Position

PhD Researcher in Financial Econometrics/Mathematical Finance, Finance Section, Amsterdam Business School.

Supervisors: Prof. dr. R.J.A. Laeven, Prof. dr. F.C.J.M. de Jong, Prof.dr. P.J.C. Spreij.

Visiting position: I will be a visiting researcher at the Bendheim Center for Finance at Princeton University from September to November 2017.

Research

Research interests: Asset pricing, Credit risk, Liquidity Risk, Financial Econometrics.

Work in Progress

Eiling, E., De Jong, F., Laeven, R. J. A., Sperna Weiland, R. C. (2019). Labor Income Risk and Stock Returns: The Role of Horizon Effects.

Sperna Weiland, R. C. (2018). Credit Risk Premia in Sovereign Credit Default Swaps.

Sperna Weiland, R. C., Laeven, R. J. A., De Jong, F. (2017). Feedback Between Credit and Liquidity Risk in the US Corporate Bond Market.

Professional Publication

Sperna Weiland, R. C. (2015). Liquidity Risk in the Sovereign Credit Default Swap Market, TopQuants Newsletter, 3, 16 - 20.

Education

Tinbergen Institute Research Qualification in Econometrics (2016, GPA 8.6/10). MSc in Stochastics and Financial Mathematics (2014, Cum Laude, GPA 9.2/10) from the VU University Amsterdam. BSc in Mathematics (2012, Cum Laude, GPA 8.7/10) from Utrecht University. BSc in Economics and Business Economics (2010, Cum Laude, GPA 8.6/10) and Honours Program in Economics (2010) from Utrecht University.

Fellowships and Awards

Prof. V. Halberstadt Travel Grant (2017)

C. Willems Foundation Travel Grant (2017)

Society of Financial Economtrics (SoFiE) Travel Grant (2017)

Tinbergen Institute Research Qualification (2016)

Junior Fellow Amsterdam Center of Excellence in Risk and Macro Finance (2016 - )

1st Prize EY TopQuants Quantitative Finance Thesis Awards (2014)

2nd Prize CFA Society European Quant Awards (2014)

Teaching

2018 - 2019:

- Fixed Income Risk Management, UvA, MSc Finance and MSc Actuarial Science and Mathematical Finance.

- Banking Risk Management, UvA, MSc Actuarial Science and Mathematical Finance.

2017 - 2018:

-  Fixed Income Risk Management, UvA, MSc Finance and MSc Actuarial Science and Mathematical Finance.

2016 - 2017:

-  Fixed Income Risk Management, UvA, MSc Business Economics and MSc Actuarial Science and Mathematical Finance.

2015 - 2016:

-  Fixed Income Risk Management, UvA, MSc Business Economics and MSc Actuarial Science and Mathematical Finance.

2014 - 2015:

- Fixed Income Risk Management, UvA, MSc Business Economics and MSc Actuarial Science and Mathematical Finance.