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Winfried Hallerbach

Personal Details

First Name:Winfried
Middle Name:George
Last Name:Hallerbach
Suffix:
RePEc Short-ID:pha50
+31 6 127 86 890
Terminal Degree:1985 Finance Department; School of Economics and Management; Universiteit van Tilburg (from RePEc Genealogy)

Affiliation

Robeco Asset Management

http://www.robeco.com/quant
Rotterdam, The Netherlands

Research output

as
Jump to: Working papers Articles

Working papers

  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.
  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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Winfried G. Hallerbach, 1999. "Decomposing Portfolio Value-at-Risk: A General Analysis," Tinbergen Institute Discussion Papers 99-034/2, Tinbergen Institute.
  13. 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.
  14. Winfried G. Hallerbach, 1999. "Duration & Dimension," Tinbergen Institute Discussion Papers 99-047/2, Tinbergen Institute.

Articles

  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.
  2. 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.
  3. Winfried G Hallerbach, 2014. "Disentangling rebalancing return," Journal of Asset Management, Palgrave Macmillan, vol. 15(5), pages 301-316, October.
  4. Hallerbach, Winfried G., 2005. "An alternative decomposition of the Fisher index," Economics Letters, Elsevier, vol. 86(2), pages 147-152, February.
  5. 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.
  6. 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.
  7. 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.
  8. Winfried Hallerbach, 2003. "Cross- and auto-correlation effects arising from averaging: the case of US interest rates and equity duration," Applied Financial Economics, Taylor & Francis Journals, vol. 13(4), pages 287-294.
  9. 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.
  10. 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.
    RePEc:lrk:eeaart:23_1_3 is not listed on IDEAS

More information

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (5) 1999-05-10 1999-07-28 2003-12-07 2003-12-07 2005-11-19. Author is listed
  2. NEP-CFN: Corporate Finance (1) 1999-05-10
  3. NEP-ECM: Econometrics (1) 2000-09-18
  4. NEP-FMK: Financial Markets (1) 2000-09-18

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