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  • Warandelaan 2, Tias Building, room T 111

    5037 AB Tilburg


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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.


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


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 → …


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

Fingerprint Dive into the research topics where Frans de Roon is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 8 Similar Profiles
Factors Business & Economics
Assets Business & Economics
Investors Business & Economics
Risk premia Business & Economics
Style analysis Business & Economics
Empirical analysis Business & Economics
Time-varying Business & Economics
Warrants Business & Economics

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

Research Output 1994 2019

Spanning tests for assets with option-like > payoffs: the case of hedge funds

Karehnke, P. & de Roon, F., Jun 2019, (Accepted/In press) In : Management Science.

Research output: Contribution to journalArticleScientificpeer-review

Hedge funds
Mutual funds

Time-varying inflation risk and stock returns

Boons, M., Duarte, F., de Roon, F. & Szymanowska, M., Sep 2019, In : Journal of Financial Economics.

Research output: Contribution to journalArticleScientificpeer-review

Stock returns
Inflation risk

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
Normal distribution

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
Risk premia
Inflation volatility

Asset pricing restrictions on predictability: Frictions matter

de Roon, F. A. & Szymanowska, M., 2012, In : Management Science. 58, 10, p. 1916-1932

Research output: Contribution to journalArticleScientificpeer-review

Transaction costs
Asset pricing
Return on assets

Projects 1999 2013

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

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


Project: Research project

Essays on Dynamic Portfolio Selection

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


Project: Research project

Essays on empirical asset pricing

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


Project: Research project

Topics in international asset pricing

Eiling, E. & de Roon, F.


Project: Research project

An empirical analysis of pricing Dutch reverse convertible bonds

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


Project: Research project