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Personal profile

Personal information

Mark-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

Main 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.

Teaching

  • 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

Ancillary activities

  • ABN-AMRO | Amsterdam | Investment Manager | 2014-01-02 - present

Ancillary activities are updated daily

Fingerprint Dive into the research topics where M. Boes is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 2 Similar Profiles
Interest rate modeling Business & Economics
Asset and liability management Business & Economics
Strategic asset allocation Business & Economics
Equity Business & Economics
Pension system Business & Economics
Optimal portfolio selection Business & Economics
Selection system Business & Economics
Derivative pricing Business & Economics

Research Output 2007 2018

Intergenerational Risk Sharing under Loss Averse Preferences

Boes, M-J. & Siegmann, A. H., 2018, In : Journal of Banking and Finance. 92, July, p. 269-279

Research output: Contribution to JournalArticleAcademicpeer-review

The Impact of Overnight Periods on Option Pricing

Boes, M., Drost, F. C. & Werker, B. J. M., 2007, In : Journal of Financial and Quantitative Analysis. 42, p. 517-534

Research output: Contribution to JournalArticleAcademic

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