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Tjeerd DE VRIES

Professeur Assistant

Finance

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

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.

Articles scientifiques

Capital and Labor Income Pareto Exponents Across Time and Space

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

Cahiers de recherche

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

Articles scientifiques

Capital and Labor Income Pareto Exponents Across Time and Space

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

Cahiers de recherche

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

Formation

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

Nominations académiques

Responsabilités académiques à HEC

  • 2024- Professeur Assistant, Finance HEC Paris

Activités scientifiques

Activités scientifiques

  • Referee, American Economic Review: Insights