Profile
Joop Huij is Associate Profesor of Finance at Rotterdam School of Management.
His research interests include stock selection strategies, mutual funds and hedge funds, emerging markets, real estate, and fixed-income securities.
His research has been published in journals like Financial Management, Journal of Banking and Finance, Journal of Empirical Finance, Financial Analyst Journal, European Financial Management, and Emerging Markets Review.
Publications
Article (18)
Academic (15)
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Huij, J., Kyosev, G., Hanauer, M., & Lansdorp, SD. (2020). Does Earnings Growth Drive the Quality Premium? Journal of Banking and Finance, 114, Article 105785. https://doi.org/10.1016/j.jbankfin.2020.105785
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Gelderen, E., Huij, J., & Kyosev, G. (2019). Factor Investing from Concept to Implementation. The Journal of Portfolio Management, 45(3), 125-140. https://doi.org/10.3905/jpm.2019.45.3.125
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Huij, J., & de Groot, WA. (2018). Are the Fama-French Factors really Compensation for Distress Risk? Journal of International Money and Finance, 86(september), 50-69. https://doi.org/10.1016/j.jimonfin.2018.03.002
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Huij, J., & Gelderen, E. (2014). Academic Knowledge Disemmination in the Mutual Fund Industry. The Journal of Portfolio Management, 40(4), 157-167. https://doi.org/10.3905/jpm.2014.40.4.157
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Blitz, D., Huij, J., Lansdorp, SD., & Verbeek, M. (2013). Short-Term Residual Reversal. Journal of Financial Markets, 16(3), 477-504. https://doi.org/10.1016/j.finmar.2012.10.005
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Blitz, D., Huij, J., & Swinkels, L. (2012). The Performance of European Index Funds and Exchange-Traded Funds. European Financial Management, 18(4), 649-662. https://doi.org/10.1111/j.1468-036X.2010.00550.x
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Huij, J., & de Groot, WA. (2012). Another Look at Trading Costs and Short-Term Reversal Profits. Journal of Banking and Finance, 36(2), 371-382. https://doi.org/10.1016/j.jbankfin.2011.07.015
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Huij, J., & Blitz, D. (2012). Evaluating the Performance of Emerging Markets Equity Exchange-Traded Funds. Emerging Markets Review, 13(2), 149-158. https://doi.org/10.1016/j.ememar.2012.01.004
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Huij, J., & Derwall, JMM. (2011). Global Equity Fund Performance, Portfolio Concentration, and the Fundamental Law of Active Management. Journal of Banking and Finance, 35(1), 155-165. https://doi.org/10.1016/j.jbankfin.2010.07.032
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Blitz, D., Huij, J., & Martens, MPE. (2011). Residual Momentum. Journal of Empirical Finance, 18(3), 506-521. https://doi.org/10.1016/j.jempfin.2011.01.003
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Huij, J., & Post, GT. (2011). On the Performance of Emerging Market Equity Mutual Funds. Emerging Markets Review, 12(3), 238-249. https://doi.org/10.1016/j.ememar.2011.03.001
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Huij, J., & Verbeek, M. (2009). On the Use of Multifactor Models to Evaluate Mutual Fund Performance. Financial Management - FM, 38(1), 75-102. https://doi.org/10.1111/j.1755-053X.2009.01029.x
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Derwall, JMM., Huij, J., Brounen, D., & Marquering, WA. (2009). REIT Momentum and the Performance of Real Estate Mutual Funds. Financial Analysts Journal, 65(5), 24-34. https://doi.org/10.2469/faj.v65.n5.4
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Huij, J. (2008). Hot Hands in Bond Funds. Journal of Banking and Finance, 32(4), 559-572. https://doi.org/10.1016/j.jbankfin.2007.04.023
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Huij, J., & Verbeek, M. (2007). Cross-Sectional Learning and Short-Run Persistence in Mutual Fund Performance. Journal of Banking and Finance, 31(3), 973-997. https://doi.org/10.1016/j.jbankfin.2006.08.002
Professional (3)
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Blitz, D., Houweling, P., Huij, J., Rejeb, S., & Swinkels, L. (2010). Can theoretical risk premiums be captured by investing in passive funds? VBA Journaal, 26(4), 12-15.
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Huij, J., & Brounen, D. (2010). Lucky bets and hot hands - Is your fund manager really performing? RSM Insight, 2(1), 10-11. http://hdl.handle.net/1765/39964
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Brounen, D., & Huij, J. (2004). De Woningmarkt bestaat niet. Economisch-Statistische Berichten, 89(4429), 126-128. http://hdl.handle.net/1765/16927
Doctoral Thesis (1)
Internal (1)
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Huij, J. (2007). New Insights into Mutual Funds - Performance and Family Strategies. [Doctoral Thesis, Erasmus University Rotterdam]. Erasmus University Rotterdam (EUR).
Working paper (1)
Academic (1)
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Huij, J., Lansdorp, SD., & Verbeek, M. (2012). Managerial Turnover and the Behavior of Mutual Fund Investors. ssrn.com/abstract=2166826.
Activities
Additional positions (1)
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RobecoStart date approval: 18 Oct 2022End date approval: 17 Oct 2025Place: ROTTERDAMDescription: N/A
Award
- ERIM Dissertation Award (2008)
Courses
Past courses
Quantitative Investment Strategies
- Study year: 2023/2024, 2022/2023, 2021/2022, 2020/2021, 2019/2020, 2018/2019, 2017/2018
- Code: BMME036
- Level: Master, Master, Master, Master
FI master thesis
- Study year: 2022/2023, 2021/2022
- Code: BMMTFI
- Level: Master
Quant and Factor Investing
- Study year: 2018/2019, 2017/2018, 2016/2017
- Code: BM09FI-A
- ECTS: 6 Level: Master
Finance & Investments honours course
- Study year: 2015/2016
- Code: BMHONFI
- ECTS: 10 Level: Master
Professional asset management
- Study year: 2015/2016
- Code: BMME032
- ECTS: 6 Level: Master
Featured in the media
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Minder risico en toch meer rendement? Dat kan!
In an interview with RSM alumnus Joop Huij, he explains how one can achieve a higher yield with lower risk after research conducted by Robeco indicated this possibility.
Friday, 1 July 2016 -
Quality Investing – Industry Versus Academic Definitions
In this study the researchers provide an overview of common quality definitions that are currently used in the industry and those used in academic studies, and they outline the differences between these definitions. …
Wednesday, 15 June 2016