جستجوی استاد راهنمای دانشگاهی

Marcelo Zouain Pedroniمشاهده پروفایل

دانشیار

• Macroeconomics
• Public Finance
• Public Economics
• +۶ مورد دیگر

Marcelo Zouain Pedroni serves as an Associate Professor of Economics at the University of Amsterdam and a Research Fellow at the Tinbergen Institute, focusing on macroeconomic theory and policy applications. His academic credentials include an MSc in Economics from the Getulio Vargas Foundation (EPGE) and a PhD from the University of Minnesota. Dr. Pedroni's research spans Public Finance , Information Economics , Environmental Economics , and Risk and Uncertainty , with particular emphasis on how dispersed information and ambiguity aversion shape macroeconomic outcomes. His work bridges theoretical modeling with empirical policy relevance, especially in fiscal and monetary contexts. Recent publications reveal a consistent trajectory in high-impact journals like the American Economic Review and Review of Economic Studies , demonstrating expertise in dynamic information aggregation, optimal taxation under uncertainty, and strategic interactions in macroeconomic models. These contributions address fundamental questions about learning from market signals and designing efficient redistribution mechanisms. Through his Tinbergen Institute affiliation, he participates in Europe's premier economics research network, contributing to collaborative projects in economic theory and policy analysis.

Elisa Perroneمشاهده پروفایل

استادیار

• Statistics
• Mathematical Statistics
• Dependence Modeling
• +۴ مورد دیگر

Elisa Perrone is an Assistant Professor in the Department of Mathematics and Computer Science at Eindhoven University of Technology. Her research focuses on dependence modeling, copula theory, and their applications in fields such as public transport analysis, environmental risk assessment, and renewable energy forecasting. Academic Rank: Assistant Professor University: Eindhoven University of Technology (TU/e) Department: Mathematics and Computer Science Elisa’s work explores discrete copulas, zero-inflated data, optimal experimental design, and uncertainty quantification. She has contributed to modeling dependence structures in complex datasets, particularly in transportation systems and climate science. Recent research outputs highlight copula-based statistical post-processing for weather forecasts, analysis of multi-way contingency tables, and uncertainty reduction in LED health management. Her publications span top-tier journals and conferences in statistics and applied mathematics. Scientific Award : Second Best Poster Presentation Award (2015) Elisa actively organizes workshops like the Eurandom Workshop on Dependence Modeling and contributes to editorial activities. She teaches courses on linear statistical models, regression models, and dependence modeling.

• Expectation Formation
• Financial Econometrics
• Financial Risk Modeling
• +۳ مورد دیگر

Prof. Christian Conrad is a Professor of Econometrics at the Department of Economics, Heidelberg University. He also serves as a member of the HEiKA Strategic Board, Steering Board Member of the HKMetrics Network, and holds affiliations with institutions like the Centre for European Economic Research (ZEW) and the Rimini Centre for Economic Analysis. His research focuses on Expectation Formation, Financial Econometrics, and Volatility Modeling, with notable contributions to understanding inflation dynamics, financial risk, and macroeconomic uncertainty. Education: PhD in Economics (Dr. rer. pol.), University of Mannheim (2002–2006) MSc in Econometrics and Economics, University of York (2000–2001) Diplom-Volkswirt (Economics Degree), Heidelberg University (1997–2002) Research Interests: Prof. Conrad’s work spans Expectation Formation, Financial Econometrics, and Macroeconometrics. He develops advanced methodologies like the MF2-GARCH model to analyze volatility cycles and explores how household information and experience influence inflation expectations. His research also addresses cryptocurrency volatility, political communication impacts on markets, and the link between inflation uncertainty and macroeconomic performance. Key Contributions: His articles include seminal works on GARCH model extensions, volatility forecasting techniques, and the role of uncertainty in financial markets. Recent studies include analyzing ECB inflation projections and their implications for policy credibility. Awards & Affiliations: Senior Fellow, Rimini Centre for Economic Analysis (2020–present) External Fellow, Center for European Studies (2019–present) Associated Research Professor, KOF Swiss Economic Institute (2011–present) Labs & Teams: He leads the Research Group on Macroeconomics & Financial Econometrics at Heidelberg University, focusing on empirical economic research and policy-relevant studies in financial markets and macroeconomic dynamics.

