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Tilburg University Eindhoven University of Technology Tilburg University Eindhoven University of Technology
Amsterdam • Taipei • Tilburg • Utrecht
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Faculty | Roon, F.A. de (Frans)

Roon, F.A. de (Frans) Roon, F.A. de (Frans)
Professor of Finance (Investment Theory)
Areas of expertise: Finance (Investments)



Frans de Roon earned his PhD from Tilburg University in 1997 on portfolio choice and asset pricing. His thesis was rewarded the SNS Bank best-thesis award.
Currently, Frans de Roon is Director of the FinanceLab at TiasNimbas Business School. He is also the Academic Director of the Master in Finance and the Master of Business Valuation. At TiasNimbas, he is teaching many different courses in Finance, both for MBA students and executives. He holds a chair in Finance (Investments) at Tilburg University.
Previously, from 2010 till 2012, he was vice-dean Research at Tilburg School of Economics and Management. He was member of the management team.
He is co-founder of Tilburg Center of Finance and also associated scholar of the European Institute of Advanced Studies in Management (EIASM).
Until 2010 he was member of the board of Netspar, as director partner contacts. From 2003-2007 he was member of the board and Academic Dean of TiasNimbas Business School. From 1996-2000 he was affiliated with RSM Erasmus University, where he was also the director of the Rotterdam Institute of Financial Management.
Frans de Roon is doing research in financial markets, with a special emphasis on portfolio problems, risk management, empirical finance, performance measurement, commodities, emerging markets and futures markets. He is publishing in various academic journals, such as the Journal of Finance, the Journal of Financial Economics, the Journal of Empirical Finance, Journal of Financial and Quantitative Analysis, and Management Science. He is member of the Editorial Board of the Journal of International Money and Finance.
Apart from his teaching and research experience, he has broad experience in applied research projects and consultancy, in particular on Asset & Liability Management, Investments and Valuation. He is member of the supervisory boards of Kardan Financial Services and of First Liability Matching.

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Roon, F.A. de, & Szymanowska, M. (2012). Asset Pricing Restrictions on Predictability: Industry Returns: Frictions Matter. Management Science, (Articles in Advance, April 27 2012), 1-17.

Eiling, E., Gerard, B., Hillion, P, & de Roon, F.A. (2012). International Portfolio Diversifaction: Currency, Industry and Country Effects Revisited. Journal of International Money and Finance, 31(5), 1249-1278.

Eiling, E., Gerard, B., & Roon, F.A. (2012). Euro-zone Equity Retursn: Country versus Industry Effects. Review of Finance, 16(3), 755-798.

De Jong, F., & de Roon, F.A. (2005). Time-varying Market Integration and Expected Returns in Emerging Markets. Journal of Financial Economics, 78(3), 583-613.

Nijman, T.E., de Roon, F.A., & Werker, B.J.M. (2001). Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets. Journal of Finance, 56, 723-744.

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