Robeco is an international asset manager offering an extensive range of active investments,
from equities to bonds. Research lies at the heart of everything we do, with a ‘pioneering but …

… Jouke Hottinga, Erik van Leeuwen, and Judith van IJserloo JoUKE HOTTINGA is a senior
researcher in the quantitative research department at the Robeco Group in the Netherlands. …

The heritability of Obsessive–Compulsive symptoms (OCS) has been estimated at 40%.
Genetic association studies have thus far not yielded consistent findings, though discovery …

This document presents a quantitative analysis at household level of the agrosilvopastoral
farming system under development in Sanmatenga province in Burkina Faso (West Africa). …

… The approach we propose leverages wellknown works by Blitz and Hottinga (2001), Lee
and Lam (2001), and Berkelaar, Kobor, and Tsumagari (2006) on optimal risk budgeting. Our …

… This is in direct contrast to Hottinga, Leeuwen and IjserloO (2001), who found that equity
momentum added little value. Option-implied volatility was the poorest performing of the …

… 74 J 58 fan de hânskriftesamling it album amicorum fan in Fryske frelle, dy't dêr tusken 1578
… 23r Johan van Hottinga, spreuken: tout pur la belle rien sans elle; mint met maat; est modus …

… (6.4) i=1 i=1 j=l To simplify the exposition from here onward, we will use vector/matrix notation.
The N x 1 vector of manager weights wi is denoted by w. In addition, the N x N covariance …

In this article, the authors discuss asset allocation through the factor exposure lens. They
argue that a factor dimension brings novel challenges, including ambiguity in investor …

US WURK XXXIV (1985), p. 45 den sa't dat yn letter tiid yn'e famyljebibel dien wurde soe7.
Lykas sein steane ek oantekeningen yn it'Getijdenboek Sjaerdema'. Dat binne hast …