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.

Expertise

CV Bas Werker

Courses

Recent publications

  1. The shadow costs of illiquidity

    Jansen, K., & Werker, B. (2022). The shadow costs of illiquidity. Journal of Financial and Quantitative Analysis, 57(7), 2693-2723.
  2. Pareto optimal pension risk allocations

    Muns, S., & Werker, B. (2022). Pareto optimal pension risk allocations. De Economist, 170(1), 133-172.
  3. Semiparametric testing with highly persistent predictors

    Werker, B., & Zhou, B. (2022). Semiparametric testing with highly persistent predictors. Journal of Econometrics, 227(2), 347-370. ,
  4. Toedeling van Rendementen met Spreiding

    Balter, A., & Werker, B. (2021). Toedeling van Rendementen met Spreiding. (Netspar Design Paper; Vol. 2021). NETSPAR. https://www.netspar.nl/publicatie/toedeling-van-rendementen-met-spreiding/
  5. Transitie: Gevoeligheid voor Veronderstellingen en Omstandigheden

    Balter, A., Bonenkamp, J., & Werker, B. (2021). Transitie: Gevoeligheid voor Veronderstellingen en Omstandigheden. (Netspar Design Paper; Vol. 2021). NETSPAR. https://www.netspar.nl/en/news/the-transition-to-the-new-dutch-pension-system/

Find an expert or expertise