Kristy Jansen, MSc

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)

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