Publications 2000 – 2009


2001, with C. Huygen, Beleggingstrategieën op basis van Revisies in Winstvoorspellingen, Article in Tijdschrift voor Corporate Finance, Nummer 1 Jaargang 6, pp 11-21

2001, with H. Bartelds, K. Rutten, Some Reflections on Bancassurance, Article in Liber Amicorum of Orio Giarini (Geneva Papers; Blackwell Publishers)

2001, with F.A. Sortino, A. Plantinga, The Impact of Downside Risk on Risk- Adjusted Performance of Mutual Funds in the Euronext Markets, July. view

2001, The Dutch View: Developing a Strategic Benchmark in an ALM Framework, Chapter 2 in: Managing Downside Risk in Financial Markets, Editors: Frank Sortino, Stephen Satchell (Butterworth-Heinemann)

2002, with F.A. Sortino, A. Plantinga, Neerwaarts risico en risico gecorrigeerde performance: Een Toepassing op Euronext Beleggingsfondsen, Risico en rendement, Aflevering 35, pp. F.1.3.15.01-F.1.3.15-14

2004, with A. Plantinga, C.J.G.M. Hendriks, Beleggingsleer en Vermogensbeheer Theorie en Praktijk, Kluwer Deventer ISBN 90 13 01761 4, (417 p).

2004, with prof.mr. Jaap Winter, mr.Harry Baeten, prof.dr. Arnoud Boot, dr.Wim van den Goorbergh, drs. Bert Heida, Jhr.drs. Rijnhard van Tets; Rapport: Modernisering Beleggingsinstellingen, (Autoriteit Financiele Markten) december, (53 p).

2007, with A. Plantinga, R. Salomons, Institutional Investment Management (draft version 2.0), Groningen (430 p).

2009, with F.A. Sortino, A. Plantinga, Beyond the Sortino Ratio, Chapter 3 in: The Sortino Framework for Constructing Portfolios, Elsevier Finance, November 2009.

2009, with A.Plantinga, F.A. Sortino, Sharing Downside Risk in Defined Benefit Pension Funds, Chapter 9 in: The Sortino Framework for Constructing Portfolios, Elsevier Finance, November 2009.