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
Treasurer (Society for Financial Econometrics (SoFiE))
17 Jun 2024 → 22 Jun 2026
Member Committee Parameters (Ministerie SZW)
1 Feb 2022 → 29 Sept 2022
Member Working Group Financial Market scenarios (Ministerie SZW)
15 Sept 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
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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SDG 1 No Poverty -
SDG 8 Decent Work and Economic Growth -
SDG 10 Reduced Inequalities
Fingerprint
- 1 Similar Profiles
Collaborations and top research areas from the last five years
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Implementatie solidaire premieregeling: “Zeg wat je doet” óf “doe wat je zegt”
Translated title of the contribution :Implementation of new Dutch pension contract Research output: Contribution to journal › Article › Professional
Open AccessFile166 Downloads (Pure) -
Local Asymptotic Normality for Multi-Armed Bandits
van den Akker, R., Werker, B. J. M. & Zhou, B., 13 Dec 2025, Ithaca: Cornell University Library, (ArXiv; vol. 2512.12192).Research output: Working paper › Other research output
Open AccessFile3 Downloads (Pure) -
Valid Post-Contextual Bandit Inference
van den Akker, R., Werker, B. J. M. & Zhou, B., 20 May 2025, arXiv.Research output: Working paper › Other research output
File1 Downloads (Pure) -
When do Random Forests Work?
Revelas, C., Boldea, O. & Werker, B. J. M., 17 Apr 2025, arXiv.Research output: Working paper › Discussion paper › Other research output
File14 Downloads (Pure) -
Hybrid rank-based panel unit root tests
van den Akker, R., Werker, B. J. M. & Zhou, B., 29 Oct 2024, Recent Advances in Econometrics and Statistics: Festschrift in Honour of Marc Hallin. Barigozzi, M., Hörmann, S. & Paindaveine, D. (eds.). Springer, p. 105-125 21 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review
Open AccessFile
Activities
- 6 Invited talk
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Fifth Workshop on Financial Econometrics
Werker, B. J. M. (Speaker)
1 Dec 1997Activity: Talk or presentation types › Invited talk › Scientific
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Conference/Workshop on Non Parametric and Semiparametric Statistics
Werker, B. J. M. (Speaker)
1 Nov 1997Activity: Talk or presentation types › Invited talk › Scientific
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Conference/Workshop: Quantitative Methods in Finance
Werker, B. J. M. (Speaker)
1 Aug 1997Activity: Talk or presentation types › Invited talk › Scientific
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ASU '97
Werker, B. J. M. (Speaker)
1 May 1997Activity: Talk or presentation types › Invited talk › Scientific
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Adaptive Estimation in Time Series
Werker, B. J. M. (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. (Principal Investigator), Werker, B. (Researcher), Ponds, E. (Researcher), Knoef, M. (Researcher) & van den Goorbergh, R. W. J. (Principal Investigator)
1/09/18 → 31/08/22
Project: Research project
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The price of macroeconomic announcement news
Werker, B. (Principal Investigator) & Sarisoy, C. (Researcher)
1/09/11 → 1/09/14
Project: Research project
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Risk-sharing with financial fairness
Pazdera, J. (Researcher), Schumacher, J. M. (Tutor) & Werker, B. (Tutor)
15/10/09 → 1/09/12
Project: Research project
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Macroeconomic fundamentals and asset markets
Hu, J. (Researcher), Werker, B. (Principal Investigator) & de Goeij, P. (Principal Investigator)
1/09/09 → 31/12/11
Project: Research project
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Limiting experiment for jump-diffusion and panel data models
Becheri, I. G. (Researcher), Werker, B. (Tutor), Drost, F. C. (Tutor) & van den Akker, R. (Tutor)
1/09/09 → 21/12/12
Project: Research project