- Publications:
- Intergenerational Risk Sharing with Loss Averse Preferences (2016), with Arjen Siegmann. Journal of Banking and Finance, forthcoming.
- Financiële gezondheidscheck voor individuen (2016), with Geraldine Leegwater. VBA Journaal.
- The Impact of Overnight Periods on Option Pricing (2007), with Feico Drost and Bas Werker. Journal of Financial and Quantitative Analysis.
- Working papers:
- Leverage for Pension Funds, with Geraldine Leegwater. Updated July 2016.
- Jump Risk Premia, Stock Returns and Equity Index Options with Nico Dragt, Arjen Siegmann and Denitsa Stefanova. Updated February 2016.
- CV
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