Photo of Frans Roon, de
  • Warandelaan 2, Tias Building, room T 111

    5037 AB Tilburg

    Netherlands

19942019
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Personal profile

Research interests

Frans de Roon is doing research in financial markets, with a special emphasis on portfolio problems, risk management, empirical finance, performance management and alternative investments. He publishes in various academic journals, such as the Journal of Finance, the Journal of Financial Economics, the Journal of Empirical Finance and the Journal of Financial and Quantitative Analysis.

Career

2010 - heden: Vice Dean Research
2007 - 2010: Director Partner Contacts Netspar
2003 - 2007: Dean of Academic Affairs Tias/Nimbas Business School, Tilburg University
2002 - present: Member of Management Team of Tilburg Center of Finance
2000 - present: Professor of Finance (Investments), Tilburg University
1999 - present: Associated Scholar of the European Institute of Advanced Studies in Management (EIASM)
2001 - present: Professor of Finance, Tilburg University
1998 - 2000: Associate professor, Erasmus University Rotterdam
1998 - 2000: Director of the Rotterdam Institute of Financial Management
1996 - 1998: Assistant Professor, Erasmus University Rotterdam
1993 - 1997: Ph.D. Student, Tilburg University
1992 - 1993: Assistent Business Consultant, Inter Actus Consultants
1990 - 1992: Teaching Assistant, Tilburg University

Teaching

Previously, he taught courses in the area of Empirical Finance, Financial Innovations, International Corporate Finance (MBA, Executive and Undergraduate programs), Introductory Finance, Risk Management, Statistics.

He was a member of the MBA program committee at the Rotterdam School of Management and a member of the Undergraduate program committee at the Rotterdam School of Management/Faculteit Bedrijfskunde (1999-2000)

Current courses

Click here for my courses.

External positions

Board member (Tahal International NV)

1 Jan 2014 → …

Expert opinion (Rechtbank)

1 Jan 2014 → …

Keywords

  • Finance
  • Corporate Finance
  • Corporate Finance; International Finance
  • Economics
  • Investment Analysis
  • Empirical Finance
  • International Finance

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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Research Output 1994 2019

Time-varying inflation risk and stock returns

Boons, M., Duarte, F., de Roon, F. & Szymanowska, M., Apr 2019, (Accepted/In press) In : Journal of Financial Economics.

Research output: Contribution to journalArticleScientificpeer-review

Time-varying
Risk-return
Stock returns
Inflation risk
Inflation

A skewed distribution with asset pricing applications

de Roon, F. & Karehnke, P., Oct 2017, In : Review of Finance. 21, 6, p. 2169-2197

Research output: Contribution to journalArticleScientificpeer-review

Asset pricing
Skewed distribution
Skewness
Deviation
Normal distribution

Essays on asset pricing

Nazliben, K., 2015, Tilburg: CentER, Center for Economic Research. 111 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Asset pricing
Convenience yield
Dividend yield
Commodity prices
Permanent and transitory shocks

An anatomy of commodity futures risk premia

Szymanowska, M., de Roon, F. A., Nijman, T. E. & van den Goorbergh, R. W. J., Feb 2014, In : Journal of Finance. 69, 1, p. 453-482

Research output: Contribution to journalArticleScientificpeer-review

Commodity futures
Factors
Risk premia
Hedging
Inflation volatility

Portfolio choice and asset pricing with endogenous beliefs and skewness preference

Karehnke, P., 24 Nov 2014, Tilburg: CentER, Center for Economic Research. 204 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Expected utility
Skewness
Investors
Asset pricing
Mean-variance

Projects 1999 2013

The stock market price of commodity, inflation and state variable risk

Boons, M. F. & de Roon, F.

1/10/091/09/13

Project: Research project

Essays on Dynamic Portfolio Selection

Nazliben, K. K., de Roon, F. & Rodriguez, J. C.

1/09/091/09/12

Project: Research project

Essays on empirical asset pricing

Guo, J., de Roon, F. & ter Horst, J. R.

1/09/078/10/12

Project: Research project

Topics in international asset pricing

Eiling, E. & de Roon, F.

1/09/031/09/07

Project: Research project

An empirical analysis of pricing Dutch reverse convertible bonds

Szymanowska, M., de Roon, F., ter Horst, J. R. & Veld, C. H.

1/09/021/09/06

Project: Research project