prof. dr. Bas Werker
Hoogleraar
TiSEM: Tilburg School of Economics and Management
TiSEM: Department of Econometrics and Operations Research
B.J.M.Werker@tilburguniversity.edu
Kamer
K 530
Vakken
- Quantitative Finance Basics
- Asset Pricing 1 (CentER)
- Advanced Time Series Analysis (CentER)
- Improving Society Lab for EOR
- Quantitative Finance
- Other Electives QFAS
- Career Development BSc EOR
Recente publicaties
-
When does subagging work?
Revelas, C., Boldea, O., & Werker, B. J. M. (2024). When does subagging work? (pp. 1-29). (ArXiv Pre-print). -
The shadow costs of illiquidity
Jansen, K., & Werker, B. J. M. (2022). The shadow costs of illiquidity. Journal of Financial and Quantitative Analysis, 57(7), 2693-2723. -
Pareto optimal pension risk allocations
Muns, S., & Werker, B. J. M. (2022). Pareto optimal pension risk allocations. Economist-Netherlands, 170(1), 133-172. -
Semiparametric testing with highly persistent predictors
Werker, B. J. M., & Zhou, B. (2022). Semiparametric testing with highly persistent predictors. Journal of Econometrics, 227(2), 347-370. , -
Toedeling van Rendementen met Spreiding
Balter, A., & Werker, B. J. M. (2021). Toedeling van Rendementen met Spreiding. (Netspar Design Paper; Vol. 2021). NETSPAR. https://www.netspar.nl/publicatie/toedeling-van-rendementen-met-spreiding/
