- Tilburg University

Profiel

Onderzoek

Onderwijs

Contact

dr. J.C. Rodriguez

Universitair hoofddocent

Tilburg School of Economics and Management
Department of Finance

Expertise

Juan Carlos Rodríguez is Associate Professor of Finance at Tilburg University. He holds a PhD in Economics from the University of Maryland. Previous to his appointment at Tilburg University, he was a postdoctoral fellow at Eurandom. His research interests are in the areas of Asset Pricing and the Mathematics of Finance. Some of his recent topics include extreme value theory applied to the contagion of financial crises, strategic asset allocation, and the valuation of derivative securities. He has published his work in the Journal of Monetary Economics, the Journal of Empirical Finance and Management Science. He is associate editor of the Journal of Empirical Finance.

Trefwoorden

Publicaties

Belangrijkste publicaties

Momentum and mean reversion in strategic asset allocation, with Ralph Koijen and Alessandro Sbuelz, Management Science 55(7), 1199-1213
Measuring Financial Contagion: A Copula Approach, 2007, Journal of Empirical Finance 14(3), 401-423 Further information
Consumption, the Persistence of Shocks and Asset Price Volatility, 2006, Journal of Monetary Economics 53, 1741-1760 Further information

Klik hier voor de uitgebreide publicatielijst (alleen publicaties uit de Tilburg University Repository).

Opleiding

PhD Economie, University of Maryland at College Park, dec. 2001. Proefschrift: Essays on Asset Pricing, Commissievoorzitter: Dr. Dilip Madan

MA Economie, CEMA (Center of Macroeconomic Studies of Argentina), dec. 1992.

BSc Economie, Universidad de Buenos Aires, Argentinië, dec. 1991.

Carrière

Universitair hoofddocent Financiën, Universiteit van Tilburg, Nederland, juni 2009 - heden.

Universitair docent Financiën, Universiteit van Tilburg, Nederland, mei 2004 - mei 2009.

Post Doctoraal fellow, Stochastics of Extremes and Risk Analysis Program, EURANDOM, Nederland, december 2001-maart 2004.

For a complete CV, click here

Publicaties

Belangrijkste publicaties

Momentum and mean reversion in strategic asset allocation, with Ralph Koijen and Alessandro Sbuelz, Management Science 55(7), 1199-1213
Measuring Financial Contagion: A Copula Approach, 2007, Journal of Empirical Finance 14(3), 401-423 Further information
Consumption, the Persistence of Shocks and Asset Price Volatility, 2006, Journal of Monetary Economics 53, 1741-1760 Further information

Klik hier voor de uitgebreide publicatielijst (alleen publicaties uit de Tilburg University Repository).