معرفی
Mark-Jan Boes is an Assistant Professor in the Department of Finance at Vrije Universiteit Amsterdam (VU Amsterdam). Concurrently, he serves as Head of Investment Strategy and Research at ABN AMRO Pension Fund. His research focuses on derivatives pricing, asset-liability management, strategic asset allocation, and pension system design. He holds a PhD in Finance from Tilburg University and a Master’s in Econometrics from Erasmus University Rotterdam.
Education:
- PhD in Finance, Tilburg University
- Master’s in Econometrics, Erasmus University Rotterdam
Teaching: Courses include Institutional Investments, Asset Liability Management, and stochastic processes for derivatives markets. He supervises master’s theses and teaches in the Duisenberg Honours Programme.
Ancillary Roles:
- Board Member, Pensioenfonds KLM-Cabinepersoneel (2019–present)
- Member of Supervisory Board, Pensioenfonds RoyalHaskoningDHV (2020–present)
Research Trends: His publications address risk-sharing mechanisms under behavioral preferences and the impact of overnight periods on derivatives valuation, reflecting expertise in theoretical and applied finance.
