Welcome! I am an Assistant Professor of Finance at Rotterdam School of Management, Erasmus University. My research focuses on Asset Pricing, Derivative Markets, Behavioral Finance and Macro-Finance.
Contact details:
Department of Finance at Rotterdam School of Management, Erasmus University
Office: T08-32
Tel.: +31 (0) 10 408 9505
Email: koeter@rsm.nl
Curriculum Vitae (April 2025)
What Drives Variance Swap Prices?
Presentations (includes scheduled): FMA Derivatives and Volatility 2025, AFA 2023, MFA 2022, SFA 2021, TADC 2021, Derivative Markets Conference 2021, Paris-Dauphine University, Stockholm Business School, Rotterdam School of Management, Tilburg University.
The Size Premium in a Granular Economy, with Logan Emery
Media Coverage: WSJ Heard on the Street, Morningstar, Quantpedia
Presentations (includes scheduled): SFA 2024*, EEA 2024*, RBFC 2024, Leibniz Institute SAFE, Frontiers of Factor Investing 2024, Tilburg University, Robeco, Venice Finance Workshop*, Erasmus University Rotterdam.
Dissecting Excess Volatility: The Impact of Intermediary Constraints, with Thomas Gruenthaler
Presentations (includes scheduled): Canadian Derivatives Institute (CDI) conference 2025*, Liverpool Workshop in Option Markets 2025*, Nova SBE*, Tilburg University*, BI Oslo*, Erasmus University Rotterdam.
FOMO in equity markets? Concentration Risk in (Sustainable) Investing, with Andreas Brøgger and Mathijs van Dijk
Media Coverage: Top1000funds (in English), de Tijd (in Dutch), PensioenPro (in Dutch)
Presentations (includes scheduled): CFA the Netherlands 2025*, Netspar 2025, Erasmus University Rotterdam*.
Π-CAPM: The Classical CAPM with Probability Weighting and Skewed Assets, with Joost Driessen and Sebastian Ebert, Review of Financial Studies, accepted
Horizon effects in the pricing kernel: How investors price short-term and long-term risks, with Joost Driessen and Ole Wilms, Journal of Financial and Quantitative Analysis, accepted
MSc Finance and Investments: Risk Management & Fixed Income
BSc International Business Administration: Investment Analysis & Portfolio Management