Laurens A. P. Swinkels
Names
| first: |
Laurens |
| middle: |
A. P. |
| last: |
Swinkels |
Identifer
Contact
Affiliations
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Erasmus Universiteit Rotterdam
/ Faculteit der Economische Wetenschappen
/ Capaciteitsgroep Bedrijfseconomie (weight: 50%)
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Erasmus Universiteit Rotterdam
/ Erasmus Research Institute of Management (ERIM) (weight: 50%)
Research profile
author of:
- The effects of COVID‐19 policies on consumer spending in Norway (RePEc:bla:coecpo:v:42:y:2024:i:1:p:56-67)
by Fenella Carpena & Laurens Swinkels & Dan Zhang - The Performance of European Index Funds and Exchange†Traded Funds (RePEc:bla:eufman:v:18:y:2012:i:4:p:649-662)
by David Blitz & Joop Huij & Laurens Swinkels - Frontier and emerging government bond markets (RePEc:eee:ememar:v:30:y:2017:i:c:p:232-255)
by Piljak, Vanja & Swinkels, Laurens - Do countries or industries explain momentum in Europe? (RePEc:eee:empfin:v:11:y:2004:i:4:p:461-481)
by Nijman, Theo & Swinkels, Laurens & Verbeek, Marno - The cross-section of stock returns in frontier emerging markets (RePEc:eee:empfin:v:19:y:2012:i:5:p:796-818)
by de Groot, Wilma & Pang, Juan & Swinkels, Laurens - Simulating historical inflation-linked bond returns (RePEc:eee:empfin:v:48:y:2018:i:c:p:374-389)
by Swinkels, Laurens - Factor models for Chinese A-shares (RePEc:eee:finana:v:91:y:2024:i:c:s105752192300491x)
by Hanauer, Matthias X. & Jansen, Maarten & Swinkels, Laurens & Zhou, Weili - Media attention and the volatility effect (RePEc:eee:finlet:v:36:y:2020:i:c:s154461231930409x)
by Blitz, David & Huisman, Rob & Swinkels, Laurens & van Vliet, Pim - The structure and degree of dependence in government bond markets (RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001049)
by Dimic, Nebojsa & Piljak, Vanja & Swinkels, Laurens & Vulanovic, Milos - Individual pension risk preference elicitation and collective asset allocation with heterogeneity (RePEc:eee:jbfina:v:101:y:2019:i:c:p:206-225)
by Alserda, Gosse A.G. & Dellaert, Benedict G.C. & Swinkels, Laurens & van der Lecq, Fieke S.G. - Can implied volatility predict returns on the currency carry trade? (RePEc:eee:jbfina:v:59:y:2015:i:c:p:14-26)
by Egbers, Tom & Swinkels, Laurens - Global factor premiums (RePEc:eee:jfinec:v:142:y:2021:i:3:p:1128-1154)
by Baltussen, Guido & Swinkels, Laurens & Van Vliet, Pim - The economic value of fundamental and technical information in emerging currency markets (RePEc:eee:jimfin:v:28:y:2009:i:4:p:581-604)
by de Zwart, Gerben & Markwat, Thijs & Swinkels, Laurens & van Dijk, Dick - Empirical evidence on the currency carry trade, 1900–2012 (RePEc:eee:jimfin:v:51:y:2015:i:c:p:370-389)
by Doskov, Nikolay & Swinkels, Laurens - Anomalies in the China A-share market (RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001141)
by Jansen, Maarten & Swinkels, Laurens & Zhou, Weili - Trading carbon credit tokens on the blockchain (RePEc:eee:reveco:v:91:y:2024:i:c:p:720-733)
by Swinkels, Laurens - Performance evaluation of Polish mutual fund managers (RePEc:eme:ijoemp:17468800910931652)
