CURRICULUM VITAE Marno Verbeek
|
|
- Avice West
- 8 years ago
- Views:
Transcription
1 CURRICULUM VITAE Marno Verbeek 1 February 2013 Professor of Finance Rotterdam School of Management Erasmus University Department of Finance Burgemeester Oudlaan 50 P.O. Box DR ROTTERDAM The Netherlands phone: +31 (0) (office) phone: +31 (0) (secretary) fax: +31 (0) mverbeek@rsm.nl websites: publications: PROFESSIONAL EXPERIENCE Scientific Director Erasmus Research Institute of Management (ERIM), Rotterdam ( Dean of Research, Rotterdam School of Management, Erasmus University ( Research Coordinator, Netspar (Network for Studies on Pensions, Savings and Retirement, Head, Department of Finance, Rotterdam School of Management, Erasmus University (RSM Finance group) Professor of Finance, Erasmus University Rotterdam Director of Doctoral Education, Erasmus Research Institute of Management, Rotterdam Visiting Professor, Dept of Economics, K.U. Leuven, Belgium Visiting Professor, ERMES, University Panthéon-Assas Paris II 2001 Visiting Professor, Dept. of Economics, Trinity College Dublin (Associate/Full) Professor of Econometrics at K.U. Leuven. Belgium Assistant Professor of Econometrics at Tilburg University, Tilburg. 1
2 November 1991 June 1987 EDUCATION Ph.D. "The Design of Panel Surveys and the Treatment of Missing Observations ; supervised by Theo Nijman and Arie Kapteyn, Tilburg University (summa cum laude) M.Sc Econometrics, Tilburg University. TEACHING I taught a variety of courses in Tilburg, Leuven and Rotterdam, both at the undergraduate and graduate level. Just to give you an impression, these courses include: Introductory Econometrics, Intermediate Econometrics, Applied Econometrics, Time Series Modeling, Limited Dependent Variable Models, Econometrics of Panel Data, Advanced Econometrics, Empirical Finance, Empirics of Financial Markets, Financial Econometrics, Empirical Research Methods, Investment Strategies, and Professional Asset Management. RESEARCH INTERESTS Empirical finance: hedge funds, mutual funds, asset pricing, predictability, performance evaluation, survivorship bias, market timing, momentum strategies, risk management, capital structure, Econometrics: panel data, sample selection, endogenous regressors, wage determination, repeated crosssections, incomplete panels,... GRANTS AND AWARDS 2011: Research Grant Inquire Europe, Information Content when Mutual Funds Deviate from Benchmarks (with H. Jiang and Y.Wang). 2006: MAN Investments Best Paper Prize, EFA 2006 Conference, Zürich, A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money (with G. Baquero). 2005: Research Grant Inquire Europe, Fund Liquidation, Self-selection and look-ahead bias in the hedge fund industry (with J.R. ter Horst). 2003: Fauchier Partners Prize: 2 nd Best Paper in Hedge Funds, EFA 2003 Conference, London, Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance (with G. Baquero and J.R. ter Horst). EDITORIAL POSITIONS AND REVIEWING De Economist, Associate Editor (May present) ( 2
3 Applied Econometrics, Editorial Board Member (March present) (in Russian/English) ( Journal of Financial Perspectives, Editorial Board Member (November present) Every now and then I referee papers for the following journals: American Journal of Agricultural Economics, Annales d'économie et de Statistique, Applied Stochastic Models for Business and Industry, Econometrics Journal, Econometric Reviews, Économie et Prévision, Empirical Economics, European Financial Management, The Financial Review, International Economic Review, International Journal of Industrial Organization, International Review of Economics and Finance, Journal of Applied Econometrics, Journal of Banking and Finance, Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Empirical Finance, Journal of Finance, Journal of International Financial Markets, Journal of International Money and Finance, Institutions & Money, The Journal of Finance, Journal of Financial Research, Journal of Financial and Quantitative Analysis, Journal of Productivity Analysis, Statistica Neerlandica, Management Science, Structural Change and Economic Dynamics, and Tijdschrift voor Economie en Management PUBLICATIONS IN PROGRESS (more at: Better than the Original? The Relative Success of Copycat Funds (with Y. Wang), 2013, Information Content when Mutual Funds Deviate from Benchmarks (with H. Jiang and Y. Wang), 2013, presented at the 2011 Utah Winter Finance Conference & AFA 2012 Chicago meetings, Front-Running of Mutual Fund Fire Sales (with T. Dyakov), 2013, INTERNATIONAL JOURNAL PUBLICATIONS Short-Term Residual Reversal (with D. Blitz, J.J. Huij and S.D. Lansdorp), 2013, Journal of Financial Markets, forthcoming. Does Financial Flexibility Reduce Investment Distortions (with A. de Jong and P. Verwijmeren), 2012, The Journal of Financial Research, Vol. 35, pp Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree (with A. de Jong and P. Verwijmeren), 2011, Journal of Banking and Finance, Vol. 35, pp
