dr. (Laurens) LAP Swinkels

All publications (55)

• Article (47)

  • Professional Publication (9)

    • G.A.G. Alserda, B.G.C. Dellaert, L.A.P. Swinkels & S.G. van der Lecq (2019). Pensioenfondsen kunnen welvaartswinst behalen door risicovoller te beleggen. Economisch-Statistische Berichten, 104 (4777), 405-407.
    • J. Hoek & L.A.P. Swinkels (2011). Gevolgen van mogelijke veranderingen in de rekenrente. Tijdschrift voor Pensioenvraagstukken, 19-29.
    • D. Blitz, P. Houweling, J.J. Huij, S. Rejeb & L.A.P. Swinkels (2010). Can theoretical risk premiums be captured by investing in passive funds? VBA Journaal, 26 (4), 12-15.
    • L.A.P. Swinkels (2009). De echte gevolgen van de ontwikkelingen in de regelgeving voor pensioenfondsen. VBA Journaal, 25 (4), 16-20.
    • W. Groot & L.A.P. Swinkels (2008). Het onzekere voor het zekere nemen. VBA Journaal, 24 (1), 42-49.
    • F.L.J. Kerkhof & L.A.P. Swinkels (2008). Inflatiederivaten voor pensioenfondsen. Actuaris, 15, 2-4.
    • L.A.P. Swinkels (2006). De opmars van beleggen in sectoren gestuit? Technische en Kwantitatieve Analyse, 12, 39-41.
    • L.A.P. Swinkels & W.N. van Vliet (2006). Risk budgeting under shortfall constraints. Investment & Pensions Europe, 2006 (August), 7-7.
    • L.A.P. Swinkels (2005). Dutch insights for the Swedish traffic light system. Nordic Region Pension News, autumn (2005), 42-43.

  • Scholarly Publication (38)

