dr. M.J. Boes



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+31 20 59 86034
7a-47
m.boes@vu.nl
school of business & economics ( finance )
Assistant Professor

Brief Resume

Mark-Jan Boes is assistant professor at the department of Finance at VU Amsterdam. Mark-Jan Boes holds a PhD in Finance from Tilburg University and a master's degree in Econometrics from Erasmus University Rotterdam. Mark-Jan Boes is also the head of Investment Strategy and Research at ABN AMRO Pension Fund. Prior to working for ABN AMRO Pension Fund, dr. Boes was senior portfolio manager and senior research analyst at ABN AMRO Asset Management.

Research Activities

Main research interests are in derivatives pricing (equity and fixed income), asset and liability management, strategic asset allocation, interest rate modelling, optimal portfolio selection, and pension system design.

Office Hours

Wednesdays and Fridays: 7.00 - 16.00.

Please make an appointment (by email) before dropping in.

Additional contact information:

Teaching activities

  • Institutional Investments (master BA-Financial Management and Duisenberg Honours Programme Financial Markets and Regulation)
  • Institutional Investments and ALM (master of Finance and Duisenberg Honours Programme Quantitative Risk Management)
  • Master thesis supervision

Publications

  • Boes, M.-J. & Siegmann, A.H. (2016), “Intergenerational Risk Sharing under Loss Averse Preferences”, Journal of Banking and Finance, forthcoming.  
  • Boes, M.-J., & Leegwater, G.A.C. (2016), “Financiële gezondheidscheck voor individuen”, VBA Journaal, Vol. 32.
  • Boes, M.-J., & Drost, F.C., & Werker, B.J.M. (2007), “The Impact of Overnight Periods on Option Pricing”, Journal of Financial and Quantitative Analysis, Vol. 42.

Other activities

Head of Investment Strategy and Research at ABN AMRO Pension Fund

Personal Webpage

http://personal.vu.nl/m.boes

Nevenwerkzaamheden

ABN-AMRO - Investment Manager Amsterdam, 02 januari 2014
Laatste wijzigingen Nevenwerkzaamheden: Amsterdam 06 februari 2017