Prof.dr. Frans de Roon
Expert areas: Finance (Asset Pricing, Capital Markets, Corporate Finance, Finance Theory, Financial Analysis, Financial Derivatives, Financial Engineering, Financial Institutions, Financial Management, Financial Planning, International Finance, Investment Management, Investments, Personal Financial Planning, Risk Management)
Prof. Frans de Roon is Vice Dean and member of the Executive Management Team. As a member of the Executive Team, his focus is on Executive Masters, Faculty, Digitalization/ Customization and Education Office.
Frans de Roon’s research activities span financial markets, with a special emphasis on portfolio problems, empirical finance, commodities, emerging markets, and currency markets. He is also a pioneer in conducting research on the valuation of non-listed companies. Prof. de Roon holds a PhD. from Tilburg University (1997) on portfolio choice and asset pricing.
Frans teaches various courses in Finance, for Ph.D students, MBA students, and executives. Apart from his teaching and research experience, he has broad experience in applied research projects and consultancy, in particular in Asset & Liability Management, Investments, and Valuation. He is a regular consultant in court cases on investment management and valuation.
- “An Anatomy of Commodity Futures Risk Premia”, The Journal of Finance, 2014, 69(1), p.453-482, with Marta Szymanowska, Theo Nijman, and Rob van den Goorbergh.
- Roon, F.A. de, & Szymanowska, M. (2012). Asset Pricing Restrictions on Predictability: Industry Returns: Frictions Matter. Management Science, (Articles in Advance, April 27 2012), 1-17.
- Eiling, E., Gerard, B., Hillion, P, & de Roon, F.A. (2012). International Portfolio Diversifaction: Currency, Industry and Country Effects Revisited. Journal of International Money and Finance, 31(5), 1249-1278.
- Eiling, E., Gerard, B., & Roon, F.A. (2012). Euro-zone Equity Return: Country versus Industry Effects. Review of Finance, 16(3),755-798.
- De Jong, F., & de Roon, F.A. (2005). Time-varying Market Integration and Expected Returns in Emerging Markets. Journal of Financial Economics, 78(3), 583-613.
- Nijman, T.E., de Roon, F.A., & Werker, B.J.M. (2001). Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets. Journal of Finance, 56, 723-744.