Bart van der Grient

Robeco Asset Management - Quantitative Strategies

Bart van der Grient

P.O. Box 973

3000 AZ Rotterdam

Netherlands

http://www.robeco.com

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 7,984

in Total Papers Downloads

7,498

SSRN CITATIONS
Rank 27,767

SSRN RANKINGS

Top 27,767

in Total Papers Citations

17

CROSSREF CITATIONS

16

Scholarly Papers (4)

1.

Unknown Unknowns: Uncertainty About Risk and Stock Returns

Journal of Financial and Quantitative Analysis, 53(4), p.1615-1651, 2018. , Journal of Financial and Quantitative Analysis, 53(4), p.1615-1651, 2018.
Number of pages: 76 Posted: 20 Mar 2012 Last Revised: 29 Nov 2021
Guido Baltussen, Sjoerd van Bekkum and Bart van der Grient
Erasmus University Rotterdam (EUR), Erasmus University and Robeco Asset Management - Quantitative Strategies
Downloads 2,746 (6,019)
Citation 24

Abstract:

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asset pricing, stock returns, uncertainty

2.

Exploiting Option Information in the Equity Market

Financial Analyst Journal 68(4), p. 56–72, 2012.
Number of pages: 39 Posted: 08 Feb 2012 Last Revised: 29 Nov 2021
Erasmus University Rotterdam (EUR), Robeco Asset Management - Quantitative Strategies, Robeco Asset Management, Robeco Asset Management and Rabobank International, Netherlands
Downloads 1,967 (10,314)

Abstract:

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stock selection, behavioral finance, alpha strategies, equity returns, option markets, stock markets, information spillover, asset pricing

3.

Is the Relation between Volatility and Expected Stock Returns Positive, Flat or Negative?

Number of pages: 25 Posted: 08 Jul 2011
Pim van Vliet, David Blitz and Bart van der Grient
Robeco Quantitative Investments, Robeco Quantitative Investments and Robeco Asset Management - Quantitative Strategies
Downloads 1,701 (13,003)
Citation 6

Abstract:

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4.

Fundamental Indexation: Rebalancing Assumptions and Performance

Journal of Index Investing, Vol. 1, No. 2, pp. 82-88, 2010
Number of pages: 15 Posted: 25 Mar 2010 Last Revised: 30 Sep 2010
David Blitz, Bart van der Grient and Pim van Vliet
Robeco Quantitative Investments, Robeco Asset Management - Quantitative Strategies and Robeco Quantitative Investments
Downloads 1,084 (25,774)
Citation 1

Abstract:

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Indexation, Fundamental Indexing, Alternative Beta, Value Premium, Capitalization Weighting, Non-Cap Based Indexing, Portfolio Construction, Rebalancing