dr. Anne Balter
Associate Professor
TiSEM: Tilburg School of Economics and Management
TiSEM: Department of Econometrics and Operations Research
A.G.Balter@tilburguniversity.edu
Room
K 510
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.
Click here for her personal homepage.
Courses
- MSc Thesis QFAS
- Empirical Finance
- Improving Society Lab for EOR
- Introduction Finance & Actuarial Science
Recent publications
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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. -
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. -
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. -
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. -
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 & Control, 144, Article 104499.