Scholar
Bas Werker
Google Scholar ID: mMYEP5UAAAAJ
Professor of Finance and Econometrics, Tilburg University
Citations & Impact
Citations
1,047
H-index
16
i10-index
33
Publications
20
Co-authors
0
Publications
Browse publications on Google Scholar (top-right) ↗
Resume (English only)
Academic Achievements
- He has published work in journals such as the Annals of Statistics, the Journal of Econometrics, the Journal of Finance, and the Review of Financial Studies. Recent publications include 'When do Random Forests Work?', 'Implementatie solidaire premieregeling: “Zeg wat je doet” óf “doe wat je zegt”', 'When Does Subagging Work?', 'The shadow costs of illiquidity', and 'Pareto optimal pension risk allocations'.
Research Experience
- He has taught courses in econometrics, investment analysis, and statistics at both the undergraduate and graduate level in various schools around the world. Moreover, he supervises several Ph.D. students.
Education
- No specific educational background information provided.
Background
- His research interests cover various fields in asset pricing and asymptotic statistics. He's currently an associate editor for the Journal of Econometrics and the Journal of Financial Econometrics. In the past, he has been affiliated with Université de Sciences Sociales in Toulouse and the Université Libre de Bruxelles. His societal research interests are in pension system design and data science applications.
Miscellany
- He is a Fellow of the Society for Financial Econometrics and Netspar researcher coordinator.
Co-authors