Alain Hecqمشاهده پروفایل

استاد

• Econometrics
• Time Series Analysis
• Financial Economics
• +۵ مورد دیگر

Alain Hecq is a Full Professor in the department of QE Econometrics at the School of Business and Economics, Maastricht University. His research focuses on econometric methodologies, particularly in time series analysis, noncausal models, and financial econometrics. He has contributed significantly to the understanding of volatility dynamics, cryptocurrency markets, and inflation targeting regimes. His work often addresses policy-relevant questions in macroeconomics and financial markets. Key research interests include mixed causal-noncausal autoregressive models, volatility modeling with MARMA-GARCH frameworks, and the application of these techniques to real-world phenomena such as oil price bubbles and cryptocurrency volatility. He has also explored the credibility of central banking policies during crises, such as the Brazilian inflation-targeting regime during the pandemic. His recent work emphasizes methodological advancements in high-dimensional time series analysis, including spectral estimation, hierarchical regularizers for mixed-frequency data, and reduced-rank matrix autoregressive models. These contributions reflect a blend of theoretical rigor and practical applicability in addressing complex economic and financial problems. While no formal awards are listed, his extensive publication record and focus on cutting-edge econometric techniques underscore his scholarly impact. Advising and grant activities are not detailed in the provided information, but his research demonstrates sustained engagement with both academic and policy-oriented audiences.

Frank de Jongمشاهده پروفایل

استاد

• Risk Management
• Financial Markets
• Pension Fund Valuation
• +۶ مورد دیگر

Frank de Jong is a Full Professor at Tilburg University's Tilburg School of Economics and Management (TiSEM), specifically within the Department of Finance. He holds dual affiliations with the Research Group: Econometrics and Research Group: Finance. His academic career includes professorships at Tilburg University and the University of Amsterdam, focusing on financial markets, risk management, and pension fund valuation. He has supervised numerous PhD students, contributing significantly to research in financial economics. Education: PhD in Economics (implied by career timeline). Key Roles: Full Professor (2005–present), former positions at University of Amsterdam (2001–2007). External Roles: Advisory committee member for the Dutch Ministry of Finance (2025). His research interests span risk management tools for financial institutions, sovereign debt dynamics, pension fund design, and market microstructure. Recent work focuses on Eurozone sovereign debt issuance, liquidity in bond markets, and retirement investment strategies. He has published extensively in top journals like Journal of International Money and Finance and Journal of Financial and Quantitative Analysis . His articles analyze topics such as sovereign debt maturity decisions, bid-to-cover ratios in auctions, and risk-sharing mechanisms in pension schemes. Collaborations include co-authors like R.M.W.J. Beetsma and Antoon Pelsser. He serves on editorial boards for journals like Journal of Financial Markets and Economist-Netherlands . Frank de Jong advises on pension system reforms, particularly in the Netherlands, and contributes to policy evaluations. His teaching includes courses on Empirical Methods in Finance and Fixed Income Analysis. His research emphasizes practical applications in financial regulation and institutional investment strategies.

Aleksandar Andonovمشاهده پروفایل

استاد

• Institutional Investors
• Asset Management
• Alternative Assets
• +۲ مورد دیگر

Aleksandar Andonov is Professor of Finance at the Amsterdam Business School, University of Amsterdam. His research focuses on institutional investors, asset management, and alternative asset classes, with particular emphasis on pension fund governance and long-term investing strategies. Andonov examines how institutional investment decisions influence asset prices, market liquidity, and broader economic outcomes. His publications in top finance journals like the Journal of Finance and Review of Financial Studies analyze pension fund investments in infrastructure, real estate, and alternative assets. Research explores how political representation affects public pension fund decisions and how delegated investment management functions in private markets. His work has been covered in major financial media including The Wall Street Journal and The Economist. At the University of Amsterdam, Andonov teaches courses on asset management and investments. His current research investigates development financial institutions' venture capital impact, target date funds, and electricity generation financing.

Frans de Roonمشاهده پروفایل

استاد

• Finance
• Asset Pricing
• Capital Markets
• +۷ مورد دیگر

Frans de Roon is a Full Professor at TIAS School for Business and Society , part of Tilburg University. His expertise spans Finance , with a focus on Asset Pricing , Capital Markets , Corporate Finance , and Business Valuation . He has pioneered research on non-listed company valuation and contributed to empirical finance in commodities, emerging markets, and currency markets. PhD in Finance (Tilburg University, 1997) Teaches Finance courses at PhD, MBA, and executive levels Active in applied research and consultancy for Asset & Liability Management, Investments, and Valuation Regular consultant in court cases on investment management and valuation His research explores inflation risk dynamics, hedge fund payoff structures, and fintech’s impact on traditional finance. Recent publications analyze commodity returns, business valuation frameworks, and beta adjustment methodologies. He leads the Master in Finance (MiF) program and collaborates with SRA on SME valuation tools. His work bridges academic rigor with practical applications in financial decision-making.

Lieske Coumansمشاهده پروفایل

پژوهشگر ارشد

• Asset Pricing
• Interest Rate Risk Management
• Robust Portfolio Choice
• +۱ مورد دیگر

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.

