Foort Hamelink

Can a multivariate QTARCH combined with technical indicators estimate returns in the commodity futures markets?

Foort Hamelink, Thieny Vessereau, F. Hamelink, 1995, Proceedings of 1995 Conference on Computational Intelligence for Financial Engineering (CIFEr).

The Role of Real Estate in the Mixed-Asset Portfolio: A Reexamination using a QTARCh Methodology

Martin Hoesli, Foort Hamelink, 1995 .

Maximum drawdown and the allocation to real estate

Martin Hoesli, Foort Hamelink, Martin Hoesli, 2004 .

Defining Housing Submarkets

Martin Hoesli, Foort Hamelink, Bryan D. MacGregor, 1999 .

What Factors Determine International Real Estate Security Returns

Martin Hoesli, Foort Hamelink, Martin Hoesli, 2004 .

Systematic Patterns Before and After Large Price Changes: Evidence from High Frequency Data from the Paris Bourse

Foort Hamelink, F. Hamelink, 1999 .

Country, Sector or Style: What Matters Most When Constructing Global Equity Portfolios? An Empirical Investigation from 1990-2001

Foort Hamelink, Pierre Hillion, Pierre Hillion, 2001 .

Optimal International Diversification: Theory and Practice from a Swiss Investor’s Perspective

Foort Hamelink, F. Hamelink, 2000 .

Homogeneous Commercial Property Market Groupings and Portfolio Construction in the United Kingdom

Martin Hoesli, Foort Hamelink, Colin Lizieri, 2000 .