Personal profile
Research interests
Professor de Jong's research focuses on risk management tools for financial institutions. He has done work on the term structure of interest rates and derivatives, and currently works on questions around valuation and risk management for pension funds. Other fields of interest are international finance, including investments in emerging markets, market microstructure and liquidity. He has published in many international journals and is a regular referee for finance journals.
Career
Professor of Financial Markets and Risk Management, Tilburg University, 2005-recent
Professor of Finance and Insurance, University of Amsterdam, 2001-2007
Associate professor of finance, University of Amsterdam, 1998-2000
Assistant professor of econometrics and finance, Tilburg University, 1994-1998
Lecturer in econometrics and statistics, Tilburg University, September 1992-1993
PhD supervision
Graduated:
Franc Klaassen (with Harry Huizinga), Tilburg University, January 28, 2000
Han Donker (with Piet Moerland), Tilburg University, December 17, 2001
Yiu Chung Cheung, University of Amsterdam, May 31, 2005
Roger Laeven, (co-promotor), University of Amsterdam, September 21, 2005
Antoine van der Ploeg (with Peter Boswijk), University of Amsterdam, February 10, 2006
Gunther Wuyts, (with Hans Degryse), KU Leuven, March 31, 2006
Otto van Hemert (with Joost Driessen), University of Amsterdam, July 4, 2006
David Schrager (with Peter Boswijk), University of Amsterdam, February 9, 2007
Jiajia Cui (with Eduard Ponds), Tilburg University, January 16, 2009
Dion Bongaerts (with Joost Driessen), Universiteit van Amsterdam, June 11, 2010
Jérémie Lefebvre (with Hans Degryse), Tilburg University, March 28, 2011
Roel Mehlkopf (with Lans Bovenberg), Tilburg University, October 21, 2011
Vincent van Kervel (with Hans Degryse) Tilburg University, January 25, 2013
Current courses
Click here for my courses.
External positions
External expert in an Advisory committee policy eveluation (Ministerie van Financien)
23 Jan 2025 → 1 Sept 2025
Keywords
- Finance
- Econometrics
- Insurance
- Statistics
- Financial Markets
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
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SDG 4 Quality Education
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SDG 8 Decent Work and Economic Growth
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SDG 10 Reduced Inequalities
Fingerprint
- 1 Similar Profiles
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The maturity of sovereign debt issuance in the Euro area
Beetsma, R. M. W. J., Giuliodori, M., Hanson, J. & de Jong, F., Feb 2021, In: Journal of International Money and Finance. 110, 102293.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access5 Link opens in a new tab Citations (Scopus) -
Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions
Beetsma, R. M. W. J., Giuliodori, M., Hanson, J. & de Jong, F., Sept 2020, In: Journal of Empirical Finance. 58, p. 96-120 25 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access1 Link opens in a new tab Citation (Scopus) -
Investing for Retirement with an Explicit Benchmark
Joseph, A., Balter, A., Pelsser, A., de Jong, F., Beijering, L., Janssen, P. & Kamma, T., 2020, Tilburg: NETSPAR. (Netspar Design Paper; vol. 2020)Research output: Book/Report › Report
Open Access -
Risk Sharing within Pension Schemes
Balter, A., de Jong, F. & Pelsser, A., 2020, Tilburg: NETSPAR. 32 p. ( Netspar Design Paper; vol. 166)Research output: Book/Report › Report
Open Access -
The dividend term structure
Kragt, J., de Jong, F. & Driessen, J., May 2020, In: Journal of Financial and Quantitative Analysis. 55, 3, p. 829-867 002210901900036.Research output: Contribution to journal › Article › Scientific › peer-review
5 Link opens in a new tab Citations (Scopus)
Activities
- 3 Editorial activity
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Journal of Financial Markets (Journal)
de Jong, F. C. J. M. (Editorial board member)
2012 → …Activity: Publication peer-review and editorial work types › Editorial activity › Scientific
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Economist-Netherlands (Journal)
de Jong, F. C. J. M. (Editorial board member)
2012 → 2016Activity: Publication peer-review and editorial work types › Editorial activity › Scientific
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Journal of Financial Econometrics (Journal)
de Jong, F. C. J. M. (Editorial board member)
2012 → …Activity: Publication peer-review and editorial work types › Editorial activity › Scientific
Projects
- 6 Finished
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Guarantees in pension plans
Zhou, Y. (Researcher) & de Jong, F. (Tutor)
1/09/11 → 1/09/14
Project: Research project
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Competition between Stock Exchanges
van Kervel, V. L. (Researcher), Degryse, H. A. (Tutor) & de Jong, F. (Tutor)
1/09/09 → 25/01/13
Project: Research project
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Essays on non-bank financial intermediaries
Düzce, S. B. (Researcher), Sengmuller, P. (Tutor) & de Jong, F. (Tutor)
1/09/08 → 1/09/12
Project: Research project
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The implications of labor market conditions on life-cycle investments and the design of collective risk-sharing contracts
Mehlkopf, R. (Researcher) & de Jong, F. (Tutor)
1/09/07 → 1/09/11
Project: Research project
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Essays on insider trading regulation and market microstructure
Lefebvre, J. J. G. (Principal Investigator), de Jong, F. (Tutor) & Degryse, H. A. (Tutor)
1/08/06 → 1/08/09
Project: Research project
Datasets
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A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International [Dataset]
Jong, F. D. (Creator), Nijman, T. (Creator), Roëll, A. (Creator) & University, T. (Contributor), DataverseNL, 8 Nov 2013
DOI: 10.34894/aplxfp, https://dataverse.nl/citation?persistentId=doi:10.34894/APLXFP
Dataset