CV

Curriculum Vitae Joost Driessen

Department of Finance

Tilburg University

Faculty of Economics and Business

P.O. Box 90153

5000 LE, Tilburg, the Netherlands

 

Phone: +31-13-4662324 (office)

Phone: +31-13-4662420 (secretary)

EM: j.j.a.g.driessen AT uvt.nl

 

Employment and fellowships

Professor of financial derivatives, Tilburg University, August 2009 - …

Professor of financial derivatives, University of Amsterdam, October 2007 – July 2009

Associate professor of finance, University of Amsterdam, March 2005 – September 2007

Assistant professor of finance, University of Amsterdam, March 2001 – March 2005

 

Ph.D. student at CentER, Tilburg University, August 1997 – February 2001

Visiting Ph.D. student, Department of Economics, University of Chicago, March 2000 - June 2000.

 

Academic Activities

Associate editor of the Review of Finance, Journal of Banking and Finance, and Quarterly Journal of Finance

Referee for Journal of Finance, Review of Financial Studies, Journal of Financial Economics, Journal of Political Economy, Annals of Operation Research, Journal of Economic Dynamics and Control, Journal of Empirical Finance, Journal of Financial Intermediation, Journal of Futures Markets, Journal of Financial Econometrics, Econometrics Journal, Journal of International Money and Finance, Review of Finance, Journal of Banking and Finance, Management Science, Review of Economic Studies.

Organizer 2002-2003 Finance Seminar Series at Tinbergen Institute / UvA.

Organizer of the ‘Annual Asset Pricing Retreat’, 2005-2010 Amsterdam (joint with Ludo Phalippou and Alessandro Beber), 2012 (London), 2013 (Oxford), 2014 (Tilburg)

 

Management

 

PhD Thesis Supervision

Otto van Hemert (graduated 2006, placement: NYU, joint with Frank de Jong)

Tse-Chun Lin (graduated 2009, placement: Hong Kong University)

Dion Bongaerts (graduated 2010, placement: Erasmus University Rotterdam, joint with Frank de Jong)

Juan-Miguel Londono-Yarce (graduated 2011, placement: now at Federal Reserve Board, joint with Lieven Baele)

Patrick Tuijp (graduated 2016, placement: University of Amsterdam, joint with Alessandro Beber)

Ran Xing (graduated 2016, placement: Erasmus University Rotterdam)

Zorka Simon (graduated 2016, placement: University of Mannheim, joint with Theo Nijman)

Ivo Kuiper (graduated 2017)

Jac. Kragt (graduated 2018, joint with Frank de Jong)

Jeroen van Zundert (graduated 2018)

David Zerbib (graduated 2020, joint with University of Lyon, placement: Boston University)

Ricardo Barahona (graduated 2021, joint with Rik Frehen, placement: Central Bank of Spain)

Joren Koeter (graduated 2021, joint with Sebastian Ebert and Ole Wilms, placement: Rotterdam School of Management)

Tomas Jankauskas (graduated 2023, joint with Lieven Baele, placement: NY Fed) 

Michael Pho (joint with Stefano Cassella)

Sul Kim (joint with David Zerbib)

Grants and Prizes

Three research grants Inquire Europe, 2002, 2003, and 2014

VIDI grant from NWO (Netherlands Organisation for Scientific Research), 2010

GARP Research grant for research on corporate bond liquidity, 2008

Research grant Inquire UK, October 2006

Netspar theme grant, 2006 and 2013

VENI grant from NWO, March 2003

Research grant BSI Gamma Foundation, November 2002

2008 Inquire Europe 2nd price for presentation of ‘Derivative Pricing with Liquidity Risk’, 2009.

Barclays Global Investors Award for the best symposium paper at the European Finance Association meeting, 2003

Best Teacher Award Master’s in International Finance UvA program 2003-2004

Best Teacher Award Master’s in International Finance UvA program 2004-2005

Nominated for Best Teacher at the entire University of Amsterdam (10 nominees in total, 2006)

2nd price Pierson Medaille 2007 (promising Dutch young economists)

 

Teaching Experience

University of Amsterdam:

·        Msc courses in Investments, Derivatives, Risk Management

·        PhD courses in Asset Pricing and Advanced Asset Pricing

 

Tilburg University

·        Msc and MBA courses in Derivatives and Investments

·        PhD course in Asset Pricing

 

Master's thesis supervision in econometrics and finance.

 

Applied Research

Applied research projects and executive teaching for ABP, PGGM, Philips Pension Fund, APG, Rabobank International, ABN-AMRO, IMC Asset Management, KIFID, Kempen Capital Management, van Lanschot Bankiers, Norwegian Ministry of Finance.

Member of academic advisory board at Philips Pension Fund.

 

Education and Qualifications

Ph.D. in quantitative finance, Center for Economic Research, Tilburg University, June 2001

Dissertation: Empirical Studies on the Pricing of Bonds and Interest Rate Derivatives (June 2001). Supervisors: Theo Nijman and Bertrand Melenberg.

 

University: Tilburg University, 1992-1997, doctorandus degree in econometrics (cum laude).

Secondary: Dominicus Gymnasium Nijmegen, 1986-1992 (cum laude).