PhD students

Working with PhD students is one of the reasons why working at a university is so much fun.
I am proud and privileged to be and have been part of the research career of:
David R. Rijsbergen (M.Sc.) Pension funds, costs, and asset pricing (ongoing), co-supervised with Paul Hilbers. External promovendus.
Senior Policy Advisor at De Nederlandsche Bank.
Andries van Vlodrop (MPhil) Time varying parameter models, financial econometrics (ongoing), co-supervised with Francisco Blasques.
Bastiaan Verhoef (MSc) Credit risk and market risk (ongoing), external PhD student. Research page.
Erkki Silde (MPhil) The Econometrics of Financial Comovement (2017), co-supervised with Francisco Blasques and Lennart Hoogerheide.
Quantitative Researcher at Independent View.
Marcin Zamojski Panta rhei, measurement and discovery of change in financial markets (2017), co-supervised with Siem Jan Koopman, Arjen Siegmann and Denitsa Stefanova.
Postdoc researcher at University of Gothenburg.
Istvan Barra Bayesian Analysis of Latent Variable Models in Finance (2016), co-supervised with Siem Jan Koopman and Lennart Hoogerheide.
Senior data scientist at King.
Jiangyu Ji Three Essays in Empirical Finance (2016).
Quantitative researcher at Lombarda China Fund Management Co.
Rutger Lit Time-varying Parameter Models for Discrete Valued Time Series (2016), co-supervised with Siem Jan Koopman.
Tenure track Econometrics Department, VU Amsterdam.
dr. Falk Brauning Interbank Lending Relationships, Financial Crises, and Monetary Policy (2015), Winner of NWO Research Talent Grant (150k) for PhD research, co-supervised with Siem Jan Koopman.
Economist at the research department of the Boston FED.
dr. Xin Zhang Modeling Time Variation in Systemic Risk (2013), co-supervised with Siem Jan Koopman.
Researcher at Riksbank, Stockholm.
dr. Marcel Scharth Pinto Essays on Monte Carlo Methods for State Space Models (2012), co-supervised with Siem Jan Koopman.
Postdoc researcher UNSW, Sydney; then University of Sydney Business School, tenure track.
dr. Mahmoud Botshekan Three Essays in Asset pricing and Portfolio Choice (2012), co-supervised with Roman Kraeussl.
Senior Research Fellow, Smurfit Business School UCD Dublin; Assistant professor, University of Isfahan.
dr. K.M. Carmen Lee Psychological aspects of the disposition effect: an experimental investigation (2011), co-supervised with Roman Kraeussl and Leo Paas.
Researcher in marketing, Hong Kong.
dr. Bernd Schwaab Credit risk and state space methods (2011), co-supervised with Siem Jan Koopman.
Researcher at the European Central Bank (ECB), Frankfurt.
dr. Sander J.J. Konijn Empirical studies on credit risk (2011), co-supervised with Roman Kraeussl and Herbert Rijken.
Quant researcher at ING Bank, Amsterdam.
dr. Konrad Banachewicz A collection of problems in credit risk models (2009), co-supervised with Aad van der Vaart.
Quant researcher at ING Bank, Amsterdam. Quant researcher at RBS, Amsterdam.
dr. Andre A. Braga Monteiro The dynamics of corporate credit risk: an intensity-based econometric analysis (2008), co-supervised with Siem Jan Koopman.
Postdoc Edith Cowan University, Australia. Assistant professor Universidad Carlos III, Madrid.
dr. Arjen H. Siegmann Optimal Financial Decision Making under Loss Averse Preferences (2003), co-supervised with Guus Boender.
Postdoc De Nederlandsche Bank. Assistant professor VU University Amsterdam.

In the Dutch system, PhD supervision even by tenured scientific staff who do not (yet) hold a chair has to be accompanied by a full professor acting as a 'promotor'. In that role, I have been the promotor of the students below. The credits for supervision and guidance, however, should be fully bestowed on the supervisors mentioned below, and not be accredited to me.
dr. Michel van der Wel Riskfree rate dynamics: information, trading and state space modeling (2008), supervised by Albert J. Menkveld and Siem Jan Koopman.
Assistant professor at Erasmus University Rotterdam.
dr. Ting Wang Essays on empirical market microstructure (completing), supervised by Albert J. Menkveld.