Research Output per year
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.
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.
- 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
- ABN-AMRO | Amsterdam | Investment Manager | 2014-01-02 - present
Ancillary activities are updated daily
Research output: Contribution to Journal › Article › Academic › peer-review