معرفی
Bas Werker is a Full Professor of Finance and Econometrics at Tilburg University, affiliated with the Tilburg School of Economics and Management and the Department of Econometrics and Operations Research. He holds a Ph.D. in Economics from Tilburg University and has held positions at Université Libre de Bruxelles and Université de Sciences Sociales in Toulouse. His research spans asset pricing, financial econometrics, asymptotic statistics, and pension system design.
Werker's research integrates mathematical statistics with financial market analysis, focusing on asset pricing, econometric methods, and pension reforms. He applies asymptotic statistics to model financial systems and institutional investor behavior.
His recent articles (2022–2025) cover liquidity costs, pension risk allocation, and machine learning methods. Trends include empirical finance, nonparametric statistics, and policy-oriented pension research.
Awards include the Second Prize for financial papers (1997).
He supervises doctoral students on topics like asset pricing and fraud detection. He leads projects on Household Asset Liability Management and pension reforms.
Werker coordinates research at Netspar and collaborates internationally. He developed the open-source Tilburg Finance Tool for financial simulations.
