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Publications

by alumni of

Finance Department
School of Economics and Management
Universiteit van Tilburg
Tilburg, Netherlands

(Tilburg University)

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2005

  1. Hallerbach, W.G.P.M. & Pouchkarev, I., 2005. "A Relative View on Tracking Error," ERIM Report Series Research in Management ERS-2005-063-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 University Rotterdam.

2004

  1. Hallerbach, W.G.P.M., 2004. "An Alternative Decomposition Of The Fisher Index," ERIM Report Series Research in Management ERS-2004-022-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 University Rotterdam.
  2. Hallerbach, W.G.P.M., 2004. "An Improved Estimator For Black-Scholes-Merton Implied Volatility," ERIM Report Series Research in Management ERS-2004-054-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 University Rotterdam.

2003

  1. Hallerbach, W.G.P.M. & Spronk, J., 2003. "A Multidimensional Framework for Financial-Economic Decisions," ERIM Report Series Research in Management ERS-2003-021-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 University Rotterdam.
  2. Hallerbach, W.G.P.M. & Ning, H. & Spronk, J., 2003. "The effects of decision flexibility in the hierarchical investment decision process," ERIM Report Series Research in Management ERS-2003-047-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 University Rotterdam.
  3. Hallerbach, W.G.P.M., 2003. "Holding Period Return-Risk Modeling: Ambiguity in Estimation," ERIM Report Series Research in Management ERS-2003-063-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 University Rotterdam.
  4. Hallerbach, W.G.P.M., 2003. "Holding Period Return-Risk Modeling: The Importance of Dividends," ERIM Report Series Research in Management ERS-2003-064-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 University Rotterdam.

2002

  1. Hallerbach, W.G.P.M. & Ning, H. & Soppe, A.B.M. & Spronk, J., 2002. "A Framework for Managing a Portfolio of Socially Responsible Investments," ERIM Report Series Research in Management ERS-2002-54-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 University Rotterdam.
  2. Spronk, J. & Hallerbach, W.G.P.M., 2002. "The Relevance of MCDM for Financial Decisions," ERIM Report Series Research in Management ERS-2002-69-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 University Rotterdam.
  3. Hallerbach, W.G.P.M. & Hundack, C. & Pouchkarev, I. & Spronk, J., 2002. "A Broadband Vision of the DAX over Time," ERIM Report Series Research in Management ERS-2002-87-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 University Rotterdam.

2000

  1. Winfried G. Hallerbach, 2000. "Cross- and Auto-Correlation Effects arising from Averaging: The Case of US Interest Rates and Equity Duration," Tinbergen Institute Discussion Papers 00-064/2, Tinbergen Institute.

1999

  1. Winfried G. Hallerbach, 1999. "Duration & Dimension," Tinbergen Institute Discussion Papers 99-047/2, Tinbergen Institute.
  2. Winfried G. Hallerbach, 1999. "Decomposing Portfolio Value-at-Risk: A General Analysis," Tinbergen Institute Discussion Papers 99-034/2, Tinbergen Institute.
  3. Winfried Hallerbach & Bert Menkveld, 1999. "Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry," Tinbergen Institute Discussion Papers 99-023/2, Tinbergen Institute.

Journal articles

2018

  1. Laurens Swinkels & David Blitz & Winfried Hallerbach & Pim Vliet, 2018. "Equity Solvency Capital Requirements - What Institutional Regulation Can Learn from Private Investor Regulation," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 43(4), pages 633-652, October.

2016

  1. Winfried G. Hallerback & Igor Pouchkarev, 2016. "Active Portfolio Management with Conditional Tracking Error," Bankers, Markets & Investors, ESKA Publishing, issue 143, pages 18-25, July-Augu.

2014

  1. Winfried G Hallerbach, 2014. "Disentangling rebalancing return," Journal of Asset Management, Palgrave Macmillan, vol. 15(5), pages 301-316, October.

2005

  1. Hallerbach, Winfried G., 2005. "An alternative decomposition of the Fisher index," Economics Letters, Elsevier, vol. 86(2), pages 147-152, February.

2004

  1. Hallerbach, Winfried & Ning, Haikun & Soppe, Aloy & Spronk, Jaap, 2004. "A framework for managing a portfolio of socially responsible investments," European Journal of Operational Research, Elsevier, vol. 153(2), pages 517-529, March.
  2. Winfried G. Hallerbach & Albert J. Menkveld, 2004. "Analysing Perceived Downside Risk: the Component Value‐at‐Risk Framework," European Financial Management, European Financial Management Association, vol. 10(4), pages 567-591, December.
  3. Winfried Hallerbach, Haikun Ning, Jaap Spronk, 2004. "The Effects of Decision Flexibility in the Hierarchical Investment Decision Process," Frontiers in Finance and Economics, SKEMA Business School, vol. 1(1), pages 17-36, June.

1999

  1. Grootveld, Henk & Hallerbach, Winfried, 1999. "Variance vs downside risk: Is there really that much difference?," European Journal of Operational Research, Elsevier, vol. 114(2), pages 304-319, April.

1997

  1. Spronk, Jaap & Hallerbach, Winfried, 1997. "Financial modelling: Where to go? With an illustration for portfolio management," European Journal of Operational Research, Elsevier, vol. 99(1), pages 113-125, May.

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