4 Real Estate in an ALM Framework: The Case of Fair Value Accounting (with M. Porras Prado and D. Brounen), 2010, Real Estate Economics, Vol. 38, pp Testing the Pecking Order Theory: The Impact of Financing Surpluses and Large Financing Deficits (with A. de Jong and P. Verwijmeren), 2010, Financial Management, Vol. 39, pp ,. Forecast Accuracy and Economic Gains from Bayesian Model Averaging Using Time-Varying Weights (with L. Hoogerheide, R. Kleijn, F. Ravazzolo, H.K. van Dijk), 2010, Journal of Forecasting, Vol. 29, pp Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models (with J. Rombouts), 2009, Quantitative Finance, Vol. 9, pp On the Use of Multi-Factor Models to Evaluate Mutual Fund Performance (with J. Huij), 2009, Financial Management, Vol. 38, pp Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry (with J.R. ter Horst), 2007, Review of Finance, Vol. 11, pp Selecting Copulas for Risk Management (with E. Kole and C. Koedijk), 2007, Journal of Banking and Finance, Vol. 31, pp Cross-sectional Learning and Short-run Persistence in Mutual Fund Performance (with J. Huij), 2007, Journal of Banking and Finance, Vol. 31, pp Portfolio Implications of Systemic Crises (with E. Kole and C. Koedijk), 2006, Journal of Banking and Finance, Vol. 30, pp Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance (with G. Baquero and J.R. ter Horst), 2005, Journal of Financial and Quantitative Analysis, Vol. 40, pp Estimating Dynamic Models from Repeated Cross-Sections (with F. Vella), 2005, Journal of Econometrics, Vol. 127, pp Hedgefondsen: Prestaties uit het verleden bieden verwachtingen voor de toekomst (with J.R. ter Horst), 2005, Maandblad voor Accountancy en Bedrijfseconomie, april, p A Multivariate Nonparametric Test for Return and Volatility Timing (with W. Marquering), 2004, Finance Research Letters, Vol. 1, pp The Economic Value of Predicting Stock Index Returns and Volatility (with W. Marquering), 2004, Journal of Financial and Quantitative Analysis, Vol. 39, pp Do Countries or Industries Explain Momentum in Europe? (with Th. Nijman and L. Swinkels), 2004, Journal of Empirical Finance, Vol. 11, pp
5 Eliminating Look-Ahead Bias in Evaluating Persistence in Mutual Fund Performance (with J.R. ter Horst and Th.E. Nijman), 2001, Journal of Empirical Finance, Vol. 8, pp Estimating Short-Run Persistence in Mutual Fund Performance (with J.R. ter Horst), 2000, Review of Economics and Statistics, Vol. 82, pp Estimating and Interpreting Models with Endogenous Treatment Effects (with F. Vella), 1999, Journal of Business and Economic Statistics, Vol. 17, pp Estimating the Returns to Education for Australian Youth via Rank-Order Instrumental Variables (with S. Rummery and F. Vella), 1999, Labour Economics, Vol. 6, pp An Empirical Analysis of Intertemporal Asset Pricing Models with Transactions Costs and Habit Persistence (with W. Marquering), 1999, Journal of Empirical Finance, Vol. 6, pp Two-Step Estimation of Panel Data Models with Censored Endogenous Variables and Selection Bias (with F. Vella), 1999, Journal of Econometrics, Vol. 90, pp Whose Wages Do Unions Raise? A Dynamic Model of Unionism and Wage Rate Determination for Young Men (with F. Vella), 1998, Journal of Applied Econometrics, Vol. 13, pp Alternative Transformations to Eliminate Fixed Effects, 1995, Econometric Reviews, Vol. 14, pp Missing Measurements in Econometric Models with No Auxiliary Relations, 1993, Economics Letters, Vol. 43, pp Minimum MSE Estimation of a Regression Model with Fixed Effects from a Series of Cross Sections, (with Th.E. Nijman), 1993, Journal of Econometrics, Vol. 59, pp The Optimal Choice of Controls and Pre-Experimental Observations, Journal of Econometrics (with Th.E. Nijman), 1992, Vol. 51, pp Testing for Selectivity Bias in Panel Data Models (with Th.E. Nijman), 1992, International Economic Review, Vol. 33, pp Can Cohort Data Be Treated as Genuine Panel Data? (with Th.E. Nijman), 1992, Empirical Economics, Vol. 17, pp Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function (with Th.E. Nijman), 1992, Journal of Applied Econometrics, Vol. 7, pp The Efficiency of Rotating Panel Designs in an Analysis of Variance Models (with Th.E. Nijman and A.H.O. van Soest), 1991, Journal of Econometrics, Vol. 49, pp
6 On the Estimation of a Fixed Effects Model with Selectivity Bias, 1990, Economics Letters, Vol. 34, pp Estimation of Time Dependent Parameters in Linear Models Using Cross Sections (with Th.E. Nijman), 1990, Panels or Both, Journal of Econometrics, Vol. 46, pp BOOKS AND BOOK CONTRIBUTIONS A Guide to Modern Econometrics, 4 th edition, John Wiley and Sons, xii+497 pages, Pb., ISBN , March A Guide to Modern Econometrics, 3rd edition, John Wiley and Sons, xii+472 pages, Pb., ISBN , March Modified Sharpe Ratio; Nondirectional; Redemption Period; Alternative Asset Class; contributions in G.N. Gregoriou (Ed.), Encyclopedia of Alternative Investments, 2008, Boca Raton, FL: Chapman and Hall / CRC. Pseudo Panel Data, in: L. Matyas and P. Sevestre, 2008, The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice, Springer, ISBN: , pp [click here for more info] Attriton, Selection Bias and Censored Regressions (with B. Honoré and F. Vella), in: L. Matyas and P. Sevestre, 2008, The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice, Springer, ISBN: , pp [click here for more info] Econometria (in Italian), Zanichelli, Bologna, x pages, ISBN , January A Guide to Modern Econometrics, 2nd edition, John Wiley and Sons, xii+429 pages, Pb., ISBN , April 2004 [click here for more info]. A Guide to Modern Econometrics, John Wiley and Sons, xii+386 pages, Pb., ISBN , March 2000 [click here for more info] Pseudo Panel Data, in: L. Mátyás and P. Sevestre, eds. (1996), The Econometrics of Panel Data: Handbook of Theory and Applications, Second Revised Edition, Kluwer Academic Publishers, Dordrecht, pp Incomplete Panels and Selection Bias (with Th.E. Nijman)., in: L. Mátyás and P. Sevestre, eds. (1996), The Econometrics of Panel Data: Handbook of Theory and Applications, Second Revised Edition, Kluwer Academic Publishers, Dordrecht, pp Pseudo Panel Data, in: L. Mátyás and P. Sevestre, eds. (1992), The Econometrics of Panel Data: 6
