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dr. Anne Opschoor

Associate Professor, School of Business and Economics, Finance

, Tinbergen Institute

Personal information

Anne Opschoor is an Associate Professor at the Department of Finance at Vrije Universiteit Amsterdam. In addition, he is a research fellow at the Tinbergen Institute. Under supervision of Dick van Dijk and Michel van der Wel, he obtained his PhD at the Tinbergen Institute/Econometric Institute at the Erasmus University Rotterdam in February 2014. He holds a master's degree in financial econometrics with honors from Erasmus University Rotterdam.

Research

His research interests include financial econometrics, time series econometrics, risk management, volatility modeling, and copulas. See his personal webpage for a list of publications and working papers.

In 2021, he was awarded a VIDI grant for his research proposal entitled Heterogeneity in extreme risks in high dimensions'.  

Teaching

Anne teaches various courses at Vrije Universiteit Amsterdam:

  • Empirical Finance (Master Finance Core course)
  • Research Project (Master Finance course)
  • Quantitative Research Methods III (Bachelor Economics and Business Economics)
  • Mathematics (PreMaster Finance Core course)
  • Bachelor's and Master's thesis supervision
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