Mark-Jan Boes

Mark-Jan Boes, Assistant Professor of Finance
FEWEB/FIN, office 7A-72
VU University Amsterdam
De Boelelaan 1105
NL-1081HV Amsterdam

Voice: +31 20 598 6060 (secr)
Cell: +31 6 432 65 433
Fax: +31 20 598 6020
Email: m.boes@vu.nl

  • Publications:
    • Intergenerational Risk Sharing with Loss Averse Preferences (2016), with Arjen Siegmann. Journal of Banking and Finance, forthcoming.
    • FinanciŽle 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