Laurens Swinkels

Laurens Swinkels is Associate Professor of Finance at Erasmus University in Rotterdam and Executive Director and Head of Quant Strategy at Robeco’s Sustainable Multi-Asset Strategies team. His areas of expertise include allocation research and empirical asset pricing. He teaches Finance courses and has published his academic work in peer-reviewed journals such as Journal of Financial Economics. Prior to re-joining Robeco in 2016, he was a Researcher at Norges Bank Investment Management. He was a Researcher at Robeco from 2004 to 2012 and at PensionFactory and APG Asset Management from 1999 to 2004. Laurens is member of the Research Committee of Inquire Europe. Laurens holds a PhD in Finance and a Master’s in Econometrics from Tilburg University in the Netherlands.

Articles by Laurens Swinkels

Original research

Shrinking beta

The authors shrink correlation and volatility separately and evaluate the predictive power of this approach, finding economically and statistically significant gains from applying more shrinkage to correlations than to volatilities.

22 Aug 2022

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