7 Handbook of Theory and Applications, Kluwer Academic Publishers, Dordrecht, pp Incomplete Panels and Selection Bias (with Th.E. Nijman), in: L. Mátyás and P. Sevestre, eds. (1992), The Econometrics of Panel Data: Handbook of Theory and Applications, Kluwer Academic Publishers, Dordrecht, pp Can Cohort Data Be Treated as Genuine Panel Data? (with Th.E. Nijman), in: B. Raj and B.H. Baltagi, eds.(1992), Panel Data Analysis, Physica-Verlag Heidelberg, pp The Design of Panel Surveys and the Treatment of Missing Observations, unpublished Ph.D. thesis, Tilburg University, 220 pages, 1991 (available upon request) OTHER PUBLICATIONS Hedgefondsen en private equity in Nederland, 2007, Den Haag: Ministerie van Financien (with A. de Jong, P. Roosenboom and P. Verwijmeren). Hedgefondsen: Prestaties uit het verleden bieden verwachtingen voor de toekomst. MAB, 79(4), , 2005 (with J.R. ter Horst). Money Flows and Performance of Hedge Funds, Aenorm, Vol. 11 (43), pp , 2004 (with G. Baquero). De Wet van Murphy in de Aandelenmarkt, VBA Journaal, Vol. 20 (Winter 2004), pp (with W. Marquering). Over de Performance van Beleggingsfondsen, Medium Econometrische Toepassingen, Vol. 9 (3), pp. 6-10, Onweerlegbaar Bewijs? Over het Belang en de Waarde van Empirisch Onderzoek voor Financierings- en Beleggingsvraagstukken, Oratie Erasmus Universiteit Rotterdam, 21 June Random Effects and Random Coefficients in Econometrics, in: T.A.B. Snijders et al., eds., Symposium Statistische Software 7, 9 November 1995, iec ProGAMMA, Groningen, pp , 1995 Financiële Instrumenten ter Reductie van het Mestoverschot in de Varkenshouderij (in dutch), Economisch Instituut Tilburg (with J.P. Elhorst, J.R. Magnus en G.J. Thijssen), 1990 Selective Nonresponse in Panel Data, Tinbergen Institute Research Bulletin, Vol. 1, pp , 1989 the Netherlands (2000) PhD SUPERVISION 7
8 [20] Teodor Dyakov, 2013, planned. [19] Simon Lansdorp, 2012, On Risks and Opportunities in Financial Markets (Erasmus University Rotterdam) [18] Melissa Porras Prado, 2012, The Long and Short Side of Real Estate, Real Estate Stocks, and Equity (Erasmus University Rotterdam) [17] Yu Wang, 2011, Information Content of Mutual Fund Portfolio Disclosure (Erasmus University Rotterdam) [16] Ying Xu, 2010, Empirical Essays on the Stock Returns, Risk Management, and Liquidity Creation of Banks (Erasmus University Rotterdam) [15] Xiaohong Huang, 2010, An Analysis of Occupational Pension Provision: From Evaluation to Redesign (Erasmus University Rotterdam) [14] Diana Budiono, 2010, The Analysis of Mutual Fund Performance: Evidence from U.S. Equity Mutual Funds (Erasmus University Rotterdam) [13] Patrick Verwijmeren, 2008, Empirical Essays on Debt, Equity, and Convertible Securities (Erasmus University Rotterdam) [12] Gerben de Zwart, 2008, Empirical Studies on Financial Markets: Private Equity, Corporate Bonds and Emerging Markets (Erasmus University Rotterdam) [11] Ronald Doeswijk, 2008, Ape or Art Investment Strategies (Erasmus University Rotterdam) [10] Francisco Ravazzolo, 2007, Forecasting Financial Time Series using Model Averaging (Erasmus University Rotterdam) [9] Joop Huij, 2007, New Insights into Mutual Funds: Performance and Family Strategies (Erasmus University Rotterdam) [8] Guillermo Baquero, 2006, On Hedge Fund Performance, Capital Flows and Investor Psychology (Erasmus University Rotterdam) [7] Erik Kole, 2006, On Crises, Crashes and Comovements (Erasmus University Rotterdam) [6] Rembert De Blander, 2006, Essays on Endogeneity and Parameter Heterogeneity in Cross-Section and Panel Data (KU Leuven) [5] Wim Koevoets, 2004, Essays on Unions, Wages and Employment (KU Leuven) [4] Peter de Goeij, 2003, Modeling Time-Varying Volatility and Interest Rates (KU Leuven) [3] Laurens Swinkels, 2003, Empirical Analysis of Investment Strategies for Institutional Investors (Tilburg University) [2] Wessel Marquering, 2001, Modeling and Forecasting Stock Market Returns and Volatility (KU Leuven) [1] Jenke ter Horst, 1998, Longitudinal Analysis of Mutual Fund Performance (Tilburg University) 8
Rotterdam School of Management Erasmus University. 20 March, 2009
3 rd ONE-DAY CONFERENCE ON PROFESSIONAL ASSET MANAGEMENT Rotterdam School of Management Erasmus University 20 March, 2009 Venue: Erasmus University Rotterdam, Burg. Oudlaan 50, 3062 PA Rotterdam, The Netherlands
More informationProf. Dr. Rezaul KABIR
Prof. Dr. Rezaul KABIR Professor of Department of Finance and Accounting, School of Management and Governance University of Twente, P. O. Box 217, 7500 AE Enschede, The Netherlands. Tel. +31 53 489 3510,
More informationR. Burt Porter Curriculum Vitae (February 2010)
R. Burt Porter Curriculum Vitae (February 2010) Iowa State University College of Business Department of Finance 2330 Gerdin Business Building Ames, IA 50011-1350 Tel: (515) 294-2612 E-Mail: rbporter@iastate.edu
More informationRuben Cox. Rotterdam School of Management Phone: +31 (0) 10 408 1358. PhD in Finance Rotterdam School of Management 09/2009-09/2013
Ruben Cox Rotterdam School of Management Phone: +31 (0) 10 408 1358 Email: rcox@rsm.nl Department of Finance, room T8-23 Web: linkedin.com/in/rubencox Burgemeester Oudlaan 50, 3062 PA, Rotterdam Education
More informationACADEMIC EMPLOYMENT September 2002 present: Lecturer in Finance, London School of Economics
