Research output per year
Research output per year
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.
Career
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
1996
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 2022 → 29 Sep 2022
Member Working Group Financial Market scenarios (Ministerie SZW)
15 Sep 2021 → 1 Feb 2022
Member 'Committee Parameters' (Lid Commissie Parameters)
22 Jan 2019 → 1 Jun 2019
Chaiman D66 Brabant (D66)
7 Dec 2013 → 27 Nov 2019
Keywords
- Financial Mathematics
- Financial Economics, Models
- Financial Management
- Finance
- Statistical Methods
- Stocks
- Financial Markets
- Options
- Financial Econometrics
- Econometrics
Fingerprint
Dive into the research topics where Bas Werker is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Network
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Pareto optimal pension risk allocations
Muns, S. & Werker, B., Feb 2022, In: De Economist. 170, 1, p. 133-172Research output: Contribution to journal › Article › Scientific › peer-review
Open Access -
Semiparametric testing with highly persistent predictors
Werker, B. & Zhou, B., Apr 2022, In: Journal of Econometrics. 227, 2, p. 347-370Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile6 Downloads (Pure) -
The shadow costs of illiquidity
Jansen, K. & Werker, B., Nov 2022, In: Journal of Financial and Quantitative Analysis. 57, 7, p. 2693-2723Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile -
Het Gebruik van Data in de Pensioenmarkt
Translated title of the contribution :The use of Data in the pension market Research output: Book/Report › Report
Open AccessFile79 Downloads (Pure) -
Pension fund's illiquid assets allocation under liquidity and capital requirements
Broeders, D. W. G. A., Jansen, K. A. E. & Werker, B. J. M., Jan 2021, In: Journal of Pension Economics and Finance. 20, 1, p. 102-124Research output: Contribution to journal › Article › Scientific › peer-review
Open Access
Activities
- 6 Invited talk
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Fifth Workshop on Financial Econometrics
B.J.M. Werker (Speaker)
1 Dec 1997Activity: Talk or presentation types › Invited talk › Scientific
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Conference/Workshop on Non Parametric and Semiparametric Statistics
B.J.M. Werker (Speaker)
1 Nov 1997Activity: Talk or presentation types › Invited talk › Scientific
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Conference/Workshop: Quantitative Methods in Finance
B.J.M. Werker (Speaker)
1 Aug 1997Activity: Talk or presentation types › Invited talk › Scientific
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ASU '97
B.J.M. Werker (Speaker)
1 May 1997Activity: Talk or presentation types › Invited talk › Scientific
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Adaptive Estimation in Time Series
B.J.M. Werker (Speaker)
1 Feb 1997Activity: Talk or presentation types › Invited talk › Scientific
Projects
- 21 Finished
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Behavioral biases and individual heterogeneity in pensions: Household Asset Liability Management
Goossens, J., Werker, B., Ponds, E., Knoef, M. & van den Goorbergh, R. W. J.
1/09/18 → 31/08/22
Project: Research project
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The price of macroeconomic announcement news
Werker, B. & Sarisoy, C.
1/09/11 → 1/09/14
Project: Research project
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Risk-sharing with financial fairness
Pazdera, J., Schumacher, J. M. & Werker, B.
15/10/09 → 1/09/12
Project: Research project
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Limiting experiment for jump-diffusion and panel data models
Becheri, I. G., Werker, B., Drost, F. C. & van den Akker, R.
1/09/09 → 21/12/12
Project: Research project
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Macroeconomic fundamentals and asset markets
Hu, J., Werker, B. & de Goeij, P.
1/09/09 → 31/12/11
Project: Research project