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Pim Van Vliet

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This is information that was supplied by Pim Vliet in registering through RePEc. If you are Pim Van Vliet , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Pim
Middle Name: Van
Last Name: Vliet
Suffix:

RePEc Short-ID: pvl6

Email: [This author has chosen not to make the email address public]
Homepage: http://www.robeco.com/lowvolatility
Postal Address:
Phone:

Affiliation

Capaciteitsgroep Bedrijfseconomie
Faculteit der Economische Wetenschappen
Erasmus Universiteit Rotterdam
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

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Working papers

  1. Post, G.T. & van Vliet, P. & Lansdorp, S.D., 2009. "Sorting out Downside Beta," ERIM Report Series Research in Management ERS-2009-006-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.
  2. Blitz, D.C. & van Vliet, P., 2008. "Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes," ERIM Report Series Research in Management ERS-2008-033-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.
  3. Blitz, D.C. & van Vliet, P., 2007. "The Volatility Effect: Lower Risk without Lower Return," ERIM Report Series Research in Management ERS-2007-044-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.
  4. Post, G.T. & van Vliet, P., 2004. "Conditional Downside Risk and the CAPM," ERIM Report Series Research in Management ERS-2004-048-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.
  5. Post, G.T. & van Vliet, P., 2004. "Downside Risk and Asset Pricing," ERIM Report Series Research in Management ERS-2004-018-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.
  6. Post, G.T. & van Vliet, P., 2003. "Risk Aversion and Skewness Preference: a comment," ERIM Report Series Research in Management ERS-2003-009-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.
  7. Pouchkarev, I. & Spronk, J. & van Vliet, P., 2003. "Portfolio Return Characteristics of Different Industries," ERIM Report Series Research in Management ERS-2003-014-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.

Articles

  1. Blitz, David & Pang, Juan & van Vliet, Pim, 2013. "The volatility effect in emerging markets," Emerging Markets Review, Elsevier, vol. 16(C), pages 31-45.
  2. Baltussen, Guido & Post, Gerrit T. & Van Vliet, Pim, 2012. "Downside risk aversion, fixed-income exposure, and the value premium puzzle," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3382-3398.
  3. Post, Thierry & van Vliet, Pim & Levy, Haim, 2008. "Risk aversion and skewness preference," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1178-1187, July.
  4. Post, Thierry & van Vliet, Pim, 2006. "Downside risk and asset pricing," Journal of Banking & Finance, Elsevier, vol. 30(3), pages 823-849, March.
  5. Guido Baltussen & Thierry Post & Pim van Vliet, 2006. "Violations of Cumulative Prospect Theory in Mixed Gambles with Moderate Probabilities," Management Science, INFORMS, vol. 52(8), pages 1288-1290, August.
  6. Michael J. Seiler & David M. Harrison & Pim van Vliet & Kit Ching Yeung, 2005. "Return Characteristics of State-Owned and Non-State-Owned Chinese A Shares," The Financial Review, Eastern Finance Association, vol. 40(4), pages 533-548, November.

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