This version: July 2005 CONTACT INFORMATION Department of Accounting and Finance Office: A451 London School of Economics Phone: +44 (0) 20 7955 6948 Houghton Street Fax: +44 (0) 20 7955 7420 London WC2A
More informationShort CV. Personal information Maarten Lindeboom 7 March 1960 (Paramaribo, Surinam)
Short CV Personal information Name: Day of birth: Nationality: Address (home): Address (work): Maarten Lindeboom 7 March 1960 (Paramaribo, Surinam) Dutch Keucheniuslaan 6, 1181 XX Amstelveen, The Netherlands
More informationOTHER PROFESSIONAL EXPERIENCE IN TEACHING AND RESEARCH Associate Editor of Journal of Business and Policy Research
Prof. Dr. Edward W. Sun Professeur Senior en Finance KEDGE Business School France 680 cours de la Liberation, 33405 Talence Cedex, France PROFESSIONAL +33 (0)556 842 277 edward.sun@kedgebs.com EDUCATION
More informationTHIRD ERASMUS LIQUIDITY CONFERENCE
Rotterdam School of Management / Econometric Institute Erasmus University Organizers Dion Bongaerts Dick van Dijk Mathijs A. van Dijk (chair) Marno Verbeek Venue Erasmus University, Woudestein Campus,
More informationFIRST ERASMUS LIQUIDITY CONFERENCE
FIRST ERASMUS LIQUIDITY CONFERENCE Rotterdam School of Management / Econometric Institute Erasmus University Organizers Dick van Dijk Mathijs A. van Dijk Marno Verbeek Venue Erasmus University, Woudestein
More informationCurriculum Vitae. November 2014. Program Director, MSc Program in Economics, VU University Amsterdam, 2008
STEFAN HOCHGUERTEL Curriculum Vitae November 2014 Address Department of Economics phone: +31 20 59 86 033 VU University Amsterdam fax: +31 20 59 89 870 De Boelelaan 1105 e mail: s.hochguertel@vu.nl 1081
More informationWillem F.C. Verschoor
Willem F.C. Verschoor VU University Faculty of Economics and Business Administration De Boelelaan 1105 1081 HV, Amsterdam The Netherlands Phone: +31 20 598 7395 E-mail: w.f.c.verschoor@vu.nl W: www.feweb.vu.nl
More informationJENNIFER N. CARPENTER
JENNIFER N. CARPENTER New York University (212) 998-0352 Stern School of Business fax: (212) 995-4233 44 West Fourth Street, Suite 9-190 carpenter@stern.nyu.edu New York, NY 10012 www.stern.nyu.edu/~jcarpen0
More informationFEDERICO NARDARI. Web Page: http://www.public.asu.edu/~fnardari Office Phone: (480) 965-7961
FEDERICO NARDARI Arizona State University 1426 W. Key Largo Ct. W.P. Carey School of Business Gilbert, AZ 85233 PO Box 873906 email: fnardari@asu.edu Tempe, AZ 85287 Web Page: http://www.public.asu.edu/~fnardari
More informationJohn W Muteba Mwamba s CV
John W Muteba Mwamba s CV Emails: johnmu@uj.ac.za moi175@hotmail.com arg@analyticsresearch.net Location: Johannesburg, South Africa Personal Website: www.analyticsresearch.net Education University of Johannesburg
More informationDuisenberg Honours Programme Quantitative Risk Management
Excel tests Dr. Siegmann Duisenberg Honours Programme Quantitative Risk Management Period 1 Sep/Oct Period 2 (Nov/Dec) Period 3 (Jan) Period 4 (Feb/Mar) Period 5 (Apr/May) Core Courses Asset Pricing Dr.
More informationJohn W Muteba Mwamba s CV
John W Muteba Mwamba s CV Emails: johnmu@uj.ac.za moi175@hotmail.com arg@analyticsresearch.net Location: Johannesburg, South Africa Personal Website: www.analyticsresearch.net Education University of Johannesburg
More informationCurriculum vitae: Martijn G. de Jong
Curriculum vitae: Martijn G. de Jong Erasmus School of Economics, Erasmus University Department of Business Economics - Section Marketing Burgemeester Oudlaan 50, Room H15-08 3062 PA Rotterdam The Netherlands
More informationGERGANA JOSTOVA, Ph.D., CFA
GERGANA JOSTOVA, Ph.D., CFA Address: Department of Finance, George Washington University Cell: (202) 468-4098 Funger Hall 509, 2201 G Street NW, Washington, DC 20052 Office: (202) 994-7478 Web page: http://home.gwu.edu/~jostova
More informationL A U R E N S S W I N K E L S
U P D A T E D A U G U S T 2014 E - M A I L : L A U R E N S. S W I N K E L S @ P L A N E T. N L L A U R E N S S W I N K E L S ACADEMIC PROFESSIONAL EXPERIENCE 10/2005 now Erasmus University Rotterdam Rotterdam
More informationCurriculum Vitae ROBERT F. STAMBAUGH. Ph.D., University of Chicago, 1981, finance and econometrics.
Curriculum Vitae ROBERT F. STAMBAUGH Finance Department The Wharton School University of Pennsylvania Philadelphia, PA 19104-6367 (215) 898-5734 (voice) (215) 898-6200 (fax) stambaugh@wharton.upenn.edu
More informationAsymmetric Correlations and Tail Dependence in Financial Asset Returns (Asymmetrische Korrelationen und Tail-Dependence in Finanzmarktrenditen)
Topic 1: Asymmetric Correlations and Tail Dependence in Financial Asset Returns (Asymmetrische Korrelationen und Tail-Dependence in Finanzmarktrenditen) Besides fat tails and time-dependent volatility,
More informationCurriculum Vitae Richard A. L. Carter
Curriculum Vitae Richard A. L. Carter January 25, 2011 Personal Office Addresses: Department of Economics University of Western Ontario London, Ontario N6A 5C2 Department of Economics University of Calgary
More informationHailong Qian. Department of Economics John Cook School of Business Saint Louis University 3674 Lindell Blvd, St. Louis, MO 63108, USA qianh@slu.
Hailong Qian Department of Economics John Cook School of Business Saint Louis University 3674 Lindell Blvd, St. Louis, MO 63108, USA qianh@slu.edu FIELDS OF INTEREST Theoretical and Applied Econometrics,
More informationPROFESSIONAL EXPERIENCE: Associate Professor of Management, Graduate School of Management, University of California, Davis, CA. July 2008 present.
