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Ralph S.J. Koijen
Visiting Assistant Professor of Finance
Joined Stern: 2007
Leonard N. Stern School of Business
Kaufman Management Center
44 West 4th Street, 9-98 New York, NY 10012
Email:
rkoijen@stern.nyu.edu |
Academic Background
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| Ph.D., Financial Econometrics | Tilberg University, the Netherlands |
Biography
Ralph S.J. Koijen joined New York University Stern School of Business as a Visiting Assistant Professor of Finance in September 2007.
Professor Koijen’s primary research interests include asset pricing, decentralized investment management, real estate finance and household finance. In a recent paper, he developed optimal performance benchmarks and risk constraints for financial institutions that decentralize their investment decisions. In other research, he studied how households choose between adjustable-rate and fixed-rate mortgages. In more recent work, he focuses on estimating recently developed models of delegated portfolio management to further understand the heterogeneity in managerial ability, risk preferences and managerial incentives in the mutual fund industry.
Prior to joining Stern, Professor Koijen was a visiting scholar at the Duke University Fuqua School of Business. While pursuing his Ph.D., he was affiliated with ABP Investments in the Netherlands.
Professor Koijen earned his Ph.D. and his master’s degree in Financial Econometrics, from Tilburg University in the Netherlands.
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