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- +31 20 59 86034
- faculteit der economische wetenschappen en bedrijfskunde ( finance )
- Assistant Professor
Brief ResumeMark-Jan Boes is assistant professor at the department of Finance at VU Amsterdam. Mark-Jan Boes holds a PhD in Finance from Tilburg University and a master's degree in Econometrics from Erasmus University Rotterdam. Mark-Jan Boes is also the head of Investment Strategy and Research at ABN AMRO Pension Fund. Prior to working for ABN AMRO Pension Fund, dr. Boes was senior portfolio manager and senior research analyst at ABN AMRO Asset Management.
Research ActivitiesMain research interests are in derivatives pricing (equity and fixed income), asset and liability management, strategic asset allocation, interest rate modelling, optimal portfolio selection, and pension system design.
Wednesdays and Fridays: 7.00 - 16.00.
Please make an appointment (by email) before dropping in.
Additional contact information:
- Telephone: +31 6 432 654 33
- Email: email@example.com
- Institutional Investments (master BA-Financial Management and Duisenberg Honours Programme Financial Markets and Regulation)
- Institutional Investments and ALM (master of Finance and Duisenberg Honours Programme Quantitative Risk Management)
- Master thesis supervision
- Boes, M.-J. & Siegmann, A.H. (2016), “Intergenerational Risk Sharing under Loss Averse Preferences”, Journal of Banking and Finance, forthcoming.
- Boes, M.-J., & Leegwater, G.A.C. (2016), “Financiële gezondheidscheck voor individuen”, VBA Journaal, Vol. 32.
- Boes, M.-J., & Drost, F.C., & Werker, B.J.M. (2007), “The Impact of Overnight Periods on Option Pricing”, Journal of Financial and Quantitative Analysis, Vol. 42.
Other activitiesHead of Investment Strategy and Research at ABN AMRO Pension Fund
ABN-AMRO - Unknown Amsterdam, 02 januari 2014
Last changes Ancillary activities: Amsterdam 06 februari 2017