JOSEPH S CHEN Phone: (530) 752-7155 Graduate School of Management Fax: (530) 752-2924 University of California, Davis One Shields Avenue, 3216 Gallagher Hall e-mail: chenjs@ucdavis.edu Davis, CA 95616
More informationCurriculum Vitae. Han Hong
Curriculum Vitae Han Hong Address Landau Economics Building Fax: (650) 725-5702 579 Serra Mall Web: www.stanford.edu/ doubleh Stanford, CA 94305-6072 Academic positions Stanford University, Department
More informationProfessor Dr W.F.J.Buijink Education: Positions held: Selected service positions held:
Professor Dr W.F.J.Buijink Department of Accountancy Tilburg School of Economics and Management (TiSEM) Universiteit Tilburg (UvT) PO Box 90153 5000 LE Tilburg The Netherlands Education: 1992 Doctorate,
More informationAsset Pricing: Mutual Funds, Information Asymmetry, Business Cycle, International Finance, Macroeconomics, Production Economy, Numerical Methods
Oleg Shibanov New Economic School Contact Information Mailing Address: New Economic School, Suite 720, Nakhimovskii Prospekt 47, 117418, Moscow, Russia Website: www.olegshibanov.com E-mail: oshibanov@nes.ru
More informationPhD University of Massachusetts, Amherst, MA (USA) May 1995. AB Dartmouth College, Hanover, NH (USA) June 1981
Richard Baird Spurgin Associate Professor of Finance Clark University Graduate School of Management 950 Main Street, Worcester, MA 01610 Tel: (508)793-7596 Fax: (508)793-8822 Email: rspurgin@clarku.edu
More informationNew tendencies in the European Pension Fund systems
New tendencies in the European Pension Fund systems Portfolio optimization through low volatility stocks Laurens Swinkels, PhD Robeco Quantitative Strategies Erasmus University Rotterdam Robeco Employees
More informationFaculty of Finance phone: 024-7652-4542 Warwick Business School. Current position Professor of Finance, Warwick Business School (since September 2004)
GORDON GEMMILL Faculty of Finance phone: 024-7652-4542 Warwick Business School University of Warwick email: gordon.gemmill@wbs.ac.uk Coventry CV4 7AL Current position Professor of Finance, Warwick Business
More informationHow To Understand And Understand Finance
Ill. i,t.,. QUANTITATIVE FINANCIAL ECONOMICS STOCKS, BONDS AND FOREIGN EXCHANGE Second Edition KEITH CUTHBERTSON AND DIRK NITZSCHE HOCHSCHULE John Wiley 8k Sons, Ltd CONTENTS Preface Acknowledgements 2.1
More informationDEPARTMENT OF BANKING AND FINANCE
202 COLLEGE OF BUSINESS DEPARTMENT OF BANKING AND FINANCE Degrees Offered: B.B., E.M.B.A., M.B., Ph.D. Chair: Chiu, Chien-liang ( 邱 建 良 ) The Department The Department of Banking and Finance was established
More informationGeert Dhaene. March 2015. Contact. KU Leuven Department of Economics Naamsestraat 69 B-3000 Leuven Belgium
Geert Dhaene March 2015 Contact KU Leuven Department of Economics Naamsestraat 69 B-3000 Leuven Belgium Phone: +32 (0)16 326 798 Fax: +32 (0)16 326 796 Email: geert.dhaene@kuleuven.be Homepage: http://feb.kuleuven.be/geert.dhaene/public
More informationPhilipp Karl ILLEDITSCH Updated: July 28, 2015
Department of Finance Phone: 215.898.3477 The Wharton School Fax: 215.898.6200 University of Pennsylvania Email: pille@wharton.upenn.edu 3620 Locust Walk, 2426 SH-DH Web: www.wharton.upenn.edu/faculty/illeditsch.html
More informationStrategic Risk Management and Risk Monitoring for Pension Funds
Strategic Risk Management and Risk Monitoring for Pension Funds by: Bert Kramer, Sacha van Hoogdalem and Guus Boender The worldwide credit crisis has also led to financial problems for pension funds. In
More informationCURRICULUM VITA: February 2006. Steven Grenadier
CURRICULUM VITA: February 2006 Steven Grenadier Graduate School of Business Stanford University Stanford, CA 94305 Tel: (650) 725-0706 Fax: (650) 725-6152 CURRENT POSITIONS William F. Sharpe Professor
More informationLaurent E. Calvet November 2014 Curriculum Vitae
Laurent E. Calvet November 2014 Curriculum Vitae Department of Finance HEC Paris 1, rue de la Libération 78350 Jouy en Josas France Email : calvet@hec.fr Webpage : www.hec.fr/calvet PERSONAL INFORMATION
More informationCorporate Finance and Econometric Analysis
Version: April 20 th, 2006 Master / PhD in Finance Frankfurt University EMPIRICAL CORPORATE FINANCE Academic year: 2005-2006 Professor: Steven Ongena Tilburg University Office: B 925 Tel: 013-466 8367
More informationHow To Teach Econometrics
Curriculum vitae Marius Ooms, February 2008 Education: Dr. Marius Ooms Department of Econometrics VU University Amsterdam De Boelelaan 1105, 1081 HV Amsterdam The Netherlands Phone (+31)205986023 Email:
More informationRita Laura D Ecclesia : Curriculum Vitae
Nationality Italian Date of birth September 30 1960 Gender female Work experience Rita Laura D Ecclesia : Curriculum Vitae Dates Position held Main activities and responsibilities 2001 present Professor
More informationDiploma of Thesis supervisor (HDR), University of Tunis, High Business Institute of Management.
Zied Ftiti Professor of Quantitative Methods and Finance EDC Paris Business School, OCRE-Lab. Zied.Ftiti@edcparis.edu Degrees Diploma of Thesis supervisor (HDR), University of Tunis, High Business Institute
More informationCV of Dr. Joachim Schnurbus
CV of Dr. Joachim Schnurbus June 21, 2016 1 Personal and contact Born on July 30, 1979 in Selb, Germany Email: joachim.schnurbus@uni-passau.de Fon: +49 851 509 2563 Fax: +49 851 509 2562 2 Education Aug.
