Tilburg University promotie PhD Defense

Promotie Z.K.T. Tancheva

Datum: Tijd: 16:00 Locatie: Aula

Essays on Macro-Finance and Market Anomalies

This thesis consists of three chapters on asset pricing, macro-finance, and market anomalies. The first chapter focuses on the effect of the well documented behavioral bias time inconsistency on the dynamics of asset prices and wealth distribution. The second chapter provides a robust and accurate numerical method for solving problems with heterogeneous agents and recursive preferences. The third chapter presents a novel, parsimonious explanation for the asset pricing anomaly momentum, based on the Merton (1974) structural model of credit risk.

Zhaneta Krasimirova Tancheva (Haskovo, Bulgaria, 1991) graduated from University College Roosevelt, Utrecht University in 2012 with a B.A. Degree in Economics, Mathematics, and Law. During the academic year 2012-2013 she completed the M.Sc. in Finance program at Tilburg University and in 2014 she graduated from the Research Master in Finance. In 2014 she started as a Ph.D. student in Finance at Tilburg University. During her Ph.D. years she visited UCLA, Anderson School of Management. In July 2020 she joined BI Norwegian Business School as an Assistant Professor of Finance.

  • Locatie: Cobbenhagen building, Aula
  • Promotores: prof. dr. B.J.M. Werker, prof. dr. F.A. de Roon
  • Copromotores: dr. A. Manconi, dr. L.A. Lochstoer

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