P. (Paul) Sengmuller
Assistant Professorp.sengmuller@uvt.nl
Faculty of Economics and Business Administration
Department of Finance
Expertise
Key words
Publications
Principal publications- "Correlated Trading and Returns" (with Daniel Dorn and Gur Huberman), Journal of Finance 63(2), 2008, pp.858-920
- "Performance and Employer Stock in 401(k) Plans" (with Gur Huberman), Review of Finance 8(3), 2004, pp. 403-443
- "An International Dynamic Asset Pricing Model" (with Tat-Chee Ng and Robert Hodrick), International Tax and Public Finance 6(4), 2000, pp. 597-620
Click here for the complete list of publications (Tilburg University Repository Publications only)
Education
- Ph.D. in Economics, Columbia University, Department of Economics, New York NY, May 2002, Thesis advisors: Gur Huberman, Robert Hodrick, thesis: Essays in Finance
- Mag.rer.soc.oec., Economics (Volkswirtschaftslehre), University of Vienna, May 1994, Vienna, Austria,Thesis: Calibration of a Real Business Cycle Model
Career
- Assistant Professor, Department of Finance, Tilburg University, Aug. 2007 - present
- Assistant Professor, Finance Group, University of Amsterdam, Nov. 2005 - Aug. 2007
- Visiting Research Fellow, De Nederlandsche Bank,Oct. 2004 - Oct. 2005
- Postdoc, Finance Group, University of Amsterdam, Aug. 2002 - Oct. 2005
Publications
Principal publications- "Correlated Trading and Returns" (with Daniel Dorn and Gur Huberman), Journal of Finance 63(2), 2008, pp.858-920
- "Performance and Employer Stock in 401(k) Plans" (with Gur Huberman), Review of Finance 8(3), 2004, pp. 403-443
- "An International Dynamic Asset Pricing Model" (with Tat-Chee Ng and Robert Hodrick), International Tax and Public Finance 6(4), 2000, pp. 597-620
Click here for the complete list of publications (Tilburg University Repository Publications only)
Projects
"Trading as Entertainment" (with Daniel Dorn)
Collaboration
Fellowships:
- Fulbright Fellow, 1995-1999
- Presidents Fellow, Columbia University, 1996-2001
Conferences
Professional Presentations
- ICPM Discussion Forum, Maastricht, October 2007.
- Netspar lunch seminar, Tiburg,March 2007.
- University of Maastricht, Finance Group, March 2007.
- European Finance Association Meetings, Zurich, August 2006.
- Western Finance Association, Keystone, Colorado, June 2006.
- 12th Mitsui Life Symposium, Ann Arbor, Michigan, June 2006.
- European Summer Symposium in Financial Markets (ESSFM) Gerzensee, July 2004 and July 2005.
- Helsinki School of Economics, Helsinki, February 2005.
- Annual Meetings of the Eastern Financial Association, Mystic, Connecticut, April 2004.
- European Finance Association Meetings, Glasgow, UK, August 2003.
- Annual Meeting of the German Finance Association, Mainz, Germany, October 2003.
- RTN Workshops on Financing Retirement in Europe, (December 2002, Barcelona; November 2003, Amsterdam).
Universita L. Bocconi (IGIER), Milan, Italy, January 2003. - Norwegian School of Economics, Oslo, February 2002.
- City University Business School, London, UK, February 2002.
- Johannes Gutenberg University, Mainz, Germany, February 2002.
- NOVA, Lisbon, Portugal, February 2002.
Conference Discussions
- 10th DNB Research conference, Amsterdam, November 2007
- Workshop on Portfolio Choice and Investor Behavior, Stockholm Institute for Financial Research (SIFR), Stockholm, September 2004.
- AFA Meetings 2003, Washington DC. ; European Finance Association Meetings 2003
- Glasgow, UK; Annual Meeting of the German Finance Association, Mainz, Germany, October 2003
- RTN Workshops on Financing Retirement in Europe, (December 2002, Barcelona; May 2003, Naples)
Teaching
P. (Paul) Sengmuller teaches the following subjects:
- Research MSc in Business: Finance Thesis (300833) Further information
- Finance for Premasters (323061) Further information
- Derivative Securities and Risk Management (325017) Further information
- Master's Thesis Financial Management (390304) Further information
- Master's Thesis International Business: Finance (390317) Further information
Teaching activities elsewhere
Teaching experience:
- Finance 101PE: Introductory Finance (Bachelor), University of Amsterdam, 2003-2006.
- Finance 203BE: Intermediate corporate finance (Bachelor), University of Amsterdam, 2006.
- Corporate Financial Management (Bachelor), University of Amsterdam, 2006.
- Investments, Master of International Finance, University of Amsterdam, 2003.
- Topics in Finance, Master of International Finance, Sessions on Behavioral Finance, University of Amsterdam, 2004-2005.
- Intermediary Microeconomics (Bachelor), Summer Program, Columbia College, 2001.
- Introduction to Accounting and Finance (Bachelor), Columbia University, 2001.
Other activities
Referee Activities:
- Review of Finance
- Journal of Finance
- Journal of Banking and Finance
- Management Science
Contact details
Room K 938
PO Box 90153
5000 LE Tilburg
Room K 938
PO Box 90153
5000 LE Tilburg
| Phone | +31 13 466 2318 |
| Secretary | +31 13 466 3025 |
| Fax | +31 13 466 2875 |
| p.sengmuller@uvt.nl |
Assistant Professor
Faculty of Economics and Business Administration
Department of Finance
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Last amended: 26 January 2010
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