Access Statistics for Pim van Vliet
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Conditional Downside Risk and the CAPM | 0 | 1 | 1 | 306 | 4 | 12 | 14 | 730 |
| Downside Risk and Asset Pricing | 0 | 0 | 0 | 166 | 1 | 7 | 8 | 480 |
| Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes | 0 | 0 | 2 | 473 | 2 | 15 | 25 | 962 |
| Portfolio Return Characteristics of Different Industries | 0 | 0 | 0 | 141 | 0 | 2 | 5 | 733 |
| Risk Aversion and Skewness Preference: a comment | 0 | 0 | 0 | 147 | 0 | 4 | 6 | 486 |
| Sorting out Downside Beta | 0 | 0 | 0 | 138 | 1 | 9 | 12 | 335 |
| The Volatility Effect: Lower Risk without Lower Return | 1 | 5 | 19 | 478 | 11 | 36 | 106 | 1,027 |
| Total Working Papers | 1 | 6 | 22 | 1,849 | 19 | 85 | 176 | 4,753 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Downside risk and asset pricing | 0 | 0 | 1 | 70 | 3 | 6 | 13 | 202 |
| Downside risk aversion, fixed-income exposure, and the value premium puzzle | 0 | 0 | 0 | 26 | 1 | 2 | 4 | 204 |
| Market portfolio efficiency and value stocks | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 8 |
| Return Characteristics of State‐Owned and Non‐State‐Owned Chinese A Shares | 0 | 0 | 0 | 42 | 0 | 2 | 4 | 238 |
| Risk aversion and skewness preference | 0 | 1 | 3 | 100 | 1 | 7 | 14 | 299 |
| The volatility effect in emerging markets | 1 | 2 | 4 | 85 | 4 | 14 | 30 | 329 |
| Violations of Cumulative Prospect Theory in Mixed Gambles with Moderate Probabilities | 0 | 0 | 0 | 13 | 1 | 5 | 5 | 63 |
| Total Journal Articles | 1 | 3 | 8 | 336 | 10 | 36 | 70 | 1,343 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail
Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.