Roger J. A. Laeven

Full Professor, Chair of Risk and Insurance, at the Amsterdam School of Economics, Department of Quantitative Economics, and professor by courtesy at the Amsterdam Business School, Department of Finance, University of Amsterdam.

Director and Co-Founder of ACRM
Academic Director of the BSc AW/AS, MSc ASMF and Amsterdam Executive MSc AS
Academic Member of the Advisory Board IRSG of EIOPA
Professor Katholieke Universiteit Leuven

NEWS

Our paper on continuous and discontinuous leverage is forthcoming in the Journal of the American Statistical Association. 


Photo Credit: Dingena Mol

DETAILED Contact INFORMATION

Prof. dr. Roger J. A. Laeven 
University of Amsterdam, Economics and Business
Amsterdam School of Economics, Department of Quantitative Economics 
Email: R.J.A.Laeven "AT" uva.nl
Webpage: http://www.rogerlaeven.com/

Visiting Address:

Roetersstraat 11
1018 WB Amsterdam, The Netherlands
Room:
  E 4.23
Map:
 https://goo.gl/RS4bhR
Phone (O):  +31 20 525 4219 
Phone (S): +31 20 525 4252

Postal Address:

PO Box 15867
1001 NJ Amsterdam, The Netherlands

I am visiting Princeton University from January to August 2007, November to December 2007, April to May 2008, in April 2009, February 2010, November 2010, January 2011, August 2011, October 2011, January 2012, August 2012, October 2012, February 2013, May 2013, August 2013, August 2014, August 2015, April 2016 and April 2017:

Address:

Princeton University  
Bendheim Center for Finance  
Julis Romo Rabinowitz Building
Princeton NJ, 08544, United States
 

Risk and Macro Finance Center


FINANCIAL
CONTAGION


[1.] Mutual Excitation
 JFE
[2.] Eurozone Mutual Excitation
 JoE
[3.] Leverage
 JASA

CATASTROPHIC
RISK


[1.] Tail Copulas
 AoS
[2.] EU and Cat Risk
 IME

[3.] Pareto Utility
 TD

ROBUST RISK
MEASURES


[1.] Entropic Risk Measures
 MOR
[2.] Robust Portfolio Choice
 MOR
[3.] Robust Risk Sharing
 IME