Research output per year
Research output per year
dr.
Warandelaan 2, Koopmans Building, room K 621
5037 AB Tilburg
Netherlands
Research activity per year
Link to my personal homepage: http://www.kristyjansen.com/
I’m a fourth year PhD Candidate at Tilburg University and affiliated with the Dutch Central Bank. I excute both theoretical and empirical research. In my theoretical research I study the effect of the inability to trade certain assets on the optimal portfolio choice of the investor. From this perspective, I also study implications for liquidity premiums of these assets. My empirical research focuses on the trading behavior of institutional investors, using proprietary data of the Dutch Central Bank. I study their actual investment decisions regrading illiquid assets, as well as the factor strategies they implement.
2014-Present: Research Associate at the Dutch Central Bank (the Netherlands)
Click here for my courses.
Research output: Contribution to journal › Article › Scientific › peer-review
Research output: Thesis › Doctoral Thesis
Research output: Contribution to journal › Article › Scientific › peer-review
Research output: Contribution to journal › Article › Scientific › peer-review