Winfried Hallerbach
Names
| first: |
Winfried |
| middle: |
George |
| last: |
Hallerbach |
Identifer
Contact
Affiliations
-
Robeco Asset Management
- http://www.robeco.com/quant
- location: Rotterdam, The Netherlands
Research profile
author of:
- Analysing Perceived Downside Risk: the Component Value‐at‐Risk Framework (RePEc:bla:eufman:v:10:y:2004:i:4:p:567-591)
by Winfried G. Hallerbach & Albert J. Menkveld - An alternative decomposition of the Fisher index (RePEc:eee:ecolet:v:86:y:2005:i:2:p:147-152)
by Hallerbach, Winfried G. - Variance vs downside risk: Is there really that much difference? (RePEc:eee:ejores:v:114:y:1999:i:2:p:304-319)
by Grootveld, Henk & Hallerbach, Winfried - A framework for managing a portfolio of socially responsible investments (RePEc:eee:ejores:v:153:y:2004:i:2:p:517-529)
by Hallerbach, Winfried & Ning, Haikun & Soppe, Aloy & Spronk, Jaap - Financial modelling: Where to go? With an illustration for portfolio management (RePEc:eee:ejores:v:99:y:1997:i:1:p:113-125)
by Spronk, Jaap & Hallerbach, Winfried - An Alternative Decomposition Of The Fisher Index (RePEc:ems:eureri:1220)
by Hallerbach, W.G.P.M. - An Improved Estimator For Black-Scholes-Merton Implied Volatility (RePEc:ems:eureri:1472)
by Hallerbach, W.G.P.M. - A Framework for Managing a Portfolio of Socially Responsible Investments (RePEc:ems:eureri:205)
by Hallerbach, W.G.P.M. & Ning, H. & Soppe, A.B.M. & Spronk, J. - The Relevance of MCDM for Financial Decisions (RePEc:ems:eureri:223)
by Spronk, J. & Hallerbach, W.G.P.M. - A Broadband Vision of the DAX over Time (RePEc:ems:eureri:234)
by Hallerbach, W.G.P.M. & Hundack, C. & Pouchkarev, I. & Spronk, J. - A Multidimensional Framework for Financial-Economic Decisions (RePEc:ems:eureri:321)
by Hallerbach, W.G.P.M. & Spronk, J. - The effects of decision flexibility in the hierarchical investment decision process (RePEc:ems:eureri:426)
by Hallerbach, W.G.P.M. & Ning, H. & Spronk, J. - A Relative View on Tracking Error (RePEc:ems:eureri:7020)
by Hallerbach, W.G.P.M. & Pouchkarev, I. - Holding Period Return-Risk Modeling: Ambiguity in Estimation (RePEc:ems:eureri:927)
by Hallerbach, W.G.P.M. - Holding Period Return-Risk Modeling: The Importance of Dividends (RePEc:ems:eureri:928)
by Hallerbach, W.G.P.M. - The Effects of Decision Flexibility in the Hierarchical Investment Decision Process (RePEc:ffe:journl:v:1:y:2004:i:1:p:17-36)
by Winfried Hallerbach, Haikun Ning, Jaap Spronk - Unknown item RePEc:lrk:eeaart:23_1_3 (article)
- Disentangling rebalancing return (RePEc:pal:assmgt:v:15:y:2014:i:5:d:10.1057_jam.2014.29)
by Winfried G Hallerbach - Equity Solvency Capital Requirements - What Institutional Regulation Can Learn from Private Investor Regulation (RePEc:pal:gpprii:v:43:y:2018:i:4:d:10.1057_s41288-018-0086-3)
by Laurens Swinkels & David Blitz & Winfried Hallerbach & Pim Vliet - Active Portfolio Management with Conditional Tracking Error (RePEc:rbq:journl:i:143:p:18-25)
by Winfried G. Hallerback & Igor Pouchkarev - Decomposing portfolio value-at-risk: a general analysis (RePEc:rsk:journ4:2161136)
by Winfried G. Hallerbach - A proof of the optimality of volatility weighting over time (RePEc:rsk:journ6:2206585)
by Winfried G. Hallerbach - Cross- and auto-correlation effects arising from averaging: the case of US interest rates and equity duration (RePEc:taf:apfiec:v:13:y:2003:i:4:p:287-294)
by Winfried Hallerbach - Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry (RePEc:tin:wpaper:19990023)
by Winfried Hallerbach & Bert Menkveld - Decomposing Portfolio Value-at-Risk: A General Analysis (RePEc:tin:wpaper:19990034)
by Winfried G. Hallerbach - Duration & Dimension (RePEc:tin:wpaper:19990047)
by Winfried G. Hallerbach - Cross- and Auto-Correlation Effects arising from Averaging: The Case of US Interest Rates and Equity Duration (RePEc:tin:wpaper:20000064)
by Winfried G. Hallerbach