Jeroen Dalderop

Jeroen Dalderop is an Assistant Professor of Economics at the University of Notre Dame, located in Jenkins and Nanovic Halls. His research focuses on econometric methods for modeling and forecasting economic and financial time series, with an emphasis on non- and semiparametric techniques applied to financial asset prices and their connections to the real economy.

Education:

• Ph.D. in Economics, University of Cambridge (2018)
• M.Phil. in Economics, University of Cambridge (2013)
• M.Sc. in Quantitative Finance and B.Sc. in Econometrics & Operations Research, Tilburg University (2012)

Research Interests: His work develops advanced statistical methodologies to analyze financial asset prices—including derivatives—and their relationship with macroeconomic variables. Key themes include probability weighting functions in option pricing, conditional density models for asset returns, and latent variable frameworks in asset pricing.

Publications: Recent work emphasizes nonparametric approaches to pricing kernels, market-implied densities, and latent variable models. His research bridges econometric theory with practical applications in finance, reflecting a focus on rigorous methodological innovation.

Advising & Grants: No specific advisees or grants are listed in the provided materials. His CV is available for further details.

Labs/Teams: No dedicated lab or team affiliations are mentioned.