Research output per year
Research output per year
Personal profile
Research interests
Driessen's research focuses on derivative markets, in particular markets for credit derivatives, equity options and interest rate options. In addition, Driessen studies the performance of private equity funds, the optimal choice of investment portfolios, and the trading behavior of investors.
Career
Employment and fellowships
Professor of Finance, Tilburg University, August 2009 - ...
Professor of Finance, University of Amsterdam, October 2007 - July 2009
Associate Professor of Finance, University of Amsterdam, March 2005 - September 2007
Assistant Professor of Finance, University of Amsterdam, March 2001 - March 2005
Senior researcher Netspar, April 2005 - ...
CEPR research fellow, 2009 - ...
Tinbergen Institute Fellow, 2004 - ...
Ph.D. student at CentER, Tilburg University, August 1997 - February 2001
Visiting Ph.D. student, Department of Economics, University of Chicago, March 2000 - June 2000.
Management
Vice-dean of Research, TiSEM, September 2018 - ...
Head of Finance Department, Tilburg, June 2012 - July 2016
Head of Finance Department Amsterdam, May 2008 - July 2009
Teaching coordinator Finance: January 2007 - July 2009
Program director Msc Business Economics Finance, Sept 2006 - Sept 2008
Recruitment committee: 2002, 2003, 2005, 2006, 2007, 2008
MIF/MBA Exam committee: Sept 2005 - Sept 2008
PhD supervision
PhD Thesis Supervision
Otto van Hemert (graduated June 2006, joint with Frank de Jong, placement: assistant professor at NYU)
Tse-Chun Lin (graduated December 2009, placement: assistant professor at Hong Kong University)
Dion Bongaerts (graduated June 2010, joint with Frank de Jong, placement: assistant professor at Erasmus University Rotterdam)
Juan-Miguel Londono-Yarce (graduated 2011, joint with Lieven Baele, placement: Federal Reserve Board)
Patrick Tuijp (joint with Alessandro Beber, graduation planned June 2016, placement: postdoc at University of Amsterdam)
Ran Xing (graduated May 2016, placement: postdoc at Erasmus University Rotterdam)
Zorka Simon (joint with Theo Nijman, graduation 2016, placement: postdoc at University of Mannheim)
Ivo Kuiper (graduation 2017)
Jac. Kragt (graduation 2018, joint with Frank de Jong)
Jeroen van Zundert (graduation 2018)
Current students:
Ricardo Barahona
Joren Koeter
David Zerbib
Tomas Jankauskas
Current courses
Click here for my courses.
External positions
Member of the board (Poppodium Mezz)
1 Oct 2022 → 1 Oct 2027
Advice and coaching for academics (Academic Leader Advice)
1 Dec 2021 → …
Keywords
- Financial Markets
- Investment
- Options
- Interest Rates
- Bonds
Fingerprint
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- 1 Similar Profiles
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Stocks versus corporate bonds: A cross-sectional puzzle
van Zundert, J. & Driessen, J., Apr 2022, In: Journal of Banking & Finance. 137, 18 p., 106447.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access1 Citation (Scopus) -
Can unpredictable risk exposure be priced?
Barahona, R., Driessen, J. & Frehen, R., Feb 2021, In: Journal of Financial Economics. 139, 2, p. 522-544Research output: Contribution to journal › Article › Scientific › peer-review
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Pricing liquidity risk with heterogeneous investment horizons
Beber, A., Driessen, J., Neuberger, A. & Tuijp, P., Mar 2021, In: Journal of Financial and Quantitative Analysis. 56, 2, p. 373-408Research output: Contribution to journal › Article › Scientific › peer-review
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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 Citations (Scopus) -
Cumulative prospect theory, option returns and the variance premium
Baele, L., Driessen, J., Ebert, S., Londono Yarce, J. M. & Spalt, O., Sept 2019, In: Review of Financial Studies. 32, 9, p. 3667-3723Research output: Contribution to journal › Article › Scientific › peer-review
Activities
- 2 Editorial activity
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Journal of Banking & Finance (Journal)
Driessen, J. (Editor)
Nov 2017 → …Activity: Publication peer-review and editorial work types › Editorial activity › Scientific
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Review of Finance (Journal)
Driessen, J. (Editor)
2014 → 2017Activity: Publication peer-review and editorial work types › Editorial activity › Scientific
Projects
- 3 Finished
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Liquidity Risk and Asset Pricing (NWO)
Xing, R. (Researcher) & Driessen, J. (Tutor)
1/05/12 → 1/05/15
Project: Research project
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Liquidity Risk and Derivative Markets: Lessons from the Crisis and Insights for the Future
Driessen, J. (Principal Investigator)
1/06/10 → 31/05/15
Project: Research project
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Essays on asset pricing
Londono Yarce, J. M. (Researcher), Driessen, J. (Tutor) & Baele, L. (Tutor)
1/09/09 → 1/09/11
Project: Research project
Prizes
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Best paper award at the 24th Annual Global Financial Conference
Driessen, J. (Recipient) & Kuiper, I. (Recipient), 6 May 2017
Prize