    • G.A.G. Alserda, B.G.C. Dellaert, L.A.P. Swinkels & S.G. van der Lecq (2019). Individual pension risk preference elicitation and collective asset allocation with heterogeneity. Journal of Banking and Finance, 101, 206-225. doi: 10.1016/j.jbankfin.2019.02.014
    • D. Blitz, R. Huisman, L.A.P. Swinkels & W.N. van Vliet (2019). Media attention and the volatility effect. Finance Research Letters, forthcomin. doi: 10.1016/j.frl.2019.101317
    • D. Blitz & L.A.P. Swinkels (2019). Is exclusion effective? The Journal of Portfolio Management, forthcomin.
    • R.Q. Doeswijk, T.W. Lam & L.A.P. Swinkels (2019). Historical returns of the market portfolio. The Review of Asset Pricing Studies, forthcomin. doi: 10.1093/rapstu/raz010
    • L.A.P. Swinkels (2019). Treasury Bond Return Data Starting in 1962. Data, 4 (3):91. doi: 10.3390/data4030091
    • D. Blitz, W.G.P.M. Hallerbach, L.A.P. Swinkels & W.N. van Vliet (2018). Equity Solvency Capital Requirements. The Geneva Papers on Risk and Insurance. Issues and Practice, 43 (4), 633-652. doi: 10.1057/s41288-018-0086-3
    • L.A.P. Swinkels (2018). Simulating historical inflation-linked bond returns. Journal of Empirical Finance, 48, 374-389. doi: 10.1016/j.jempfin.2018.06.005
    • L.Y. Shi, L.A.P. Swinkels & S.G. van der Lecq (2017). Board diversity and self-regulation in Dutch pension funds. Equality, Diversity and Inclusion, 36 (2), 939-963. doi: 10.1108/EDI-05-2016-0043
    • V. Piljak & L.A.P. Swinkels (2017). Frontier and Emerging Government Bond Markets. Emerging Markets Review, 30, 232-255. doi: 10.1016/j.ememar.2015.10.002
    • L.A.P. Swinkels & Y. Xu (2017). Is the Equity Market Representative of the Real Economy? Economics, Management, and Financial Markets, 12 (2), 51-66.
    • Y. Li, R. Spigt & L.A.P. Swinkels (2017). The impact of FinTech start-ups on incumbent retail banks' share prices. Financial Innovation, 3 (26), 1-16. doi: 10.1186/s40854-017-0076-7
    • V. Piljak & L.A.P. Swinkels (2017). Fundamental indexation for developed, emerging, and frontier government bond markets. Journal of Asset Management, 18 (5), 405-420. doi: 10.1057/s41260-017-0045-8
    • J.C.S. Phoeng & L.A.P. Swinkels (2016). The Zodiac Calendar and Equity Factor Returns. China Accounting and Finance Review, 18 (3), 114-130. doi: 10.7603/s40570-016-0009-2
    • N. Doskov & L.A.P. Swinkels (2015). Empirical evidence on the currency carry trade, 1900-2012. Journal of International Money and Finance, 51, 370-389. doi: 10.1016/j.jimonfin.2014.12.001
    • L.L. Helwig & L.A.P. Swinkels (2015). Accounting for market risk in microfinance investments. International Journal of Sustainable Economy, 17 (4), 262-279. doi: 10.1504/IJSE.2015.072202
    • T. Egbers & L.A.P. Swinkels (2015). Can implied volatility predict returns on the currency carry trade? Journal of Banking and Finance, 59, 14-26. doi: 10.1016/j.jbankfin.2015.04.026
    • R.Q. Doeswijk, T.W. Lam & L.A.P. Swinkels (2014). “The Global Multi-Asset Market Portfolio 1959-2012”: Author Response. Financial Analysts Journal, 70 (4), 9-11. doi: 10.2469/faj.v70.n4.10
    • R.Q. Doeswijk, T.W. Lam & L.A.P. Swinkels (2014). The Global Multi-Asset Market Portfolio 1959-2012. Financial Analysts Journal, 70 (2), 26-41. doi: 10.2469/faj.v70.n2.1
    • L. Andreu, L.A.P. Swinkels & L. Tjong-A-Tjoe (2013). Can exchange traded funds be used to exploit country and industry momentum? Financial Markets and Portfolio Management, 27 (2), 127-148. doi: 10.1007/s11408-013-0207-8
    • L. Andreu & L.A.P. Swinkels (2012). Performance Evaluation of Balanced Pension Plans. Quantitative Finance, 12 (5), 819-830. doi: 10.1080/14697681003762289
    • L.A.P. Swinkels, W. Groot & J. Pang (2012). The cross-section of stock returns in frontier emerging markets. Journal of Empirical Finance, 19 (5), 796-818. doi: 10.1016/j.jempfin.2012.08.007
    • D. Blitz, J.J. Huij & L.A.P. Swinkels (2012). The Performance of European Index Funds and Exchange-Traded Funds. European Financial Management, 18 (4), 649-662. doi: 10.1111/j.1468-036X.2010.00550.x
    • L.A.P. Swinkels (2012). Emerging markets inflation-linked bonds. Financial Analysts Journal, 68 (5), 38-56. doi: 10.2469/faj.v68.n5.2
    • L.A.P. Swinkels & W.N. van Vliet (2012). An anatomy of calendar effects. Journal of Asset Management, 13 (4), 271-286. doi: 10.1057/jam.2012.9
    • O. Poiesz & L.A.P. Swinkels (2012). Myth busting: Defined contribution. Pensions, 17 (4), 260-269. doi: 10.1057/pm.2012.30
    • L.A.P. Swinkels & V. Ziesemer (2012). Diversity of Dutch Pension Fund Boards. Pensions, 17 (3), 137-143. doi: 10.1057/pm.2012.15
    • D.P. Crezee & L.A.P. Swinkels (2011). High-conviction equity portfolio optimization. The Journal of Risk, 13 (2), 57-70. doi: 10.21314/JOR.2010.222
    • L.A.P. Swinkels (2011). The Case for Local Fair Value Discount Rates Under IFRS. Pensions, 16 (2), 107-114. doi: 10.1057/pm.2011.7
    • L.A.P. Swinkels (2011). Have pension plans changed after the introduction of IFRS? Pensions, 16 (4), 244-255. doi: 10.1057/pm.2011.20
    • L.A.P. Swinkels & S. Van Ommeren (2010). Hoe waarderen we ons pensioen? MAB, 84 (5), 245-253.
    • G.J. de Zwart, T.D. Markwat, L.A.P. Swinkels & D.J.C. van Dijk (2009). The economic value of fundamental and technical information in emerging currency markets. Journal of International Money and Finance, 28 (4), 581-604. doi: 10.1016/j.jimonfin.2009.01.004
    • P. Rzezniczak & L.A.P. Swinkels (2009). Performance evaluation of Polish mutual fund managers. International Journal of Emerging markets, 4 (1), 26-42. doi: 10.2139/ssrn.1124363
    • W. Groot & L.A.P. Swinkels (2008). Incorporating uncertainty about alternative assets in strategic pension fund asset allocation. Pensions, 13 (1/2), 71-77. doi: 10.2139/ssrn.1146410
    • D. Blitz & L.A.P. Swinkels (2008). Fundamental indexation: an active value strategy in disguise. Journal of Asset Management, 9 (4), 264-269. doi: 10.1057/jam.2008.23
    • L.A.P. Swinkels & L. Tjong-A-Tjoe (2007). Can mutual funds time investment styles? Journal of Asset Management, 8 (2), 123-132.
    • L.A.P. Swinkels & R. van den Berg (2007). Het effect van overnames op de aandelenrendementen van biedende ondernemingen. MAB, 81 (6), 277-283.
    • L.A.P. Swinkels (2006). Zijn pensioenregelingen gewijzigd als gevolg van de introductie van IFRS? MAB, 80 (11), 562-570.
    • L.A.P. Swinkels & P.J. van der Sluis (2006). Return-based style analysis with time-varying exposures. The European Journal of Finance, 12 (6/7), 529-552. doi: 10.1080/13518470500248508

• Part of book - Chapter (5)

  • Professional Publication (2)

    • L.A.P. Swinkels & E. Van der Maarel (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
    • O. Poiesz & L.A.P. Swinkels (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

  • Scholarly Publication (3)

    • D. Blitz & L.A.P. Swinkels (2016). Fundamental Indexation: An active value strategy in disguise. In S. Satchell (Ed.), Asset Management: Portfolio Construction, Performance and Returns (pp. 331-338). Springer International Publishing
    • L.A.P. Swinkels & W. Groot (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
    • E. Nijman & L.A.P. Swinkels (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

• Report (1)

  • G. de Zwart, T.D. Markwat, L.A.P. Swinkels & D.J.C. van Dijk (2009). The economic value of fundamental and technical information in emerging currency markets. (Intern rapport, EI reprint reeks, no EI-1507). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS

• Other output (2)

  • Scholarly Publication (1)

    • L.A.P. Swinkels & V. Vilans (2005). Why don't Latvian pension funds diversify more internationally?

  • Other Publication (1)

    • G.A.G. Alserda, B.G.C. Dellaert, S.G. van der Lecq & L.A.P. Swinkels (2016). Pension risk preferences: A personalized elicitation method and its impact on asset allocation.

Ancillary activities (4)

Teaching (2)

Present position