Publications

2021: The financial impact of fossil fuel divestment, Climate Policy, Vol. 21, pp 107-119.

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

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

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

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

2009: 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.

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