معرفی
Lieske Coumans is a Postdoctoral Researcher at Tilburg University's Academic Collaborative Center for Governance and Management for Broad Prosperity and a research fellow at Netspar. Her research investigates asset pricing, interest rate risk management, and robust portfolio optimization under parameter uncertainty.
Her work develops quantitative methods for:
- Managing terminal wealth exposure to interest rate fluctuations
- Incorporating inflation risk in portfolio construction
- Addressing parameter uncertainty in financial decision-making
- Integrating climate risk factors into asset pricing models
Coumans completed her PhD at Tilburg University under the supervision of Anne Balter and Frank de Jong, focusing on incomplete market adjustments and robust portfolio strategies. She has visiting research experience at Aarhus University and professional background in actuarial consultancy.
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