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

    5037 AB Tilburg

    Netherlands

1994 …2020

Research output per year

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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

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Research Output

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

    Karehnke, P. & de Roon, F., Jul 2020, In : Management Science.

    Research output: Contribution to journalArticleScientificpeer-review

    Open Access
  • 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. 444-470

    Research output: Contribution to journalArticleScientificpeer-review

  • 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

  • 4 Citations (Scopus)

    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

  • 92 Citations (Scopus)

    Projects

    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