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.
- Karehnke, P., & de Roon, F. (2020). Spanning tests for assets with option-like payoffs: The case of hedge funds. Management Science, 66(12), 5969-5989. https://doi.org/10.1287/mnsc.2019.3429
- Boons, M., Duarte, F., De Roon, F., & Szymanowska, M. (2020). Time-varying inflation risk and stock returns. Journal of Financial Economics, 136(2), 444-470. https://doi.org/10.1016/j.jfineco.2019.09.012
- Corbey, M., de Roon, F., & Hinfelaar, S. (2019). Company life cycle models and business valuation. Maandblad Voor Accountancy en Bedrijfseconomie, 93, 285. https://doi.org/10.5117/mab.93.37561
- de Roon, F., & Karehnke, P. (2017). A simple skewed distribution with asset pricing applications. Review of Finance, 21(6), 2169-2197. https://doi.org/10.1093/rof/rfw040