Pim van Vliet

2.0k citations
60 papers · 1.3k indexed · h-index 17
Topics
Financial Markets and Investment Strategies (51 papers)Market Dynamics and Volatility (16 papers)Stochastic processes and financial applications (14 papers)

In The Last Decade

Pim van Vliet

57 papers receiving 1.1k citations

Peers

Pim van Vliet
Comparison fields: 5 of 54
  • Finance 1.1k
  • Economics and Econometrics 774
  • Accounting 323
  • Management Science and Operations Research 211
  • Strategy and Management 138
Replace Antonio E. Bernardo with:
Antonio E. Bernardo United States
Steven C. Mann United States
Robin K. Chou Taiwan
Joost Driessen Netherlands
Simon Benninga Israel
Jennifer N. Carpenter United States
Mustafa Gültekin United States
Robert H. Battalio United States
Heiko Jacobs Germany
Pilar Corredor Spain
Pim van Vliet relative to Antonio E. Bernardo United States Antonio E. Bernardo's profile →
Citations per field
00.5×2.8×
Antonio E. Bernardo · 1×
Citations per year

Countries citing papers authored by Pim van Vliet

Since Specialization
Citations

This map shows the geographic impact of Pim van Vliet's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Pim van Vliet with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Pim van Vliet more than expected).

Fields of papers citing papers by Pim van Vliet

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Pim van Vliet. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Pim van Vliet. The network helps show where Pim van Vliet may publish in the future.

Co-authorship network of co-authors of Pim van Vliet

This figure shows the co-authorship network connecting the top 25 collaborators of Pim van Vliet. A scholar is included among the top collaborators of Pim van Vliet based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Pim van Vliet. Pim van Vliet is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
#WorkIndexed citations
1 6
2 0
3 7
4 18
5 88
6 9
7
Benchmarking Low-Volatility Strategies
3
8 13
9 8
10
Fundamental Indexation: Rebalancing Assumptions and Performance
5
11
Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes
15
12
The Volatility Effect: Lower Risk Without Lower Return
97
13 5
14
Downside Risk and Asset Pricing
16
15
Violations of Cpt in Mixed Gambles
6
16
Conditional Downside Risk and the CAPM
7
17 8
18 2
19
Risk Aversion and Skewness Preference: a comment
9
20
Portfolio Return Characteristics of Different Industries
2

About Pim van Vliet

Pim van Vliet is a scholar working on Finance, General Decision Sciences and General Economics, Econometrics and Finance, having authored 60 papers that have together received 1.3k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (51 papers), Market Dynamics and Volatility (16 papers) and Stochastic processes and financial applications (14 papers). The work is most often cited by research in Finance (1.1k citations), General Decision Sciences (64 citations) and Accounting (323 citations). Pim van Vliet has collaborated with scholars based in Netherlands, United States and Kazakhstan. Frequent co-authors include David Blitz, Thierry Post, Guido Baltussen, Laurens Swinkels, Haim Levy, Eric Falkenstein, Matthias X. Hanauer, Joop Huij, Jan de Koning and Michael J. Seiler. Their work appears in journals such as Journal of Financial Economics, Management Science and Journal of Banking & Finance.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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