Investing in systematic factor premiums

Autor: University, Tilburg, Slager, A.M.H., Stork, P.A.

Publikováno v: University, T, Slager, A M H & Stork, P A 2016, ' Investing in systematic factor premiums ', European Financial Management, vol. 22, no. 2, pp. 193-234 . https://doi.org/10.1111/eufm.12081
European Financial Management, 22(2), 193-234. Wiley-Blackwell

In this paper we investigate and evaluate factor investing in the US and Europe for equities and bonds. We show that factor-based portfolios generally produce comparable or better portfolios than market indices. We expand the analysis to other asset

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::a87cda3b24440589cf187437e8fa1121
https://hdl.handle.net/1871.1/6f69466b-009f-4825-b4a2-9e48107c265a

Het belang van gedragsmatig risicomanagement bij Nederlandse banken

Autor: Stork, P.A.

Publikováno v: Stork, P A 2013, ' Het belang van gedragsmatig risicomanagement bij Nederlandse banken ', Ondernemingsrecht, vol. 5, pp. 185-188 .
Ondernemingsrecht, 5, 185-188. Kluwer

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::24cf90a71a13d6d6749b893f1cef63f2
https://hdl.handle.net/1871.1/4c13419a-b690-4416-86db-75ef85d3c018

Factorbeleggen, paradigma of panacee

Autor: Menco, P., Stork, P.A.

Publikováno v: Menco, P & Stork, P A 2016, ' Factorbeleggen, paradigma of panacee ', VBA Journaal, vol. 32, no. 127, pp. 36-42 . < http://www.vbabeleggingsprofessionals.nl/file.php?1351.a5264cd2c955049e9854477dce225403af13af4f >
VBA Journaal, 32(127), 36-42

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::bfc720c3a641a8f515c89070922f980f
https://hdl.handle.net/1871.1/173c9c58-dc51-4da9-813b-f20ca58abdde

Beleggen met meer inzicht

Autor: Lausberg, P., Stork, P.A.

Publikováno v: Lausberg, P & Stork, P A 2015, ' Beleggen met meer inzicht ', VBA Journaal, vol. 122, no. Summer, pp. 40-45 .
VBA Journaal, 122(Summer), 40-45

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::5c1f7620a60fa4a70a4d1cad754cfd65
https://hdl.handle.net/1871.1/cd6c5fc2-f8fa-4982-93c1-408a98affc91

Short-Selling, Leverage and Systemic Risk

Autor: Pais, A., Stork, P.A.

Publikováno v: Pais, A & Stork, P A 2013 ' Short-Selling, Leverage and Systemic Risk ' TI Discussion Paper, no. 13-186/IV/DSF68, Tinbergen Institute, Amsterdam . < http://papers.tinbergen.nl/13186.pdf >

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::b635ce2b4f9b8478a6cd5ddf4eed8719
https://hdl.handle.net/1871.1/5630c600-45d0-4b9b-8c1d-45a49caabb58