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Maarten Jansen
Maarten Jansen
Quant Researcher
在 robeco.nl 的电子邮件经过验证
标题
引用次数
引用次数
年份
Anomalies in the China A-share market
M Jansen, L Swinkels, W Zhou
Pacific-Basin Finance Journal 68, 101607, 2021
432021
Factor models for Chinese A-shares
MX Hanauer, M Jansen, L Swinkels, W Zhou
International Review of Financial Analysis 91, 102975, 2024
42024
More powerful tests for anomalies in the China A-share market
M Jansen, L Swinkels, W Zhou
The Journal of Portfolio Management 50 (4), 186-202, 2023
22023
Beyond GMV: Raising the bar for evaluating covariance matrix estimators
MS Dom, C Howard, M Jansen, H Lohre
Available at SSRN 4684926, 2024
2024
Mind the Gap: Efficiently Replacing Sustainability Exclusions
D Blitz, M Jansen, N Mutsaers
Available at SSRN 4604605, 2023
2023
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