dr. Anne Balter

Bio

Anne Balter is associate professor at the Department of Econometrics and Operations Research at Tilburg University. Her research interests include asset pricing and mathematical finance, in particular robust portfolio problems, and topics in pensions and real options. She has published work in journals as European Journal of Operational Research, Journal of Empirical Finance and System & Control Letters.  She teaches courses in finance at both the undergraduate and graduate level and supervises Ph.D. students. She is a senior fellow of Netspar, the Network for Studies on Pensions, Aging and Retirement.

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Courses

• MSc Thesis QFAS
• Empirical Finance
• Improving Society Lab for EOR
• Introduction Finance & Actuarial Science

Recent publications

1. Contingent capital with stock price triggers in interbank networks

   Balter, A., Schweizer, N., & Vera, J. C. (2023). Contingent capital with stock price triggers in interbank networks. Mathematics of Operations Research, 48(1), 520-543.

2. Product Life Cycles and Investment - A Real Options Analysis

   Balter, A., Huisman, K., & Kort, P. (2023). Product Life Cycles and Investment: A Real Options Analysis. (CentER Discussion Paper; Vol. 2023-005). CentER, Center for Economic Research.

3. Effects of creative destruction on the size and timing of an investme…

   Balter, A., Huisman, K., & Kort, P. (2022). Effects of creative destruction on the size and timing of an investment. International Journal of Production Economics, 252, Article 108572.

4. New insights in capacity investment under uncertainty

   Balter, A., Huisman, K., & Kort, P. (2022). New insights in capacity investment under uncertainty. Journal of Economic Dynamics and Control, 144, Article 104499. Advance online publication.

5. Rabin’s calibration theorem revisited

   Balter, A. G., Chau, K. W., & Schweizer, N. (2022). Rabin’s calibration theorem revisited. Economics Letters, 210, Article 110166.