Lieske Coumans

Thank you for visiting my website. I am a fifth year PhD Candidate at the Econometrics department of Tilburg University and a research fellow at Netspar, a Dutch inter-university research network. 

My fields of interest include asset pricing, (interest rate) risk management, and robust portfolio choice (under parameter uncertainty).  My supervisors are Anne Balter and Frank de Jong. Our work in progress can be found here.

I hold a bachelor and master degree in econometrics from Maastricht University. Moreover, I followed several (research) courses related to actuarial sciences and finance at the University of Amsterdam and Tilburg University. I also gained business experience from working at an actuarial consultancy company and an insurance company (as a certified actuary). 

During the first semester of 2022-2023 I visited Aarhus University, hosted by Malene Kallestrup-Lamb and Charlotte Christiansen.