Bio

Bertrand Melenberg is professor of Econometrics and Finance at the Department of Econometrics & OR. He is also part-time affiliated to the Finance Department of the University. His research interests cover various fields such as Longevity Risk, Empirical Finance (Asset Pricing), Robust Optimization, and Environmental Econometrics. He teaches various courses in econometrics and finance, and supervises Ph.D. students.

Courses

Recent publications

  1. Comment on A theoretical foundation of ambiguity measurement

    Fu, R., Melenberg, B., & Schweizer, N. (2023). Comment on A theoretical foundation of ambiguity measurement. Journal of Economic Theory, 207, [105573].
  2. Extending the scope of robust quadratic optimization

    Marandi, A., Ben-Tal, A., den Hertog, D., & Melenberg, B. (2022). Extending the scope of robust quadratic optimization. INFORMS Journal on Computing, 34(1), 211-226.
  3. Future trends of life expectancy by education in the Netherlands

    Nusselder, W. J., De Waegenaere, A. M. B., Melenberg, B., Lyu, P., & Valverde, J. R. R. (2022). Future trends of life expectancy by education in the Netherlands. BMC Public Health, 22(1), [1664].
  4. Projecting years in good health between age 50-69 by education in the…

    Valverde, J. R. R., Mackenbach, J. P., De Waegenaere, A. M. B., Melenberg, B., Lyu, P., & Nusselder, W. J. (2022). Projecting years in good health between age 50-69 by education in the Netherlands until 2030 using several health indicators-an application in the context of a changing pension age. BMC Public Health, 22(1), [859].
  5. A multi-population approach to forecasting all-cause mortality using …

    Lyu, P., De Waegenaere, A. M. B., & Melenberg, B. (2021). A multi-population approach to forecasting all-cause mortality using cause-of -death mortality data. North American Actuarial Journal, 25(S1), S421-S456.

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