Joeri Willems

Degroof Petercam Asset Management

Rue Guimard 18

Brussels, 1040

Belgium

  • Degroof Petercam Asset Management

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Algorithmic Portfolio Tilting to Harvest Higher Moment Gains

Number of pages: 15 Posted: 13 May 2019 Last Revised: 19 Apr 2020
Kris Boudt, Dries Cornilly, Frederiek Van Holle and Joeri Willems
Ghent University, Asteria Investment Managers, Degroof Petercam Asset Management and Degroof Petercam Asset Management
Downloads 441 (90,500)

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mean-variance-skewness-kurtosis, non-normality, portfolio allocation, tilting

2.

Semi-Supervised Text Mining for Monitoring the News About the ESG Performance of Companies

Data Science for Economics and Finance: Methodologies and Applications, pp. 217-239, 2021
Number of pages: 23 Posted: 29 Jun 2021 Last Revised: 19 Aug 2021
Samuel Borms, Kris Boudt, Frederiek Van Holle and Joeri Willems
Vrije Universiteit Brussel, Ghent University, Degroof Petercam Asset Management and Degroof Petercam Asset Management
Downloads 127 (299,718)

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ESG, News Monitoring, Sentiment Analysis, Sustainable Investment, Textual Analysis, Time Series