by Laurens Swinkels & Pawel Rzezniczak - The Economic Value of Fundamental and Technical Information in Emerging Currency Markets (RePEc:ems:eureri:10891)
by de Zwart, G.J. & Markwat, T.D. & Swinkels, L.A.P. & van Dijk, D.J.C. - Performance Evaluation of Balanced Pension Plans (RePEc:ems:eureri:21036)
by Andreu, L. & Swinkels, L.A.P. - Create Better Diversified High-Conviction Equity Portfolios using the Portfolio Diversification Index (RePEc:ems:eureri:21037)
by Crezée, D.P. & Swinkels, L.A.P. - Do Countries or Industries Explain Momentum in Europe? (RePEc:ems:eureri:246)
by Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M. - Emerging Markets Inflation-Linked Bonds (RePEc:ems:eureri:31879)
by Swinkels, L.A.P. - The Cross-Section of Stock Returns in Frontier Emerging Markets (RePEc:ems:eureri:37284)
by de Groot, W.A. & Pang, J. & Swinkels, L.A.P. - Why don’t Latvian pension funds diversify more internationally? (RePEc:ems:eureri:7132)
by Swinkels, L.A.P. & Vejina, D. & Vilans, R. - Market timing: A decomposition of mutual fund returns (RePEc:ems:eureri:978)
by Swinkels, L.A.P. & van der Sluis, P.J. & Verbeek, M.J.C.M. - Treasury Bond Return Data Starting in 1962 (RePEc:gam:jdataj:v:4:y:2019:i:3:p:91-:d:243668)
by Laurens Swinkels - Accounting for market risk in microfinance investments (RePEc:ids:ijsuse:v:7:y:2015:i:4:p:262-279)
by Lieveke Helwig & Laurens Swinkels - Can exchange traded funds be used to exploit industry and country momentum? (RePEc:kap:fmktpm:v:27:y:2013:i:2:p:127-148)
by Laura Andreu & Laurens Swinkels & Liam Tjong-A-Tjoe - The Effects of COVID-19 Policies on Consumer Spending in Norway (RePEc:oml:wpaper:202302)
by Fenella Carpena & Laurens Swinkels & Dan Zhang - Historical Returns of the Market Portfolio (RePEc:oup:rasset:v:10:y::i:3:p:521-567.)
by Ronald Doeswijk & Trevin Lam & Laurens Swinkels - An anatomy of calendar effects (RePEc:pal:assmgt:v:13:y:2012:i:4:d:10.1057_jam.2012.9)
by Laurens Swinkels & Pim van Vliet - Fundamental indexation for developed, emerging, and frontier government bond markets (RePEc:pal:assmgt:v:18:y:2017:i:5:d:10.1057_s41260-017-0045-8)
by Vanja Piljak & Laurens Swinkels - Who owns tobacco stocks? (RePEc:pal:assmgt:v:22:y:2021:i:5:d:10.1057_s41260-021-00224-2)
by David Blitz & Laurens Swinkels - International industry momentum (RePEc:pal:assmgt:v:3:y:2002:i:2:d:10.1057_palgrave.jam.2240071)
by L Swinkels - Momentum investing: A survey (RePEc:pal:assmgt:v:5:y:2004:i:2:d:10.1057_palgrave.jam.2240133)
by Laurens Swinkels - Can mutual funds time investment styles? (RePEc:pal:assmgt:v:8:y:2007:i:2:d:10.1057_palgrave.jam.2250066)
by Laurens Swinkels & Liam Tjong-A-Tjoe - Fundamental indexation: An active value strategy in disguise (RePEc:pal:assmgt:v:9:y:2008:i:4:d:10.1057_jam.2008.23)
by David Blitz & Laurens Swinkels - 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 - Return-based Style Analysis with Time-varying Exposures (RePEc:sce:scecf1:125)
by Laurens Swinkels, Pieter Jelle VanDerSluis - The impact of FinTech start-ups on incumbent retail banks’ share prices (RePEc:spr:fininn:v:3:y:2017:i:1:d:10.1186_s40854-017-0076-7)
