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Prof.dr. F.A. de Roon Person

Prof.dr. F.A. de Roon

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Expertise Finance; International finance
Expertise (NL) Financiering; International finance
Digital Author ID info:eu-repo/dai/nl/118540122
Addition Directeur Rotterdam Institute of Financial Management

Active as

Professor
Organisation Department of Finance (UvT)
Chair (EN) Investment theory
Chair (NL) Beleggingstheorie
Phone +31-13-4668229
Email f. a. deroon -at- tilburguniversity. edu
URL http://www.tilburguniversity.edu/nl/webwijs/show/?anr=384844
Management
Organisation CentER for Research in Economics and Business (UvT)
Email f. a. deroon -at- uvt. nl

Publications

(the most recent at the top)
International portfolio diversification: Currency, industry and country effects revisited
Euro-zone equity returns: Country versus industry effects
Asset pricing restrictions on predictability: Frictions matter
International diversification with factor funds
Time-varying market integration and expected returns in emerging markets
All publications..

Current research

(the most recent research is at the top)
Supervisor The stock market price of commodity, inflation and state variable risk
Supervisor Essays on Dynamic Portfolio Selection

Completed research projects

(the most recent research is at the top)
Supervisor Quantitative investment strategies and portfolio management
Supervisor Essays on international finance and asset pricing
Supervisor Essays on Rational Asset Pricing
Project leader Estimating efficient portfolios

Classification

A55000 Management, accountancy
D43000 Economics

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