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Tjeerd DE VRIES

Assistant Professor

Finance

de-vries@hec.fr https://tdevries1.github.io/
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Biography

I earned my Ph.D. from the Economics Department at UC San Diego and a Master's in Applied Mathematics from Delft University of Technology. My research interests focus on empirical asset pricing, financial economics, and asset management, particularly for large institutional investors.

Scientific articles

Capital and Labor Income Pareto Exponents Across Time and Space

Review of Income and Wealth, December 2022, vol. 68, n° 4, pp 1058-1078, (in coll. with A. A. Toda)

Working papers

Robust Asset-Liability Management

Cahier de Recherche , 2023

A Tale of Two Tails: A Model-free Approach to Estimating Disaster Risk Premia and Testing Asset Pricing Models

Cahier de Recherche , 2021

Scientific articles

Capital and Labor Income Pareto Exponents Across Time and Space

Review of Income and Wealth, December 2022, vol. 68, n° 4, pp 1058-1078, (in coll. with A. A. Toda)

Working papers

Robust Asset-Liability Management

Cahier de Recherche , 2023

A Tale of Two Tails: A Model-free Approach to Estimating Disaster Risk Premia and Testing Asset Pricing Models

Cahier de Recherche , 2021

Education

  • Ph.D., Economics, Université de Californie à San Diego_UCSD - USA

Academic appointments

Academic Responsibilities at HEC

  • 2024- Assistant Professor, Finance HEC Paris

Scientific Activities

Editorial activities

  • Referee, American Economic Review: Insights