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
Chairman (Stichting Theater TinT)
27 Feb 2025 → …
Advisory board (Philips Pensioenfonds)
1 Sept 2020 → …
Board member (Tahal International NV)
1 Jan 2014 → 1 Aug 2021
Expert opinion (Rechtbank)
1 Jan 2014 → 1 Jan 2015
Professor (TIAS)
1 Jan 2013 → …
Consulting (FDR)
1 Jan 2010 → …
Keywords
- Finance
- Corporate Finance
- Corporate Finance; International Finance
- Economics
- Investment Analysis
- Empirical Finance
- International Finance
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 10 Reduced Inequalities
Fingerprint
- 1 Similar Profiles
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Uncovering the Public and Private Components of Private Debt Returns
Böni, P. & de Roon, F., 16 Jan 2023, (Submitted) Tilburg: SSRN, p. 1-59, 60 p.Research output: Working paper › Other research output
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Covenants and the Pricing of Private and Public Bonds
Böni, P., Joos, P. P. M. & de Roon, F., 28 Aug 2020, SSRN, 76 p.Research output: Working paper › Other research output
Open Access -
Spanning tests for assets with option-like > payoffs: The case of hedge funds
Karehnke, P. & de Roon, F., Dec 2020, In: Management Science. 66, 12, p. 5969-5989Research output: Contribution to journal › Article › Scientific › peer-review
Open Access5 Link opens in a new tab Citations (Scopus) -
Time-varying inflation risk and stock returns
Boons, M., Duarte, F., de Roon, F. & Szymanowska, M., May 2020, In: Journal of Financial Economics. 136, 2 , p. 444-470Research output: Contribution to journal › Article › Scientific › peer-review
29 Link opens in a new tab Citations (Scopus) -
A skewed distribution with asset pricing applications
de Roon, F. & Karehnke, P., Oct 2017, In: Review of Finance. 21, 6, p. 2169-2197Research output: Contribution to journal › Article › Scientific › peer-review
16 Link opens in a new tab Citations (Scopus)
Projects
- 6 Finished
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The stock market price of commodity, inflation and state variable risk
Boons, M. (Researcher) & de Roon, F. (Tutor)
1/10/09 → 1/09/13
Project: Research project
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Essays on Dynamic Portfolio Selection
Nazliben, K. K. (Researcher), de Roon, F. (Tutor) & Rodriguez, J. C. (Tutor)
1/09/09 → 1/09/12
Project: Research project
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Essays on empirical asset pricing
Guo, J. (Principal Investigator), de Roon, F. (Tutor) & ter Horst, J. R. (Tutor)
1/09/07 → 8/10/12
Project: Research project
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Topics in international asset pricing
Eiling, E. (Researcher) & de Roon, F. (Tutor)
1/09/03 → 1/09/07
Project: Research project
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An empirical analysis of pricing Dutch reverse convertible bonds
Szymanowska, M. (Researcher), de Roon, F. (Contact), ter Horst, J. R. (Tutor) & Veld, C. H. (Tutor)
1/09/02 → 1/09/06
Project: Research project