On Crises, Crashes and Comovements
Erik Kole was born in Valkenswaard on July 18, 1978. He attended the Hertog Jan College(Scholengemeenschap Were Di) in Valkenswaard, at which he obtained a Gymnasium diploma with distinction in 1996. From 1996 to 2001 Erik studied Econometrics at Maastricht University. He wrote his Master's thesis titled Hedging Basket Options based on an internship at Fortis Bank Investment Banking during the academic year 2000/2001. In 2001 he received his Master's degree with distinction. In September 2001 he joined the Financial Management Department of the Rotterdam School of Management (RSM) at Erasmus University Rotterdam as a PhD-student and became assistant professor as of September 2005. His PhD-track was supported by the Erasmus Research Institute of Management (ERIM). He presented parts of his research at several international conferences and seminars, including the 2005 meeting of the European Finance Association in Moscow. The article version of Chapter 3 of his dissertation is accepted for publication in the Journal of Banking & Finance. His teaching experience include Bachelor courses in the (International) Business Administration Program of RSM Erasmus University. Currently, Erik is working for the Econometric Institute of the Erasmus School of Economics and Business Economics at Erasmus University Rotterdam as a postdoctoral researcher and assistant professor. His research interests focus on risk management, asset pricing and ¯nancial econometrics.
|Publisher||Erasmus Research Institute of Management (ERIM)|
|Promotor||Koedijk, C.G. (Kees) , Verbeek, M.J.C.M. (Marno)|
|Sponsor||Prof.Dr. Ph.H.B.F. Franses Prof.Dr. P.C. Schotman Dr. R.J. Mahieu|
|Keywords||Asset Allocation, Asset Pricing, Bubbles, Copulas, Dependence, Diversification, Financial Crises, Regime Switching Models, Risk Management, Systemic Risk|
Kole, H.J.W.G.. (2006, June 23). On Crises, Crashes and Comovements. Erasmus Research Institute of Management (ERIM). Retrieved from http://hdl.handle.net/1765/7829