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L.A.P. (Laurens) Swinkels

Assistant Professor

Laurens Swinkels
Slide 1

Programme:
Finance & Accounting
ERIM Membership:
Member ERIM, affiliated since 2005
Profile

Research interests include all areas of asset pricing, investment management, and pension funds.

Publications (33)
  • Articles (25)
    • Andreu, L., Swinkels, L.A.P. & Tjong-A-Tjoe, L (2013). Can exchange traded funds be used to exploit country and industry momentum? Financial Markets and Portfolio Management, 27(2), 127-148.
    • Doeswijk, R.Q., Lam, T.W. & Swinkels, L.A.P. (2013). The Global Multi-Asset Market Portfolio 1959-2012. Financial Analysts Journal, forthcomin.
    • Andreu, L. & Swinkels, L.A.P. (2012). Performance Evaluation of Balanced Pension Plans. Quantitative Finance, 12(5), 819-830.
    • Blitz, D., Huij, J.J. & Swinkels, L.A.P. (2012). The Performance of European Index Funds and Exchange-Traded Funds. European Financial Management, 18(4), 649-662.[go to publisher's site]
    • Poiesz, O. & Swinkels, L.A.P. (2012). Myth busting: Defined contribution. Pensions, 17(4), 260-269.
    • Swinkels, L.A.P., Groot, W. & Pang, J. (2012). The cross-section of stock returns in frontier emerging markets. Journal of Empirical Finance, 19(5), 796-818.[go to publisher's site]
    • Swinkels, L.A.P. & Vliet, W.N. van (2012). An anatomy of calendar effects. Journal of Asset Management, 13(4), 271-286.
    • Swinkels, L.A.P. & Ziesemer, V. (2012). Diversity of Dutch Pension Fund Boards. Pensions, 17(3), 137-143.
    • Swinkels, L.A.P. (2012). Emerging markets inflation-linked bonds. Financial Analysts Journal, 68(5), 38-56.
    • Crezee, D.P. & Swinkels, L.A.P. (2011). High-conviction equity portfolio optimization. The Journal of Risk, 13(2), 57-70.
    • Hoek, J. & Swinkels, L.A.P. (2011). Gevolgen van mogelijke veranderingen in de rekenrente. Tijdschrift voor Pensioenvraagstukken, 19-29.
    • Swinkels, L.A.P. (2011). The Case for Local Fair Value Discount Rates Under IFRS. Pensions, 16(2), 107-114.
    • Swinkels, L.A.P. (2011). Have pension plans changed after the introduction of IFRS? Pensions, 16(4), 244-255.
    • Blitz, D., Houweling, P., Huij, J.J., Rejeb, S. & Swinkels, L.A.P. (2010). Can theoretical risk premiums be captured by investing in passive funds? VBA Journaal, 26(4), 12-15.
    • Swinkels, L.A.P. & Van Ommeren, S. (2010). Hoe waarderen we ons pensioen? MAB, 84(5), 245-253.
    • Rzezniczak, P. & Swinkels, L.A.P. (2009). Performance evaluation of Polish mutual fund managers. International Journal of Emerging markets, 4(1), 26-42.
    • Swinkels, L.A.P. (2009). De echte gevolgen van de ontwikkelingen in de regelgeving voor pensioenfondsen. VBA Journaal, 25(4), 16-20.
    • Zwart, G.J. de, Markwat, T.D., Swinkels, L.A.P. & Dijk, D.J.C. van (2009). The economic value of fundamental and technical information in emerging currency markets. Journal of International Money and Finance, 28(4), 581-604.[go to publisher's site]
    • Blitz, D. & Swinkels, L.A.P. (2008). Fundamental indexation: an active value strategy in disguise. Journal of Asset Management, 9(4), 264-269.
    • Groot, W. & Swinkels, L.A.P. (2008). Incorporating uncertainty about alternative assets in strategic pension fund asset allocation. Pensions, 13(1/2), 71-77.
    • Groot, W. & Swinkels, L.A.P. (2008). Het onzekere voor het zekere nemen. VBA Journaal, 24(1), 42-49.
    • Swinkels, L.A.P. & Berg, R van den (2007). Het effect van overnames op de aandelenrendementen van biedende ondernemingen. MAB, 81(6), 277-283.
    • Swinkels, L.A.P. & Tjong-A-Tjoe, L (2007). Can mutual funds time investment styles? Journal of Asset Management, 8(2), 123-132.
    • Swinkels, L.A.P. & Sluis, P.J. van der (2006). Return-based style analysis with time-varying exposures. The European Journal of Finance, 12(6/7), 529-552.
    • Swinkels, L.A.P. (2006). Zijn pensioenregelingen gewijzigd als gevolg van de introductie van IFRS? MAB, 80(11), 562-570.
  • Book contributions (2)
    • Swinkels, L.A.P. & Groot, W. (2010). Pension Fund Asset Allocation under Uncertainty. In M. Micocci, G.N. Gregoriou & G.B. Masala (Eds.), Pension Fund Risk Management: Financial and Actuarial Modeling (CRC Finance Series). Chapman and Hall/CR.
    • Nijman, E. & Swinkels, L.A.P. (2008). Stratetic and tactical allocation to commodities for retirment savings schemes. In F. Fabozzi, R. Fuss & D.G. Kaiser (Eds.), Handbook of Commodity Investing (pp. 522-546). Hoboken: Wiley.
  • Professional publications (6)
    • Swinkels, L.A.P. & Van der Maarel, E. (2011). Uitbesteding van vermogensbeheer. In F. Klopper, G. Krijnen & C. Pedersen (Eds.), Gids voor uitbesteding (PBM Dossierreeks, 6) (pp. 55-83). Epse: Pedersen Consult BV.
    • Poiesz, O. & Swinkels, L.A.P. (2010). De toekomst met beschikbare premie. In F. Klopper, C. Petersen & B. Van Popta (Eds.), De toekomst van ons pensioenstelsel (PBM Dossierreeks, 5) (pp. 71-91). Epse: Petersen Consult BV.
    • Kerkhof, F.L.J. & Swinkels, L.A.P. (2008). Inflatiederivaten voor pensioenfondsen. Actuaris, 15, 2-4.
    • Swinkels, L.A.P. (2006). De opmars van beleggen in sectoren gestuit? Technische en Kwantitatieve Analyse, 12, 39-41.
    • Swinkels, L.A.P. & Vliet, W.N. van (2006). Risk budgeting under shortfall constraints. Investment & Pensions Europe, 2006(August), 7-7.
    • Swinkels, L.A.P. (2005). Dutch insights for the Swedish traffic light system. Nordic Region Pension News, autumn(2005), 42-43.
Events (2)
Jun 23, 2010 The Cross-Section of Stock Returns in Frontier Markets
  ERIM Research Seminar | Finance

Sep 16, 2009 "Dividend Withholding Taxes and the Performance of European Index Funds"
  ERIM Conference Presentation | Finance

Visiting address
Office: H14-25
Burgemeester Oudlaan 50
3062 PA, Rotterdam
Netherlands
Postal address
Postbus 1738
3000 DR, Rotterdam
Netherlands
 

Tweets

Laurens Swinkels @LaurensSwinkels

Latest publication

Doeswijk, R.Q., Lam, T.W. & Swinkels, L.A.P. (2013). The Global Multi-Asset Market Portfolio 1959-2012. Financial Analysts Journal, forthcomin.

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