More informationBart Dierynck. Contact Information. Faculty and Professional Experience. Education
Contact Information Bart Dierynck Tilburg University Tilburg School of Economics and Management (TiSEM) Department of Accounting Warandelaan 2 P.O. Box 90153 5000 LE Tilburg The Netherlands Tel: 0031 13
More informationPHD PROGRAM IN FINANCE COURSE PROGRAMME AND COURSE CONTENTS
PHD PROGRAM IN FINANCE COURSE PROGRAMME AND COURSE CONTENTS I. Semester II. Semester FINC 601 Corporate Finance 8 FINC 602 Asset Pricing 8 FINC 603 Quantitative Methods in Finance 8 FINC 670 Seminar 4
More informationOleg Shibanov New Economic School. Contact Information. Research Interests. Education. Employment. This version: 11.02.2015
This version: 11.02.2015 Oleg Shibanov New Economic School Contact Information Mailing Address: New Economic School, Suite 2.14, 100A Novaya Street, Skolkovo, Moscow, Russia, 143026 Website: www.olegshibanov.com
More informationVITA: Maarten J. Gijsenberg
VITA: Maarten J. Gijsenberg Contacts Address Rijksuniversiteit Groningen Faculty of Economics and Business Department of Marketing Nettelbosje 2 9747 AE Groningen The Netherlands Telephone +31 50 363 8249
More informationPROFESSIONAL EXPERIENCE EDUCATION PUBLICATIONS. Curriculum Vitae. Stockholm School of Economics Email: Michael.Halling@hhs.se Department of Finance
Curriculum Vitae MICHAEL HALLING Stockholm School of Economics Email: Michael.Halling@hhs.se Department of Finance Homepage: http://houseoffinance.se/halling-michael/ Box 6501 Phone: +46-8-7369297 Stockholm,
More informationStellenbosch University Master s Course Financial Econometrics 2015 Course Outline
Stellenbosch University Master s Course Financial Econometrics 2015 Course Outline Lecturer: Nico Katzke nfkatzke@gmail.com 1 Introduction The aim of this course is to introduce students to quantitative
More informationThe Master of Science in Finance (English Program) - MSF. Department of Banking and Finance. Chulalongkorn Business School. Chulalongkorn University
The Master of Science in Finance (English Program) - MSF Department of Banking and Finance Chulalongkorn Business School Chulalongkorn University Overview of Program Structure Full Time Program: 1 Year
More informationRichard Rosen. Economic Research Department Federal Reserve Bank of Chicago (312) 322-6368 230 S. La Salle Street FAX: (312) 294-6262
Richard Rosen Economic Research Department Federal Reserve Bank of Chicago (312) 322-6368 230 S. La Salle Street FAX: (312) 294-6262 Chicago, IL 60604-1413 Email: rrosen@frbchi.org Employment history:
More informationCAPITAL STRUCTURE AND DEBT MATURITY CHOICES FOR SOUTH AFRICAN FIRMS: EVIDENCE FROM A HIGHLY VARIABLE ECONOMIC ENVIRONMENT
CAPITAL STRUCTURE AND DEBT MATURITY CHOICES FOR SOUTH AFRICAN FIRMS: EVIDENCE FROM A HIGHLY VARIABLE ECONOMIC ENVIRONMENT Pierre Erasmus Stellenbosch University Department of Business Management Faculty
More informationPhD Econometrics (2006) Curious Contracts. Pension Fund Redesign for the Future.
Curriculum Vitae Theo Kocken Date of birth: 24 March 1964 Place of birth: Eindhoven, The Netherlands Academic career: Bachelor Business Administration (1990) Bachelor thesis: Game-theoretic approach for
More informationDiscussion of A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money by Guillermo Baquero and Marno Verbeek. By Chester S.
Discussion of A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money by Guillermo Baquero and Marno Verbeek By Chester S. Spatt* Federal Reserve Bank of Atlanta Conference, Sea Island,
More informationMathijs A. van Dijk Curriculum Vitae, August 2012
Mathijs A. van Dijk Curriculum Vitae, August 2012 Rotterdam School of Management Phone: +31 10 40 81124 Erasmus University Fax: +31 10 40 89017 P.O. Box 1738 E-mail: madijk@rsm.nl 3000 DR Rotterdam Web:
More informationRESUME Stanley J. Kon
RESUME Stanley J. Kon Smith Breeden Associates, Inc. 104 Lynwood Place 280 South Mangum Street, Suite 301 Chapel Hill, NC 27517 Durham, NC 27701 Telephone: 919-932-3362 Telephone 919-967-7221 Cell phone:
More informationContents. List of Figures. List of Tables. List of Examples. Preface to Volume IV
Contents List of Figures List of Tables List of Examples Foreword Preface to Volume IV xiii xvi xxi xxv xxix IV.1 Value at Risk and Other Risk Metrics 1 IV.1.1 Introduction 1 IV.1.2 An Overview of Market
More informationCURRICULUM VITAE RANDOLPH LUCA BRUNO. randolph.bruno@unibo.it Via dei Contarini 5, TITLE DEGREES & QUALIFICATIONS
CURRICULUM VITAE RANDOLPH LUCA BRUNO Contact Details Address for Correspondence randolph.bruno@unibo.it Via dei Contarini 5, Homepage: 20133 Milan (Italy) https://mail.sssup.it/ brunor/ http://www.dse.unibo.it/dse/
More informationSmart ESG Integration: Factoring in Sustainability
Smart ESG Integration: Factoring in Sustainability Abstract Smart ESG integration is an advanced ESG integration method developed by RobecoSAM s Quantitative Research team. In a first step, an improved
More informationCurriculum Vitae. Professor Rezaul KABIR Chair Corporate Finance and Risk Management Head Department of Finance and Accounting
1 Curriculum Vitae Professor Rezaul KABIR Chair and Risk Management Head Department of Finance and Accounting Faculty of Behavioural, Management and Social Sciences University of Twente P.O. Box 217 7500
More informationPascale Simons - Curriculum Vitae
Pascale Simons - Curriculum Vitae Personal details Name Pascale Anna Maria Simons Title MSc Address Henri Dunantstraat 131 3620 Lanaken Belgium Phone nr: ++31-6-15015071 E-mail: pascale.simons@uhasselt.be
More informationWhy do corporates use business securitisation?
Why do corporates use business securitisation? Dennis Vink Vink, Dennis, D. Benima, G. Mertens, R.J. Wollerich. "Why do corporates use business securitization?" Tijdschrift voor Corporate Finance 4 (2002):
More informationTIE SU, Ph.D. EDUCATION Ph.D. in finance, University of Missouri-Columbia, 1991-1995 Major: finance; Minor: econometrics and microeconomics
TIE SU, Ph.D. ADDRESS Department of Finance, University of Miami P.O. Box 248094, Coral Gables, FL 33124-6552, USA Phone: (305) 284-1885 Fax: (305) 284-4800 Email: tie@miami.edu Webpage: moya.bus.miami.edu/~tsu
More informationVictor S. Maas. Full professor of Accounting Amsterdam Business School University of Amsterdam. Research fellow Tinbergen Institute
Victor S. Maas Amsterdam Business School Plantage Muidergracht 12, Office M1.19 1018 TV Amsterdam, Netherlands Office phone: +31205257651 Mobile phone: +31653804185 E-mail: vmaas@uva.nl Web: http://uva.nl/profiel/v.s.maas
More informationHow To Understand The Stock Market
Chris Stivers Professor of Finance Phone: (502) 852-4829 Department of Finance E-mail: chris.stivers@louisville.edu College of Business Fax: (502) 852-6072 University of Louisville Louisville, KY 40292
More informationNATHAN MAUCK Curriculum Vitae University of Missouri Kansas City Phone: (816) 235-6113; E-mail: mauckna@umkc.edu
NATHAN MAUCK Curriculum Vitae University of Missouri Kansas City Phone: (816) 235-6113; E-mail: mauckna@umkc.edu EDUCATION Florida State University Ph.D. Finance 2011 Kansas State University B.S. Finance
More informationAnna Pavlova September 2013
September 2013 London Business School Regents Park London NW1 4SA, UK Tel: +44 (0)20 7000 8218 Email: apavlova@london.edu Education Ph.D. Economics, University of Pennsylvania, Philadelphia, PA. May 2000.
