Photo of Joost Driessen
  • Warandelaan 2, Tias Building, room T 720

    5037 AB Tilburg

    Netherlands

19992018
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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.

Personal webpage

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

Keywords

  • Financial Markets
  • Investment
  • Options
  • Interest Rates
  • Bonds

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 1999 2018

Cumulative prospect theory, option returns and the variance premium

Baele, L., Driessen, J., Ebert, S. & Londono Yarce, J. M., Aug 2018, (Accepted/In press) In : The Review of Financial Studies.

Research output: Contribution to journalArticleScientificpeer-review

Cumulative prospect theory
Premium
Probability weighting
Index options
Equity returns
Open Access
File
Corporate bonds
Empirical study
Stock market
Cross section
Bond market

Essays in banking and household finance

Diepstraten, M., 2018, Tilburg: CentER, Center for Economic Research. 188 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Household finance
Banking
Saving behavior
Switching behavior
Socio-economics

Essays on political economy of finance and fintech

Zhu, H., 2018, Tilburg: CentER, Center for Economic Research. 159 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Socio-economics
Finance
Extremism
Financial stability
Macroprudential regulation

Essays on stakeholder relations and firm value

Barkó, T., 2018, Tilburg: CentER, Center for Economic Research. 133 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Stakeholder relations
Corporate Social Responsibility
Firm value
Fraud
Arbitrage

Activities 2014 2017

  • 2 Editorial activity

Journal of Banking and Finance (Journal)

Joost Driessen (Editor)
Nov 2017 → …

Activity: Publication peer-review and editorial work typesEditorial activityScientific

Review of Finance (Journal)

Joost Driessen (Editor)
20142017

Activity: Publication peer-review and editorial work typesEditorial activityScientific

Projects 2009 2015

Liquidity Risk and Asset Pricing (NWO)

Xing, R. & Driessen, J.

1/05/121/05/15

Project: Research projectDissertation research

Essays on asset pricing

Londono Yarce, J. M., Driessen, J. & Baele, L.

1/09/091/09/11

Project: Research projectDissertation research

Prizes / Recognition

Best paper award at the 24th Annual Global Financial Conference

Joost Driessen (Recipient) & Ivo Kuiper (Recipient), 6 May 2017

Prize: Prize (including medals and awards)

Unemployment
Stock market reaction
News
Business cycles