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Personal profile

Research interests

Bas Werker is professor of Finance and Econometrics at Tilburg University. His research interests cover various fields in asset pricing and asymptotic statistics. He has published work in journals as the Annals of Statistics, the Journal of Econometrics, and the Journal of Finance and the Review of Financial Studies. In the past he has been affiliated to Université de Sciences Sociales in Toulouse and the Université Libre de Bruxelles (ECARES). He has taught courses in econometrics, investment analysis, and statistics at both the undergraduate and graduate level in various schools around the world. Moreover he supervises several Ph.D. students. He is a Fellow of the Society for Financial Econometrics and Netspar researcher coordinator. Bas Werker is also author of the Tilburg Finance Tool.


2001 - present

Professor of Econometrics and Finance, Tilburg University

2000 - 2001

Associate Professor of Econometrics and Finance, Tilburg University

1997 - 2000

Chargé de Cours Mathematical Statistics and Finance, Université Libre de Bruxelles

1996 - 1999

Assistent Professor of Econometrics, Tilburg University


Post-doc (TMR), Université des Sciences Sociales, Toulouse

1991 - 1995

Ph.D. Student, Tilburg University

1989 - 1991

Research Assistant Economics Institute, Tilburg University

Current courses

Click here for my courses.

PhD supervision



External positions

Member Committee Parameters (Ministerie SZW)

1 Feb 202229 Sep 2022

Member Working Group Financial Market scenarios (Ministerie SZW)

15 Sep 20211 Feb 2022

Member 'Committee Parameters' (Lid Commissie Parameters)

22 Jan 20191 Jun 2019

Chaiman D66 Brabant (D66)

7 Dec 201327 Nov 2019


  • Financial Mathematics
  • Financial Economics, Models
  • Financial Management
  • Finance
  • Statistical Methods
  • Stocks
  • Financial Markets
  • Options
  • Financial Econometrics
  • Econometrics


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