More informationFIFTH ERASMUS LIQUIDITY CONFERENCE
Rotterdam School of Management / Erasmus University Organizers Dion Bongaerts Dick van Dijk Mathijs van Dijk (chair) Marno Verbeek Venue Erasmus University, Woudestein Campus, T-Building (Burg. Oudlaan
More informationVITA: Maarten J. Gijsenberg
VITA: Maarten J. Gijsenberg Contacts Address Rijksuniversiteit Groningen Faculty of Economics and Business Department of Marketing Nettelbosje 2 9747 AE Groningen The Netherlands Telephone +31 50 363 8249
More informationAssistant Professor of Finance Syracuse University, Martin J. Whitman School of Management
Anna S. Chernobai Department of Finance Phone: (315) 443 3357 M.J. Whitman School of Management Fax: (315) 442 1461 721 University Ave., Syracuse University E-mail: annac@syr.edu Syracuse, NY 13244-2450
More informationCurriculum Vitae. Christian BONTEMPS. October 2014
Curriculum Vitae Christian BONTEMPS October 2014 Contact: Toulouse School of Economics 21 allee de Brienne 31000 Toulouse, FRANCE Phone: 33 5 61 12 85 95 Email: christian.bontemps@tse-fr.eu Current Position:
More informationTIE SU, Ph.D. EDUCATION Ph.D. in finance, University of Missouri-Columbia, 1991-1995 Major: finance; Minor: econometrics and microeconomics
TIE SU, Ph.D. ADDRESS Department of Finance, University of Miami P.O. Box 248094, Coral Gables, FL 33124-6552, USA Phone: (305) 284-1885 Fax: (305) 284-4800 Email: tie@miami.edu Webpage: moya.bus.miami.edu/~tsu
More informationDARREN J. KISGEN. Associate Professor of Finance (with tenure) Boston College, Chestnut Hill, MA
January 2015 DARREN J. KISGEN Department of Finance Carroll School of Management Boston College Chestnut Hill, MA 02467 326A Fulton Hall kisgen@bc.edu Experience Associate Professor of Finance (with tenure)
More informationActive Investment Decisions of Members in the Chilean DC Pension System: Performance and Learning over Time. Marno Verbeek
Active Investment Decisions of Members in the Chilean DC Pension System: Performance and Learning over Time discussion by Marno Verbeek Erasmus University Rotterdam and Netspar www.rsm.nl/mverbeek mverbeek@rsm.nl
More informationCurriculum Vitae October 2010
Curriculum Vitae October 2010 Personal details Name: Theo Offerman Address: Carolina MacGillavrylaan12 1098 XA Amsterdam Netherlands Telephone: 0031-20-5254294 Date of birth: 13-09-1967 Place of birth:
More informationThe Wharton School of the University of Pennsylvania, Philadelphia, PA, U.S.A. Ph.D. in Finance, 2000.
Doron E. Avramov, Ph.D. Sanger Family Chair in Banking Risk Management Professor of Finance Finance Department, The Hebrew University of Jerusalem Jerusalem, Israel, Tel: (02) 588-3218 Email: doron.avramov@huji.ac.il
More informationVOLATILITY FORECASTING FOR MUTUAL FUND PORTFOLIOS. Samuel Kyle Jones 1 Stephen F. Austin State University, USA E-mail: sjones@sfasu.
VOLATILITY FORECASTING FOR MUTUAL FUND PORTFOLIOS 1 Stephen F. Austin State University, USA E-mail: sjones@sfasu.edu ABSTRACT The return volatility of portfolios of mutual funds having similar investment
More informationCLAUDIO ROSSETTI Curriculum Vitæ. Place of birth: Rome, Italy. Date of birth: April 12, 1978. E-mail: claudio.rossetti.eu@gmail.
