Martijn de Vries

My time as a student started in 2011 in Tilburg with the Bachelor in Econometrics from which I graduated in 2014. During the bachelor program, I got interested in mathematical finance and subsequently pursued a master's in Quantitative Finance from which I graduated (cum laude) in 2015. For my master thesis I was supervised by prof. Bas Werker who encouraged me to apply for a PhD in Finance. The university allowed me to do an intensive customized one-year research master from which I graduated (with distinction) in 2016. In the fall of 2016 I started as a PhD candidate in Finance. During my time as a PhD I have had the pleasure to learn from the faculty at the department. A period that has proven to be especially insightful for my work was my visit to Yale sponsored by prof. Nicholas Barberis. I am very grateful for this experience which allowed me to learn from the specialized expertise of Yale's faculty and students.

Expertise

My dissertation Asset Pricing Theory under Behavioral Decision Making (supervised by prof. Bas Werker and dr. Ole Wilms) currently includes three projects. In these projects, I am interested in explaining aggregate financial market anomalies and individual investor behavior by allowing individuals to exhibit so-called behavioral biases. The current state of the literature does not allow to propose a unified theory of a behavioral agent, though, with my research I aim to contribute to this purpose as I am convinced this will provide a better understanding of investor behavior in financial markets.

My Three Chapters are

• Time-Varying Risk Preferences and the Equity Term Structure (Job Market Paper)
• Limited Attention and the Dynamics of Probability Weighting (with dr. Nikolaus Schweizer)
• The u-shaped trading frequency of IPOs (with dr. Ole Wilms and prof. Bas Werker)

Companies

• Assistant Professor Of Finance Vrije Universiteit Amsterdam (2021 — 2021)
• PhD Candidate in Finance Tilburg University (2016 — 2021)
• Visiting Assistant in Research Yale School of Management (2018 — 2019)
• Data Analyst Van Deursen Retail (2014 — 2015)
• Student Researcher MarketConcern Van Spaendonck (2013 — 2013)

Education

• Research Master (MSc) Tilburg University (2015 — 2016)
• Master of Science (MSc) Tilburg University (2014 — 2015)
• Tilburg University (2014 — 2015)
• Bachelor of Science (BSc) Tilburg University (2011 — 2014)
• Atheneum Almende College Isala (2005 — 2011)