Publications

ESG Integration and the Investment Management Process: Fundamental Investing Reinvented (with Emiel van Duuren en Bert Scholtens), Journal of Business Ethics, 2015.

Private acquisition gains: A contingent claims explanation (with John Doukas and Halit Gonenc), European Journal of Finance, 2013 (forthcoming).

Attribution analysis (with Nanne Brunia), In: Portfolio Theory and Management, Baker and Filbeck (Eds), Oxford University Press, 2013.

Performance and Risk Measurement for Pension Funds, In: Pension fund risk management: financial and actuarial modeling, Micoccio, Gregoriou, and Masala (Eds), Chapman & Hall, 2010.

Beyond the Sortino Ratio (with Frank Sortino, Robert van der Meer, Bernardo Kuan), In: The Sortino Framework for Constructing Portfolios, Frank Sortino (Ed), Elsevier, 2009.

Sharing downside risk in defined benefit pension funds (with Robert van der Meer and Frank Sortino), In: The Sortino Framework for Constructing Portfolios, Frank Sortino (Ed), Elsevier, 2009.

The stocks at stake: Return and risk in socially responsible investment (with Rients Galema and Bert Scholtens), Journal of Banking and Finance , Vol. 32, 2008, pp. 2646-2654.

Advertisements