1993 …2022
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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.

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

(D66)

7 Dec 2013 → …

Keywords

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

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

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Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 1993 2018

Essays on functional coefficient models

Koo, C. 2018 Tilburg: CentER, Center for Economic Research. 196 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Coefficients
Estimator
Endogenous variables
Discontinuity
Test statistic

Essays on risk exchanges within a collective

Pazdera, J. 2018 Tilburg: CentER, Center for Economic Research. 114 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Exchange risk
Pareto
Bid/ask spread
Competitive equilibrium
Investors

Three essays on time-varying parameters and time series networks

Rothfelder, M. 2018 Tilburg: CentER, Center for Economic Research. 142 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Time-varying parameters
Node
Endogenous regressors
Unemployment rate
Stochastic processes

Efficient estimation of integrated volatility and related processes

Renault, E., Sarisoy, C. & Werker, B., Apr 2017, In : Econometric Theory. 33, 2, p. 439-478

Research output: Contribution to journalArticleScientificpeer-review

public opinion
efficiency
Efficient estimation
Integrated volatility
Nonparametric bounds

Essays on robust asset pricing

Horváth, F. 2017 Tilburg: CentER, Center for Economic Research. 134 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Asset pricing
Parameter uncertainty
Investors
Model uncertainty
Liquidity premium

Activities 1997 1997

  • 6 Invited talk

ASU '97

B.J.M. Werker (Speaker)
1 May 1997

Activity: Talk or presentation typesInvited talkScientific

Conference/Workshop on Non Parametric and Semiparametric Statistics

B.J.M. Werker (Speaker)
1 Nov 1997

Activity: Talk or presentation typesInvited talkScientific

Fifth Workshop on Financial Econometrics

B.J.M. Werker (Speaker)
1 Dec 1997

Activity: Talk or presentation typesInvited talkScientific

Adaptivity in Time Series

B.J.M. Werker (Speaker)
1 Feb 1997

Activity: Talk or presentation typesInvited talkScientific

Conference/Workshop: Quantitative Methods in Finance

B.J.M. Werker (Speaker)
1 Aug 1997

Activity: Talk or presentation typesInvited talkScientific

Projects 1998 2022

Behavioral biases and individual heterogeneity in pensions: Household Asset Liability Management

Goossens, J., Werker, B., Ponds, E., Knoef, M. & van den Goorbergh, R.

1/09/1831/08/22

Project: Research projectPersonal grants

The price of macroeconomic announcement news

Werker, B. & Sarisoy, C.

1/09/111/09/14

Project: Research projectPersonal grants

Risk-sharing with financial fairness

Pazdera, J., Schumacher, J. & Werker, B.

15/10/091/09/12

Project: Research projectDissertation research

Macroeconomic fundamentals and asset markets

Hu, J., Werker, B. & de Goeij, P.

1/09/0931/12/11

Project: Research projectDissertation research

Limiting experiment for jump-diffusion and panel data models

Becheri, I., Werker, B., Drost, F. & van den Akker, R.

1/09/0921/12/12

Project: Research projectDissertation research

Prizes / Recognition

Second Prize for financial papers

Bas Werker (Recipient), 1997

Prize: Prize (including medals and awards)

Second Prize for financial papers

Bas Werker (Recipient), 1997

Prize: Prize (including medals and awards)