• Prof. de Moorplein 521, Intermezzo, room I 612

    5037 DR Tilburg

    Netherlands

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Personal profile

Research interests

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.

Career

2014-Present: Research Associate at the Dutch Central Bank (the Netherlands)

Current courses

Click here for my courses.

External positions

Visiting researcher (De Nederlandsche Bank)

1 Jul 20151 Jul 2018

Keywords

  • Institutional Investors
  • Financial Intermediation
  • Financial Markets
  • Financial Econometrics
  • Portfolio Theory