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

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

Recent publications

1. Comparative risk aversion vs. threshold choice in the Omega ratio

   Balter, A., Chau, K. W., & Schweizer, N. (2024). Comparative risk aversion vs. threshold choice in the Omega ratio. Omega-International Journal of Management Science, 123, Article 102992.

2. Robust decisions for heterogeneous agents via certainty equivalents

   Balter, A., & Schweizer, N. (2024). Robust decisions for heterogeneous agents via certainty equivalents. European Journal of Operational Research. Advance online publication.

3. Solving maxmin optimization problems via population games

   Balter, A., Schumacher, J. M., & Schweizer, N. (2024). Solving maxmin optimization problems via population games. Journal of Optimization Theory and Applications. Advance online publication.

4. 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.

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

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