September 2012 CLAUDIO ROSSETTI Curriculum Vitæ PERSONAL INFORMATION Place of birth: Rome, Italy. Date of birth: April 12, 1978. E-mail: claudio.rossetti.eu@gmail.com EDUCATION 2008 University of Rome
More informationMASTER IN ECONOMICS AND FINANCE
MASTER IN ECONOMICS AND FINANCE The document presents the structure of the master program (and the professors in charge of each course) in 2014 2015. Courses, workshops, etc. are ordered primarily by the
More informationESSAYS ON MONTE CARLO METHODS FOR STATE SPACE MODELS
VRIJE UNIVERSITEIT ESSAYS ON MONTE CARLO METHODS FOR STATE SPACE MODELS ACADEMISCH PROEFSCHRIFT ter verkrijging van de graad Doctor aan de Vrije Universiteit Amsterdam, op gezag van de rector magnificus
More informationKerry Back. July 2015
Kerry Back July 2015 Contact Information Jones Graduate School of Business P.O. Box 2932 Houston, TX 77252 2932 kerry.e.back@rice.edu www.kerryback.net Education University of Kentucky, Ph.D., Economics,
More informationFU, FANGJIAN. Singapore Management University Lee Kong Chian School of Business 50 Stamford Road Singapore 178899
FU, FANGJIAN Singapore Management University Lee Kong Chian School of Business 50 Stamford Road Singapore 178899 Tel: (+65) 6828-0244 Email: fjfu@smu.edu.sg Web: http://www.mysmu.edu/faculty/fjfu/ EMPLOYMENT
More informationBACHELOR OF SCIENCE WITH A MAJOR IN FINANCE
BACHELOR OF SCIENCE WITH A MAJOR IN FINANCE Emphasizing a finance-focused education, the Bachelor of Science with a Major in Finance degree program directly targets the financial industry including commercial
More information- CURRICULUM VITAE - Abe de Jong
- CURRICULUM VITAE - Abe de Jong OFFICE: Rotterdam School of Management, Erasmus University Department of Finance Room T9-53 Burgemeester Oudlaan 50 P.O. Box 1738 3000 DR ROTTERDAM The Netherlands phone:
More informationBA, Athens University of Economics & Business, 1981-1985. Professor, Department of Economics, Athens University of Economics & Business, 2006 present
ELIAS TZAVALIS Education: BA, Athens University of Economics & Business, 1981-1985 MA, Athens University of Economics & Business, 1985-1987 PhD, London Business School, 1989-1993 Positions: Professor,
More informationAntoni Ferri Vidal. Curriculum Vitae. Skills. Relevant Work Experience. Computer skills. Technical skills. Soft skills. Specific Tasks: Basic
Antoni Ferri Vidal Curriculum Vitae Skills Basic Project orientation Integration Pragmatism Computer skills Visual Basic Application, User programing level Microsoft Office, L A TEX, R-project, ERMs, IBNRs
More information1980-1985 MSc in Economics, Erasmus University Rotterdam. 2006 - Now Senior researcher at RSM Erasmus University, Department of Finance
PERSONAL INFO Peter Neuteboom Litho 13 2907 DJ Capelle a/d IJssel The Netherlands +31 (0)10-450 78 42 Dutch nationality Born on October 9th, 1960; Zoetermeer, the Netherlands PRESENT OCCUPATION(S) RSM,
More informationYuri Tserlukevich Mar 2013
Yuri Tserlukevich Mar 2013 Department of Finance, BAC 567 W.P. Carey School of Business, ASU Tempe, AZ, 85287-3906 yura@asu.edu Office: (480)-965-7281 Education Ph.D., Finance University of California
More informationAcademic Employment. Education. Research. Published Papers
April 2014 Harjoat S. Bhamra Imperial College Business School Exhibition Rd, South Kensington, London, UK, SW7 2AZ Tel: 44-7427-434-767; Email: h.bhamra@imperial.ac.uk Academic Employment 2013- Associate
More informationDemosthenes N. Tambakis
Demosthenes N. Tambakis Curriculum Vitae August 2015 Fellow in Economics & Finance and Director of Studies in Economics Pembroke College, Cambridge Address Pembroke College Tel: +44 (0) 1223 766398, 335275
More informationSecuritisatie: een vergelijkende empirische analyse tussen hoofdcategorieën ABS, MBS en CDO
Securitisatie: een vergelijkende empirische analyse tussen hoofdcategorieën ABS, MBS en CDO Dennis Vink Vink, Dennis, A.E. Thibeault. "Securitisatie: een vergelijkende empirische analyse tussen hoofdcategorieën
More information2003 Today: Hellenic Open University, Athens, Greece, Financial Management
SPYROS I. SPYROU CURRICULUM VITAE Athens University of Economics & Business (AUEB) tel : 210-8203169, Department of Accounting & Finance email : sspyrou@aueb.gr Patision 76, 10434, Athens, Greece EDUCATION
More informationORSA and Economic Modeling Choices. Bert Kramer, André van Vliet, Wendy Montulet
ORSA and Economic Modeling Choices Bert Kramer, André van Vliet, Wendy Montulet OFRC Applied Paper No. 2011-04 May 2011 OFRC WORKING PAPER SERIES ORSA and Economic Modeling Choices Bert Kramer, André van
More informationTotal Credits: 32 credits are required for master s program graduates and 53 credits for undergraduate program.
Middle East Technical University Graduate School of Social Sciences Doctor of Philosophy in Business Administration In the Field of Quantitative Methods Aim of the PhD Program: Quantitative Methods is
More information1985: Visiting scholar, University of Virginia, Department of Economics, 1986: Visiting research fellow, Glasgow University, Department of Economics.
CURRICULUM VITAE: Professor. MAURO GALLEGATI BORN: Macerata, Italy, March 8, 1958 CURRENT POSITION: Full Professor, Facolt di Giurisprudenza, Universit di Teramo, Italy, 1995-. PREVIOUS POSITIONS: 1988-1992:
More informationHow To Understand The Financial System
MARIE HOEROVA www.mariehoerova.net October 2015 Office Contact European Central Bank Phone: +49 69 1344 8710 Financial Research Division Fax: +49 69 1344 8552 Sonnemannstrasse 20 Cell: +49 16 2371 2077
More informationSchool of Accounting and Finance Office: (852) 34003458 The Hong Kong Polytechnic University Fax: (852) 23309845
Shaojun Zhang School of Accounting and Finance Office: (852) 34003458 The Hong Kong Polytechnic University Fax: (852) 23309845 Hung Hom, Kowloon, Hong Kong E-mail: afszhang@inet.polyu.edu.hk Academic Employment
More informationCurriculum Vitae Edwin van der Werf
Curriculum Vitae Edwin van der Werf Personal information Name: Eduard Hubertus (Edwin) VAN DER WERF Date of birth: July 10, 1975 Citizenship: Dutch Address: Wageningen University Environmental Economics
More informationCHANG-JIN KIM January, 2014
CHANG-JIN KIM January, 2014 Address: Department of Economics, University of Washington, Seattle, WA 98195 changjin@u.washington.edu 206-543-5795 (Phone) 206-685-7477 (Fax) Degrees: 1983 Korea University,
More informationCURRICULUM VITAE - YVONNE ADEMA
CURRICULUM VITAE - YVONNE ADEMA CONTACT INFORMATION Department of Economics - Room H09-17 Erasmus School of Economics P.O. Box 1738 3000 DR Rotterdam The Netherlands Phone: +31 (0)10-408 1808 Fax: +31
More informationYexiao Xu. Major Fields of Interest Theoretical and Empirical Asset Pricing Investment and Portfolio Theory Econometrics
Yexiao Xu School of Management 1108 Spring View Lane The University of Texas at Dallas Plano, TX 75075 Richardson, TX 75083-0688 Tel: (972)883-6703 (972)423-3110 Fax: (972)883-6522 E-Mail: yexiaoxu@utdallas.edu
More information