Publications 1990 – 1999


1990, Het Beleggingsbeleid van Nederlandse Ondernemingspensioenfondsen onder de Loupe; Theorie en Praktijk, Lecture at University of Groningen, incorporated in Het Verzekerings Archief, Part 67, no 3, February.

1990, Embedded Value Accounting: Oude Wijn in Nieuwe Zakken, lecture incorporated in compilation FMA Kroniek, editors C.D. Knoops, J. Dijksma, W.M. Dupon, Wolters Noordhoff.

1990, In co-operation with Prof. dr. F.A. Sortino, Shu Kwai Lin, Why Most Investors Cannot Win With Tactical Asset Allocation, Investing, vol. 4, no 3, Fall, pp 20-27.

1990, Ondernemingspensioenfondsen 1957-1988, VBA Journaal, September, pp. 31-33.

1990, Beleggingsstrategieën op Basis van Matching, article incorporated in compilation Pensioenen: Uitkeringen, Financiering en Beleggingen, Editor Dr. C. Petersen, Stenfert Kroese.

1990, Internationaal Beleggen door het Shell Pensioenfonds,article incorporated in compilation Internationale Financiering de Theorie en de Nederlandse Praktijk, editors Prof. Dr. H. Jager, Dr E. de Jong, Stenfert Kroese.

1991, In co-operation with Prof. Dr. F.A. Sortino, Downside risk: Capturing What is at Stake in Investment Situations,
The Journal of Portfolio Management, Summer.

1992, In co-operation with A. Plantinga, Beleggen in de Jaarrekening, Dossier Account, no. 9.

1993, In co-operation with Prof. dr. F.A. Sortino and dr. M. Smink, Strategies and Techniques for Asset-Liability Management: an Overview, Geneva Papers on Risk and Insurance, April.

1993, De functie van de Nederlandse Vermogensmarkt, preliminary advice in Financiering van de Duurzame Groei, NIBE.

1994, In co-operation with Jeroen de Munick, Ontwikkelingen in de Beleggingsleer en de Invloed Daarvan op het Beleggingsbeleid van Nederlandse Pensioenfondsen en Verzekeraars, in Liber Amicorum Prof. de Wit.

1996, Het Gaat Geweldig met Nederland, maar.., Guide on Symposium “Na de Troonrede”, Tilburg, 17 september.

1997, Life Insurance Asset-Liability Management: An International Survey, Geneva papers on Risk Insurance, no 82, January, pp. 128-142.

1997, Kennis is de Basis van Beleggen. Article in Financial Highlights, VBA, December.

1998, Van Bancassurance naar Bancassurbel, Article in Pacioli Journaal, volume 11, no. 2, February, Dispuut Pacioli Erasmus University Rotterdam.

1998, De Historische Ontwikkeling van Asset Liability, Article in MAB, Monthly magazine for Accountancy and Business Economy, volume 72, no 4, April.

1998, Applying Downside Risk to Asset-Liability Management: A Pension Fund Case Study, Article in The Journal of Performance Measurement.

1998, in co-operation with L.J. Pruis. The Fortis Way, Article in Management Control & Accounting, no 5.

1999, in cooperation with M. Smink, Discounted Downside Risk: The Time Dimension of Asset-Liability Management,
Article in The Geneva papers on Risk and Insurance, no. 2, April, pp. 182-188

1999, in cooperation with F. Sortino, A.Plantinga ,The Upside Potential Ratio, Article in The Journal of Performance Measurement, Fall, pp. 10-14

1999, Discounted Downside Risk, Article in Liber Amicorum of Prof. J. Bouma, Delwel Uitgeverij BV

1999, in cooperation with F. Sortino, A.Plantinga, The Dutch Triangle, Article in The Journal of Portfolio Management, Fall, pp. 50-58.