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prof. dr. F.A. de Roon

Full Professor 

Tilburg School of Economics and Management
Department of Finance

Working papers

  • The Stock Market Price of Commodity Risk, with Martijn Boons and Marta Szymanowska.
  • The Anatomy of Commodity Futures Risk Premia, with Marta Szymanowska, Rob van den Goorbergh and Theo Nijman
  • The Role of Currencies in International Investment Portfolios, with Esther Eiling, Bruno Gerard, and Pierre Hillion.
  • Being Locked up Hurts, with Jinqiang Guo and Jenke ter Horst


Frans de Roon is doing research in financial markets, with a special emphasis on portfolio problems, risk management, empirical finance, performance management and alternative investments. He publishes in various academic journals, such as the Journal of Finance, the Journal of Financial Economics, the Journal of Empirical Finance and the Journal of Financial and Quantitative Analysis.


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Most recent publications

Click here for the list of publications in the Research Portal

Last amended: 22 July 2016