I’m a third 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.
Visiting researcher (De Nederlandsche Bank)1 Jul 2015 → 1 Jul 2018
- Institutional Investors
- Financial Intermediation
- Financial Markets
- Financial Econometrics
- Portfolio Theory