Biography
My research focuses on Asset Pricing, Derivative Markets, Behavioral Finance and Macro-Finance. For more information regarding my research and for an overview of my working papers, please visit my website: https://sites.google.com/view/jorenkoeter/
Rotterdam School of Management, Erasmus University
Assistant professor | Department of Finance
- koeter@rsm.nl
More information
Work
- Joost Driessen, Sebastian Ebert & Joren Koeter (2025) - Π-CAPM: The Classical CAPM with Probability Weighting and Skewed Assets - [link]
- Joost Driessen, Joren Koeter & Ole Wilms (2025) - Horizon Effects in the Pricing Kernel: How Investors Price Short-term versus Long-term Risks - [link]
- Logan Emery & Joren Koëter (2023) - The Size Premium in a Granular Economy - doi: 10.2139/ssrn.4597933
- Joren Koeter (2021) - What Drives Variance Swap Prices? - [link]
Investments II
- Year Level
- master, IM/CEMS, Exchange, ERIM
- Year
- 2025
- Course Code
- BM14FI
