Experts & Expertise

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

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. Sengmuller teaches the following subjects:

Teaching activities outside the Tilburg University

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
Tel. +31 13 466 2318
 If no reply +31 13 466 3025
Fax. +31 13 466 2875
Email p.sengmuller@uvt.nl

Assistant Professor
Faculty of Economics and Business Administration
Department of Finance

Working days
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Last amended: 26 January 2010
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