P. Swinkels
Personal Details
First Name: Laurens
Middle Name: A. P.
Last Name: Swinkels
Suffix:
RePEc Short-ID: psw2
Email:
Homepage:
http://people.few.eur.nl/lswinkels
Postal Address: COOLSINGEL 120, ROTTERDAM, THE NETHERLANDS
Phone: +31 10 224 2222
Affiliation
(weights of affiliations)- Erasmus Research Institute of Management (ERIM)
Erasmus Universiteit (34%)
Location: Rotterdam, Netherlands
Homepage: http://www.erim.eur.nl/
Email:
Phone: 31-10-408 1182
Fax: 31-10-408 9020
Postal: RSM Erasmus University & Erasmus School of Economics, PoBox 1738, 3000 DR Rotterdam
Handle: RePEc:edi:erimanl (more details at EDIRC) - Erasmus Center for Financial Research (ECFR)
Faculteit der Economische Wetenschappen
Erasmus Universiteit (33%)
Location: Rotterdam, Netherlands
Homepage: http://www.ecfr.nl/
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:ecfrenl (more details at EDIRC) - Capaciteitsgroep Bedrijfseconomie
Faculteit der Economische Wetenschappen
Erasmus Universiteit (33%)
Location: Rotterdam, Netherlands
Homepage: http://www.few.eur.nl/few/index.cfm/site/Erasmus%20School0f0.000000E+00conomics/pageid/6FA44FFE-B258-8834-BEB72CE257439655/
Email:
Phone: +31.10.40.81509
Fax: +31.10.40.89159
Postal: Postbus 1738, kamer H13-11, 3000 DR ROTTERDAM
Handle: RePEc:edi:afeurnl (more details at EDIRC)
Works
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF
Working papers
- Swinkels, L.A.P., 2012. "Emerging Markets Inflation-Linked Bonds," Research Paper 1765031879, 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 Uni.
- Crezée, D.P. & Swinkels, L.A.P., 2010. "Create Better Diversified High-Conviction Equity Portfolios using the Portfolio Diversification Index," Research Paper 1765021037, 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 Uni.
- Andreu, L. & Swinkels, L.A.P., 2009. "Performance Evaluation of Balanced Pension Plans," Research Paper 1765021036, 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 Uni.
- Zwart, G.J. de & Markwat, T.D. & Swinkels, L.A.P. & Dijk, D.J.C. van, 2007.
"The Economic Value of Fundamental and Technical Information in Emerging Currency Markets,"
Research Paper
ERS-2007-096-F&A, 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 Uni.
- de Zwart, Gerben & Markwat, Thijs & Swinkels, Laurens & van Dijk, Dick, 2009. "The economic value of fundamental and technical information in emerging currency markets," Journal of International Money and Finance, Elsevier, vol. 28(4), pages 581-604, June.
- Swinkels, L.A.P. & Vejina, D. & Vilans, R., 2005. "Why don’t Latvian pension funds diversify more internationally?," Research Paper ERS-2005-078-F&A, 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 Uni.
- Swinkels, L.A.P. & Sluis, P.J. van der & Verbeek, M.J.C.M., 2003.
"Market Timing: A Decomposition of Mutual Fund Returns,"
Discussion Paper
2003-95, Tilburg University, Center for Economic Research.
- Swinkels, L.A.P. & Sluis, P.J. van der & Verbeek, M.J.C.M., 2003. "Market timing: A decomposition of mutual fund returns," Research Paper ERS-2003-074-F&A, 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 Uni.
- Swinkels, L.A.P., 2003. "Empirical Analysis of Investment Strategies for Institutional Investors," Open Access publications from Tilburg University urn:nbn:nl:ui:12-121849, Tilburg University.
- Swinkels, L.A.P. & Nijman, T.E., 2003. "De gevolgen van de ontwikkelingen in de regelgeving voor de beleggingsmix van pensioenfondsen," Open Access publications from Tilburg University urn:nbn:nl:ui:12-119494, Tilburg University.
- Nijman, T.E. & Swinkels, L.A.P., 2003. "Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes," Discussion Paper 2003-20, Tilburg University, Center for Economic Research.
- Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002.
"Do Countries or Industries Explain Momentum in Europe?,"
Discussion Paper
2002-9, Tilburg University, Center for Economic Research.
- Nijman, Theo & Swinkels, Laurens & Verbeek, Marno, 2004. "Do countries or industries explain momentum in Europe?," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 461-481, September.
- Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2004. "Do countries or industries explain momentum in Europe?," Open Access publications from Tilburg University urn:nbn:nl:ui:12-140720, Tilburg University.
- Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," Research Paper ERS-2002-91-F&A, 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 Uni.
- Swinkels, L.A.P. & Sluis, P.J. van der, 2001.
"Return-Based Style Analysis with Time-Varying Exposures,"
Discussion Paper
2001-96, Tilburg University, Center for Economic Research.
- Laurens Swinkels & Pieter Van Der Sluis, 2006. "Return-based style analysis with time-varying exposures," European Journal of Finance, Taylor and Francis Journals, vol. 12(6-7), pages 529-552.
- Laurens Swinkels, Pieter Jelle VanDerSluis, 2001. "Return-based Style Analysis with Time-varying Exposures," Computing in Economics and Finance 2001 125, Society for Computational Economics.
Articles
- de Zwart, Gerben & Markwat, Thijs & Swinkels, Laurens & van Dijk, Dick, 2009.
"The economic value of fundamental and technical information in emerging currency markets,"
Journal of International Money and Finance,
Elsevier, vol. 28(4), pages 581-604, June.
- Zwart, G.J. de & Markwat, T.D. & Swinkels, L.A.P. & Dijk, D.J.C. van, 2007. "The Economic Value of Fundamental and Technical Information in Emerging Currency Markets," Research Paper ERS-2007-096-F&A, 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 Uni.
- Laurens Swinkels & Pieter Van Der Sluis, 2006.
"Return-based style analysis with time-varying exposures,"
European Journal of Finance,
Taylor and Francis Journals, vol. 12(6-7), pages 529-552.
- Laurens Swinkels, Pieter Jelle VanDerSluis, 2001. "Return-based Style Analysis with Time-varying Exposures," Computing in Economics and Finance 2001 125, Society for Computational Economics.
- Swinkels, L.A.P. & Sluis, P.J. van der, 2001. "Return-Based Style Analysis with Time-Varying Exposures," Discussion Paper 2001-96, Tilburg University, Center for Economic Research.
- Nijman, Theo & Swinkels, Laurens & Verbeek, Marno, 2004.
"Do countries or industries explain momentum in Europe?,"
Journal of Empirical Finance,
Elsevier, vol. 11(4), pages 461-481, September.
- Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2004. "Do countries or industries explain momentum in Europe?," Open Access publications from Tilburg University urn:nbn:nl:ui:12-140720, Tilburg University.
- Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," Discussion Paper 2002-9, Tilburg University, Center for Economic Research.
- Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," Research Paper ERS-2002-91-F&A, 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 Uni.
NEP Fields
10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-CBA: Central Banking (1) 2008-03-08
- NEP-CFN: Corporate Finance (2) 2003-04-02 2003-12-07
- NEP-EEC: European Economics (2) 2002-03-14 2002-11-04
- NEP-FMK: Financial Markets (3) 2002-11-04 2005-12-14 2008-03-08 Author is listed
- NEP-LAB: Labour Economics (1) 2010-10-30
- NEP-MIC: Microeconomics (1) 2010-10-30
- NEP-RMG: Risk Management (1) 2010-10-30
Statistics
Most cited item
- Zwart, G.J. de & Markwat, T.D. & Swinkels, L.A.P. & Dijk, D.J.C. van, 2007. "The Economic Value of Fundamental and Technical Information in Emerging Currency Markets," Research Paper ERS-2007-096-F&A, 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 Uni.
Most downloaded item (past 12 months)
- Laurens Swinkels & Pieter Van Der Sluis, 2006. "Return-based style analysis with time-varying exposures," European Journal of Finance, Taylor and Francis Journals, vol. 12(6-7), pages 529-552.
Access and download statistics for all items
Co-authorship network on CollEc
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