R.J. Mahieu
Associate Professorr.j.mahieu@uvt.nl
Faculty of Economics and Business Administration
Department of Econometrics and Operations Research
Expertise
My research interests are concentrated in the fields of finance and econometrics, with a specialization to empirical finance, valuation, time series analysis and risk management. Application fields: international finance, institutional investing, entrepreneurial finance, and energy finance.
Key words
Publications
Principal publications- M. Flood, R. Huisman, C. Koedijk and R. Mahieu, "Quote Disclosure and Price Discovery in Multiple Dealer Financial Markets", 1999, The Review of Financial Studies, Spring, volume 12, no.1, pp. 37-59.
- R. Huisman, C. Huurman and R. Mahieu, "Hourly Electricity Prices", 2007, Energy Economics, volume 29 (2), pp. 240-248.
- B. Tims and R. Mahieu, "A Range-Based Multivariate Model for Exchange Rate Volatility", 2006, Econometric Reviews, volume 25 (2-3),.pp. 409-424.
- R. Huisman and R. Mahieu, "Regime Jumps in Electricity Prices", 2003, Energy Economics, volume 25, pp. 425-434.
Click here for the complete list of publications (Tilburg University Repository Publications only)
Education
Ph.D Financial economics, Maastricht University, 1995
M.A. Econometrics, Erasmus University Rotterdam, 1991
Career
2009- Professor of Entrepreneurial Finance, Eindhoven University of Technology (part-time)
2008- Associate professor, department of Econometrics & OR, Tilburg University
2008- Member CentER, Tilburg University
2006- Researcher, Netspar
2000-2008 Associate professor, department of financial management, Rotterdam School of Management, Erasmus University
1999 Assistant professor , department of financial management, Rotterdam School of Management, Erasmus University
1996-1999 Assistant professor, Econometric Institute, Erasmus University Rotterdam
1995-1996 Postdoc, Maastricht University, Limburg Institute of Financial Economics (LIFE)
1991-1995 Ph.D student, Maastricht University, Limburg Institute of Financial Economics (LIFE)
Publications
Principal publications- M. Flood, R. Huisman, C. Koedijk and R. Mahieu, "Quote Disclosure and Price Discovery in Multiple Dealer Financial Markets", 1999, The Review of Financial Studies, Spring, volume 12, no.1, pp. 37-59.
- R. Huisman, C. Huurman and R. Mahieu, "Hourly Electricity Prices", 2007, Energy Economics, volume 29 (2), pp. 240-248.
- B. Tims and R. Mahieu, "A Range-Based Multivariate Model for Exchange Rate Volatility", 2006, Econometric Reviews, volume 25 (2-3),.pp. 409-424.
- R. Huisman and R. Mahieu, "Regime Jumps in Electricity Prices", 2003, Energy Economics, volume 25, pp. 425-434.
Click here for the complete list of publications (Tilburg University Repository Publications only)
Teaching
R.J. Mahieu teaches the following subjects:
- Entrepreneurial Finance (323062) Further information
- Pension System Design (35M1C8) Further information
- Quantitative Finance (35V5A1) Further information
Teaching activities elsewhere
Dr R.J. Mahieu teaches an MSc course on "Entrepreneurial Finance" at the Eindhoven University of technology (TU/e).
Other activities
- Professor of Entrepreneurial Finance, Eindhoven University of Technology (TU/e)
- Member, CentER, Tilburg University
- Partner, FinEdge International
Room K 624
PO Box 90153
5000 LE Tilburg
| Phone | +31 13 466 8752 |
| Secretary | +31 13 466 2462 |
| r.j.mahieu@uvt.nl |
Associate Professor
Faculty of Economics and Business Administration
Department of Econometrics and Operations Research
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