The short-term corporate bond anomaly

J Derwall, J Huij, GJ de Zwart - Available at SSRN 1101070, 2009 - papers.ssrn.com
This paper finds that common risk factors significantly underestimate the returns on corporate
bonds with a short maturity. A substantial portion of short-term corporate bond returns is …

[PDF][PDF] Visualization space: A testbed for deviceless multimodal user interface

M Lucente, GJ Zwart, AD George - Intelligent Environments …, 1998 - cdn.aaai.org
The Visualization Space (" VizSpace") is a visual computing system created as a testbed for
deviceless multimodal user interfaces. Continuous voice recognition and passive machine …

The Inefficient Use of Macroeconomic Information in Analysts' Earnings Forecasts in Emerging Markets

GJ de Zwart, DJC van Dijk - 2008 - papers.ssrn.com
This paper presents empirical evidence that security analysts do not efficiently use publicly
available macroeconomic information in their earnings forecasts for emerging market stocks. …

Uncovering the Trend-Following Strategy

HH Pedersen, GJ de Zwart - The Journal of Portfolio Management, 2004 - pm-research.com
This methodology also allows us to examine the effects of certain specified characteristics for
drift (mean), kurtosis, skew, and volatility on trend model performance. Having created the …

The Economic Value of Fundamental and Technical Information in Emerging Currency Markets

TD Markwat, DJC van Dijk, L Swinkels, GJ de Zwart - 2008 - papers.ssrn.com
We measure the economic value of information derived from macroeconomic variables and
from technical trading rules for emerging markets currency investments. Our analysis is …

[PDF][PDF] Chartists and Fundamentalists in Emerging Currency Markets

GJ de Zwart, TD Markwat, LAP Swinkels, D van Dijk - 2007 - ru.nl
The mainstream of literature on emerging currency markets focuses on the crisis early warning
signals models. The rise of floating exchange rate regimes in the emerging markets since …

A Recommitment Strategy for Long Term Private Equity Fund Investors

BI Frieser, DJC Van Dijk, GJ De Zwart - 2010 - papers.ssrn.com
This paper develops a reinvestment strategy for private equity which aims to keep its portfolio
weight equal to a desired strategic allocation, while taking into account the illiquid nature of …

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Torrefaction for biomass co-firing in existing coal-fired power stations. Biocoal

PCA Bergman, AR Boersma, RWR Zwart, JHA Kiel - 2005 - osti.gov
… The total production costs amount in the range of 40 to 56 euro/ton product (excluding
feedstock costs), which is 2 to 2.8 euro/GJ. It is recommended to further develop moving-bed …

Luhrman, GJ 2006. Studies in humanist and rational grammar. With the 1752 edition of Joannes Daniel van Lennep Oratio inauguralis, de linguarum analogia, ex …

JW Zwart - let.rug.nl
XVIde eeuwse taalkundige theorievorming) was regrettably written in Dutch, leaving much
of Luhrman’s erudition relatively inaccessible to the field of linguistic historiography. This is …