Pim van Vliet - Publications, H-index & Citations

Pim van Vliet

Technical University of Munich

21H指数

85论文数

2.0K被引数

收录论文 8

发表时间

Beyond Fama-French Factors: Alpha from Short-Term Signals

FINANCIAL ANALYSTS JOURNAL

IF2.2

2023-04-13

PREAI

Blitz, David; Hanauer, Matthias X. X.; Honarvar, Iman; Huisman, Rob; van Vliet, Pim

Investing in Deflation, Inflation, and Stagflation Regimes 投资于通货紧缩、通货膨胀和滞胀制度

FINANCIAL ANALYSTS JOURNAL

IF2.2

2023-04-11

OAAI

Baltussen, Guido; Swinkels, Laurens; van Vliet, Bart; van Vliet, Pim

Media attention and the volatility effect

FINANCE RESEARCH LETTERS

IF6.9

2020-10-01

OAAI

Blitz, David; Huisman, Rob; Swinkels, Laurens; van Vliet, Pim

When Equity Factors Drop Their Shorts

FINANCIAL ANALYSTS JOURNAL

IF2.2

2020-09-03

OAAI

Blitz, David; Baltussen, Guido; van Vliet, Pim

The volatility effect in emerging markets

EMERGING MARKETS REVIEW

IF4.6

2013-09-01

PREAI

Blitz, David; Pang, Juan; van Vliet, Pim

Downside risk aversion, fixed-income exposure, and the value premium puzzle

JOURNAL OF BANKING & FINANCE

IF3.8

2012-12-01

PREAI

Baltussen, Guido; Post, Gerrit T.; Van Vliet, Pim

Risk aversion and skewness preference

JOURNAL OF BANKING & FINANCE

IF3.8

2008-07-01

PREAI

Post, Thierry; van Vliet, Pim; Levy, Haim

Downside risk and asset pricing

JOURNAL OF BANKING & FINANCE

IF3.8

2006-03-01

OAAI

Post, T; van Vliet, P

研究方向