Rik Frehen

dr.

Associate Professor, Tilburg School of Economics and Management, Department of Finance
Tilburg School of Economics and Management, Research Group: Finance

Phone+31134663025, +31134664070
EmailR.G.P.Frehen@tilburguniversity.edu

Warandelaan 2, Koopmans Building, room K 628
5037 AB Tilburg
Netherlands

If you made any changes in Pure these will be visible here soon.

Personal profile

Research interests

For more information please visit my personal website

Current courses

Click here for my courses.

External positions

Teaching (Akkermans pensioenen)

22 Jul 2017 → 22 Jul 2022

Keywords

Economic History
Pension Fund
Asset Pricing

Fingerprint Dive into the research topics where Rik Frehen is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Hybrid approach Business & Economics

Bubble Business & Economics

Speculation Business & Economics

Prior information Business & Economics

18th century Business & Economics

Investors Business & Economics

Merchants Business & Economics

Purchase Business & Economics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2013 2016

2 Chapter
2 Article
1 Report

Estimating security betas using prior information based on firm fundamentals

Cosemans, M., Frehen, R., Schotman, P. & Bauer, R., Apr 2016, In : The Review of Financial Studies. 29, 4, p. 1072-1112

Research output: Contribution to journal › Article › Scientific › peer-review

Open Access

File

Prior information

Hybrid approach

Investors

Optimal portfolio

Shrinkage estimator

Dutch securities for American land speculation in the late-eighteenth century

Frehen, R. G. P., Goetzmann, W. & Rouwenhorst, K. G., Jul 2014, Housing and Mortgage Markets in Historical Perspective. White, E. N., Snowden, K. & Fishback, P. (eds.). Chicago: University of Chicago Press, p. 287-304

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review

Speculation

18th century

Merchants

Securitization

Mortgage-backed securities

Dutch Securities for American Land Speculation in the Late-Eighteenth Century

Frehen, R. G. P., Goetzmann, W. & Rouwenhorst, K. G., 2013, NBER. 27 p.

Research output: Book/Report › Report › Professional

Finance in the great mirror of folly

Frehen, R. G. P., Goetzmann, W. & Rouwenhorst, K. G., 2013, The Great Mirror of Folly: Finance, Culture, and the Crash of 1720. Goetzmann, W., Labio, C., Rouwenhorst, K. G. & Young, T. G. (eds.). New Haven: Yale University Press, p. 63-87 360 p.

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review

New evidence on the first financial bubble

Frehen, R. G. P., Goetzmann, W. & Rouwenhorst, K. G., 2013, In : Journal of Financial Economics. 108, 3, p. 585-607

Research output: Contribution to journal › Article › Scientific › peer-review

Bubble

Innovation

Equity

Investors

Clientele

Activities 2017 2017

1 Invited talk

Prizes / Recognition

FMA Annual Meeting Best Paper Award 2017 - Best Paper in Investments

Mathijs Cosemans (Recipient) & R.G.P. Frehen (Recipient), 2017

Prize

File

Stock prices

Empirical evidence

TiSEM Best MSc Teacher Award 2015/2016

Rik Frehen (Recipient), 10 Jan 2017

Prize