Wilko Boltمشاهده پروفایل

استاد

• Payment Systems
• Platform Economics
• Industrial Organization
• +۵ مورد دیگر

Wilko Bolt is a Full Professor of Payment Systems at the School of Business and Economics (Finance Department) at Vrije Universiteit Amsterdam. He also serves as Principal Economist at De Nederlandsche Bank (DNB) and has held research roles at the European Central Bank, Federal Reserve Bank of New York, and Bank for International Settlements. His expertise spans payment systems, platform economics, and monetary policy. He holds a PhD in Mathematical Economics (VU Amsterdam, 1997) and a Master's in Econometrics (VU Amsterdam, 1992). Research focuses on payment system design, cryptocurrency regulation, and central bank digital currencies (CBDCs). Key contributions include analyzing fiat money limitations, wage-price dynamics, and pandemic payment behaviors. His work has been published in top journals like the Journal of Political Economy and American Economic Review. He received the Hennipman Prize (2007) from the Dutch Royal Economic Association. Teaches the Finance Master Course on Economics of Payment Systems. Explores UN Sustainable Development Goals through financial infrastructure research. Collaborates internationally on topics like war economic impacts and digital currency governance. Publications emphasize policy-relevant insights into payment systems, macroeconomic stability, and financial innovation. His research bridges theoretical economics with practical policy challenges in global finance.

Francisco Blasquesمشاهده پروفایل

استاد

• Econometrics
• Statistics
• Data Science
• +۵ مورد دیگر

Francisco Blasques is a Full Professor of Econometrics and Data Science at the Vrije Universiteit Amsterdam (VU) and a Research Fellow at the Tinbergen Institute. He holds leadership roles, including Co-founder of Churned (QuantIQ) and datastuff BV, and served as TI Doctoral Director for the School of Business and Economics. His research focuses on econometrics, statistics, and data science, with expertise in time-series analysis, financial econometrics, and nonlinear dynamics. Teaching includes advanced econometrics courses at VU and Tinbergen Institute, covering topics like time-series modeling and financial econometrics. His PhD supervision spans over 15 students since 2012, focusing on econometric methods and applications. Research contributions emphasize score-driven models, volatility analysis, and spatial econometrics. Key publications address topics such as natural disaster impacts on economies, robust volatility estimation, and fusion of experimental/observational data. Awards include the NWO-VIDI Grant (2019) for methodological innovations in econometrics. Professional activities include ancillary roles as Partner at QuantiQ BV and Director at Metyis, alongside academic duties. His work contributes to UN Sustainable Development Goals through economic resilience and policy analysis.

Georgina Gomezمشاهده پروفایل

دانشیار

• Economic Governance
• Complementary Currency Systems
• Local Economic Development
• +۳ مورد دیگر

Dr. Georgina Gomez is an Associate Professor at the International Institute of Social Studies (ISS) of Erasmus University Rotterdam. Her research focuses on local economic governance, particularly exploring collaboration and competition around money, markets, and enterprises. She investigates complementary currency systems, local production systems, and social economy organizations using an evolutionary and institutional perspective. Her work emphasizes institutions as foundational to socio-economic structures. Her research has addressed topics such as Colombia’s agricultural innovation (via Comproagro), post-conflict entrepreneurship, frugal innovation in the Global South, and monetary systems. She has contributed to academic discourse through books, journal articles, and reviews, including analysis of Latin American economic history and proposals for interest-free monetary systems. Dr. Gomez actively engages in academic activities, including invited talks on topics like monetary plurality and local development, and serves as an editor for journals such as the Journal of Risk and Financial Management . She has supervised four academic works but no student names are listed in the provided information. Her research networks span multiple countries, particularly Colombia and Brazil, reflecting her focus on socio-economic dynamics in these regions.

• International Monetary Economics
• Foreign Exchange Rate Determination
• Exchange Rate Risk
• +۵ مورد دیگر

Casper G. de Vries holds the Witteveen Chair of Monetary Economics at Erasmus School of Economics, Erasmus University Rotterdam, and serves as a Tinbergen Institute fellow and Scientific Council for Dutch Government (WRR) member. He advises two Dutch pension funds and previously served as Vice Dean of Research and Education at Erasmus School of Economics and crown member of the Dutch socio-economic council (SER). His graduate training was completed at Purdue University, followed by faculty positions at Texas A&M University and KU Leuven. He has been a visiting scholar at numerous European and American research institutes and central banks, most recently at Chapman University. Professor de Vries specializes in international monetary economics , with core expertise in foreign exchange rate determination, Eurozone challenges, and systemic risk analysis. His methodological focus includes extreme value analysis for modeling financial tail risks and applied game theory applications in contest theory and lobbying dynamics. His research bridges theoretical econometrics with practical policy implications for central banking and financial regulation. His 2023 publications reveal persistent focus on monetary stability across three thematic clusters: (1) historical debt and inflation analysis ( private debt growth in postwar Netherlands, 1970s inflation lessons ), (2) banking system vulnerabilities ( safety net risks, banking lobby influence ), and (3) Eurozone sustainability ( monetary union stability frameworks ). These works demonstrate consistent application of extreme value methods to contemporary financial policy challenges. His primary academic honor is: Tinbergen Institute Fellowship He has supervised 33 students throughout his career. His extensive publication record in premier journals ( International Economic Review, Journal of Econometrics, American Economic Review ) indicates sustained research funding, though specific grant details aren't provided. His policy engagement with Dutch government bodies and pension funds reflects significant translational impact of his academic work. No dedicated laboratory or formal research team structure is mentioned in the source material.

