We are Tilburg University

We are Tilburg University

Bio

Bas Werker is professor of Finance and Econometrics at Tilburg University. His research interests cover various fields in asset pricing and asymptotic statistics. He has published work in journals as the Annals of Statistics, the Journal of Econometrics, the Journal of Finance and the Review of Financial Studies. He's currently associate editor for Econometrica and the Journal of Financial Econometrics. In the past he has been affiliated to Université de Sciences Sociales in Toulouse and the Université Libre de Bruxelles. He has taught courses in econometrics, investment analysis, and statistics at both the undergraduate and graduate level in various schools around the world. Moreover he supervises several Ph.D. students. He is a Fellow of the Society for Financial Econometrics and Netspar researcher coordinator. Bas Werker's societal research interests are in pension system design and data science applications.

Courses

Recent publications

  1. The effect of the assumed interest rate and smoothing in variable ann…

    Balter, A. G., & Werker, B. J. M. (2020). The effect of the assumed interest rate and smoothing in variable annuities. ASTIN Bulletin, 50(1), 131-154.
  2. Would Ambiguity Averse Investors Hedge Risk in Equity Markets?

    Gertsman, G., Frehen, R., & Werker, B. (2019). Would Ambiguity Averse Investors Hedge Risk in Equity Markets? (SSRN Journal). SSRN.
  3. Baten van slimme toedeling rendementen hoger dan van intergeneratione…

    Muns, S., & Werker, B. (2019). Baten van slimme toedeling rendementen hoger dan van intergenerationele risicodeling. Economisch Statistische Berichten, 4777, 427-429. https://esb.nu/esb/20056004/baten-van-slimme-toedeling-rendementen-hoger-dan-van-intergenerationele-risicodeling
  4. De Bepaling van de Marktwaarde van Bestaande Aanspraken in een Uitker…

    Nijman, T., Bovenberg, L., Werker, B., Lever, M., Kocken, T., van Hoogdalem, S., Bouwman, K., Bonenkamp, J., Balter, A., & Boeijen, D. (2019). De Bepaling van de Marktwaarde van Bestaande Aanspraken in een Uitkeringsovereenkomst. (Netspar Occasional Paper; Vol. 2019, No. 03). NETSPAR. https://www.netspar.nl/publicatie/de-bepaling-van-de-marktwaarde-van-bestaande-aanspraken-in-een-uitkeringsovereenkomst/
  5. Semiparametrically point-optimal hybrid rank tests for unit roots

    Zhou, B., van den Akker, R., & Werker, B. J. M. (2019). Semiparametrically point-optimal hybrid rank tests for unit roots. The Annals of Statistics, 47(5), 2601-2638.

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