We are Tilburg University

We are Tilburg University

Bio

Joost Driessen (1974) is Professor of Finance at Tilburg University since 2009. From 2001 to 2009 he held a position at the University of Amsterdam. He has published extensively in top finance journals (Journal of Finance, Review of Financial Studies, and the Journal of Financial Economics), and has received several grants for his academic work, including a VENI and VIDI grant. He has also been involved in various applied research projects for financial and governmental institutions. To this date, ten PhD students have graduated under his supervision. Joost has been head of the Finance Department both at Tilburg University (2012-2016) and University of Amsterdam (2008-2009).

He is currently Vice-Dean Research at the Tilburg School of Economics and Management. Joost’s current research interests include liquidity and asset pricing, derivative markets, corporate bonds and credit risk, and long-term portfolio choice.

Courses

Recent publications

  1. Cumulative prospect theory, option returns and the variance premium -

    Baele, L., Driessen, J., Ebert, S., Londono Yarce, J. M., & Spalt, O. (2019). Cumulative prospect theory, option returns and the variance premium. The Review of Financial Studies, 32(9), 3667-3723.
  2. Does interest rate exposure explain the low-volatility anomaly? -

    Driessen, J., Kuiper, I., Nazliben, K. K., & Beilo, R. (2019). Does interest rate exposure explain the low-volatility anomaly? Journal of Banking and Finance, 103, 51-61.
  3. The dividend term structure -

    Kragt, J., de Jong, F., & Driessen, J. (2019). The dividend term structure. Journal of Financial and Quantitative Analysis.
  4. Pricing Liquidity Risk with Heterogeneous Investment Horizons -

    Beber, A., Driessen, J., Neuberger, A., & Tuijp, P. (2018). Pricing Liquidity Risk with Heterogeneous Investment Horizons. SSRN. ,
  5. Beta - The Good, the Bad, and the Ugly

    Driessen, J., & van Zundert, J. (2017). Beta: The Good, the Bad, and the Ugly. SSRN.

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