- 2012, Private aquisition gains: a contingent claims explanation, (with Halit Gonenc and John Doukas), SSRN working paper.
- 2008, Diversification of socially responsible investment portfolios - testing for mean-variance spanning (with Rients Galema and Bert Scholtens), SSRN working paper.
- 2006, The value premium and changing expectations: on the growth of value stocks and the value of growth stocks (with Tessa Wouters).
- 2004, Dynamic behavior of value and growth stocks, (with Tessa Wouters), SOM Research Report, 04E13, August 2004.
- 2004, ‘The negative impact of noise on the performance of portfolio managers and the need to measure it', SOM Research Report, 04E19, April 2004.
- 2001, ‘The impact of downside risk on risk-adjusted performance of mutual funds in the Euronext markets' (with Robert van der Meer and Frank Sortino), SSRN working paper.
- 1999, ‘Analysts' earings forecasts and international asset allocation’ (with Carel Huijgen), Som Research Report 99E38, August 1999.
- 1997, ‘Solution to an asset allocation puzzle’ (with Theo Dijkstra and Sebastiaan de Groot), Som Research Report 97E41, 1997.
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