by Yinqiao Li & Renée Spigt & Laurens Swinkels - Empirical evidence on the ownership and liquidity of real estate tokens (RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00427-5)
by Laurens Swinkels - Return-based style analysis with time-varying exposures (RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:529-552)
by Laurens Swinkels & Pieter Van Der Sluis - Does excluding sin stocks cost performance? (RePEc:taf:jsustf:v:13:y:2023:i:4:p:1693-1710)
by David Blitz & Laurens Swinkels - Performance evaluation of balanced pension plans (RePEc:taf:quantf:v:12:y:2012:i:5:p:819-830)
by Laura Andreu & Laurens Swinkels - Emerging Market Inflation-Linked Bonds (RePEc:taf:ufajxx:v:68:y:2012:i:5:p:38-56)
by Laurens Swinkels - The Global Multi-Asset Market Portfolio, 1959–2012 (RePEc:taf:ufajxx:v:70:y:2014:i:2:p:26-41)
by Ronald Doeswijk & Trevin Lam & Laurens Swinkels - “The Global Multi-Asset Market Portfolio, 1959–2012”: Author Response (RePEc:taf:ufajxx:v:70:y:2014:i:4:p:9-12)
by Ronald Doeswijk & Trevin Lam & Laurens Swinkels - Investing in Deflation, Inflation, and Stagflation Regimes (RePEc:taf:ufajxx:v:79:y:2023:i:3:p:5-32)
by Guido Baltussen & Laurens Swinkels & Bart van Vliet & Pim van Vliet - Empirical Evidence on the Stock–Bond Correlation (RePEc:taf:ufajxx:v:80:y:2024:i:3:p:17-36)
by Roderick Molenaar & Edouard Sénéchal & Laurens Swinkels & Zhenping Wang - Market Timing : A Decomposition of Mutual Fund Returns (RePEc:tiu:tiucen:5b546da3-eaab-4bcf-be9c-502b2e895003)
by Swinkels, L.A.P. & van der Sluis, P.J. & Verbeek, M.J.C.M. - Do Countries or Industries Explain Momentum in Europe? (RePEc:tiu:tiucen:8cea7ebd-d3f6-493c-bf65-3937eac96b50)
by Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M. - Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes (RePEc:tiu:tiucen:a09c2c88-4f10-4624-b3e0-ddd3a6e3b44d)
by Nijman, T.E. & Swinkels, L.A.P. - Return-Based Style Analysis with Time-Varying Exposures (RePEc:tiu:tiucen:f2c16530-4d18-4f43-bb6d-f927c6e3fa3b)
by Swinkels, L.A.P. & van der Sluis, P.J. - Empirical analysis of investment strategies for institutional investors (RePEc:tiu:tiutis:1b6e1b94-7694-4815-b524-ef0b226d595b)
by Swinkels, L.A.P. - Market Timing : A Decomposition of Mutual Fund Returns (RePEc:tiu:tiutis:5b546da3-eaab-4bcf-be9c-502b2e895003)
by Swinkels, L.A.P. & van der Sluis, P.J. & Verbeek, M.J.C.M. - Do countries or industries explain momentum in Europe? (RePEc:tiu:tiutis:73c21ccd-7c67-4e11-8eac-5cb7048c719c)
by Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M. - Do Countries or Industries Explain Momentum in Europe? (RePEc:tiu:tiutis:8cea7ebd-d3f6-493c-bf65-3937eac96b50)
by Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M. - Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes (RePEc:tiu:tiutis:a09c2c88-4f10-4624-b3e0-ddd3a6e3b44d)
by Nijman, T.E. & Swinkels, L.A.P. - De gevolgen van de ontwikkelingen in de regelgeving voor de beleggingsmix van pensioenfondsen (RePEc:tiu:tiutis:c8d41f8b-347e-4b34-8006-dee0e0422d0e)
by Swinkels, L.A.P. & Nijman, T.E. - Return-Based Style Analysis with Time-Varying Exposures (RePEc:tiu:tiutis:f2c16530-4d18-4f43-bb6d-f927c6e3fa3b)
by Swinkels, L.A.P. & van der Sluis, P.J.