Department of Econometrics and OR
I am the co-organizer of the QFAS Workshop (Quantitative Finance and Actuarial Science) at Tilburg University (with Anne Balter and Nikolaus Schweizer).
I am looking for PhD students. Feel free to reach out and send me your CV if you are interested in working with me.
My current research focuses on various aspects of asset pricing, climate finance, and environmental economics. I am keen on analyzing how climate change affects financial markets and the real economy. I am particularily interested in how carbon taxation triggers the transition towards a low-carbon economy and how it changes the investment behavior of market participants towards more sustainable investment opportunities such as ESG funds. Thus, my research is closely related to sustainable finance and consumption-portfolio choice. I also study dynamic asset allocation and optimal insurance demand of private households in the presence of adversity (e.g., biometric risk, climate risk, transaction costs, surging energy prices, …), where I exploit techniques from actuarial science. Besides, I enjoy developing innovative solution methods for (some of) these problems basing on duality approaches or machine learning.
phone: +31 134668908
office: K 513