Prof.dr. Ben Jacobsen

Prof.dr. Ben Jacobsen

Full Professor
Expert areas: Finance (Asset Pricing, Behavioural Finance, Capital Markets, Estate Planning, Financial Analysis, Financial Engineering, Financial Institutions, International Finance, Investment Banking, Investment Management, Investments, Personal Financial Planning, Private Banking Services, Quantitative Finance)

Biography

Ben Jacobsen is a Professor of Finance at the TIAS Business School. 
He has taught all over the world. From students in New Zealand to Bankers in Russia, from academics in Malaysia to Investment Managers in South Africa. His research focuses on forecasting financial markets and behavioural finance. Ben has published over thirty refereed academic journal articles in, among others, the American Economic Review and the Journal of Financial Economics. In over five hundred columns and thirty articles he has discussed insights of academic research for professional and private investors. He has written six books on investments and has been a columnist for different Dutch magazines and newspapers. Ben is an associate editor of the Journal of Banking and Finance and he is on the editorial board of Heliyon a new open access journal of Elsevier. 

 

His research is actively used by hedge funds and mutual funds around the world and given its practical relevance his academic work has been discussed in major international magazines and newspapers such as the Economist, the Wall Street Journal, the Financial Times and the New York Times. His work is also regularly quoted on major websites such as Market WatchForbes and Barron's.

 

Ben lives in Portugal and has worked previously at the University of Edinburgh in Scotland, Massey University in New Zealand, the University of Amsterdam and Erasmus University Rotterdam in The Netherlands. Ben holds a PhD in Finance from the University of Amsterdam (1997).

Publications

  • “Gender Differences in Optimism and Asset Allocation” with John Lee, Wessel Marquering and Cherry Zhang, Journal of Economic Behavior & Organization's special issue in empirical behavioral finance, Volume 107, Part B, November 2014, Pages 630–651.
  • “Are Monthly Seasonals Real?” A Three Century Perspective” with Cherry Zhang, Review of Finance, 2013, 17: pp. 1743-1785.
  • “Time-varying Rare Disaster Risk and Stock Returns” (with Henk Berkman and John Lee), August 2011, Journal of Financial Economics, 101, 313-332.

  • “Striking Oil: Another Puzzle?" (with Gerben Driesprong and Benjamin Maat), Volume 89, Issue, 2, pg. 307-327. August, 2008, Journal of Financial Economics.
  • “The Halloween indicator, Sell in May and go Away: Another Puzzle” (with Sven Bouman), American Economic Review, December 2002, Vol. 92, No. 5, pp. 1618-1635.
  • “(In)accuracy of a European Political Stock Market: the Influence of Common Value Structures” (with J. Potters, A. Schram, F. van Winden and J. Wit), European Economic Review, 2000, Vol. 44, pp. 205-230.
  • “Peer Effects, Personal Characteristics and Asset Allocation” with Annie Zhang, Jasmine Fang and Ben Marshall, Journal of Banking and Finance, 2018
  • “Stock Market Predictability and Industrial Metal Returns”, with Ben Marshall and Nuttawat Visaltanachoti, Management Science, 2018
  • “Popularity versus Profitability: Evidence from Bollinger Bands”, with Jasmine Fang and Yafeng Qin. Journal of Portfolio management (Fall 2017).
ARTICLES