• Finance
• Asset Pricing
• Risk Management
• +۷ مورد دیگر

Prof. dr. Frans de Roon is a Full Professor at Tilburg University, affiliated with the Tilburg School of Economics and Management (TiSEM) and the Department of Finance. His research focuses on financial markets, asset pricing, risk management, empirical finance, and alternative investments. He holds leadership roles such as Vice Dean for Research and is part of the Management Team of the Tilburg Center of Finance. Education and Career: He earned his PhD in Finance from Tilburg University (1993–1997) and has held roles at Erasmus University Rotterdam, including Associate and Assistant Professor. His career spans academic leadership, including roles as Dean of Academic Affairs at Tias/Nimbas Business School and Director of the Rotterdam Institute of Financial Management. PhD in Finance, Tilburg University (1993–1997) Associate Professor, Erasmus University Rotterdam (1998–2000) Professor of Finance, Tilburg University (since 2000) Research Interests: His work addresses portfolio problems, risk management, and empirical studies of financial markets. Key areas include private debt returns, inflation risk, and asset pricing applications of skewed distributions. Recent studies explore the pricing of private/public bonds and hedge fund performance evaluation. Publications and Projects: He has authored over 50 publications, including studies on private debt components (2023), inflation risk (2020), and skewed distributions (2017). He leads projects on dynamic portfolio selection and international asset pricing, with 15 supervised academic works to date. Affiliations and Roles: He serves on boards such as the Philips Pensioenfonds Advisory Board and chairs Stichting Theater TinT. His work integrates academic research with practical finance, influencing policy and financial markets.

• International Macroeconomics
• Monetary Policy
• Economic History
• +۳ مورد دیگر

Dr. Yao Chen is an Associate Professor at the Erasmus School of Economics (Erasmus University Rotterdam), holding roles as a CEPR Research Affiliate and Tinbergen Institute Research Fellow. His research focuses on international macroeconomics, monetary policy, and economic history. He completed his PhD at the University of Bonn, where he now serves as an ambassador promoting research collaborations. Research interests include the real effects of monetary policy, historical economic crises, and the dynamics of fixed exchange rate regimes. Notable achievements include an NWO Open Competition SSH XS grant (2024) for studying output divergence under fixed exchange rates. His work combines empirical analysis with historical case studies, such as the impact of maritime disasters on Spain’s economy and the role of precious metals in Western Europe’s growth. Recent publications explore how fixed exchange rates affect economic outcomes, tracing historical examples like the Gold Standard and Spain’s colonial-era monetary policies. Current research projects include analyzing the 'Goldilocks' effect of American precious metals on Western Europe’s development and investigating sovereign default risk in monetary unions. Dr. Chen actively promotes international academic exchange, advocating for grants like the University of Bonn’s Return Grant and Santander International Exchange Grant to foster collaboration between early-career researchers globally.

• Climate Change Finance
• Portfolio Risk Management
• Asset-Liability Management
• +۳ مورد دیگر

E.L. Kramer serves as a Lecturer at the Faculty of Economics and Business, University of Groningen, where he works Fridays only while maintaining his primary role as Head of Climate Research at Ortec Finance. His academic appointment falls under the Department of Economics, Econometrics & Finance within the Duisenberg School of Finance framework. Dr. Kramer's research focuses on the critical intersection of climate change and financial systems, with particular expertise in measuring investment portfolio alignment with the Paris Agreement and developing Asset-Liability Management frameworks for institutional investors. His work bridges academic rigor with practical applications for pension funds, insurance companies, and social housing corporations. His publication portfolio demonstrates a clear progression from traditional finance topics toward climate risk specialization, with recent high-impact work appearing in Nature and leading actuarial journals. The research output shows increasing focus on climate scenario analysis and its implications for long-term financial planning. MCB / ERES 2000 best paper award for housing association research Ernst Meyer prize (1997) for insurance economics work Kramer advises global institutional investors on climate risk integration and portfolio alignment strategies. His dual role enables direct translation of academic research into practical financial tools through Ortec Finance's climate research division, where he leads a specialized team developing methodologies for climate impact analysis on economies and financial markets.