Overview
I am an applied econometrician and mathematician with a broad interest in finance and economics and a special interest in the theme of risk & investments (banks, insurance companies and other large financial institutions). The continuous thread (not threat!) in my work is the use of econometric and statistical methods. The key message of a large part of my academic work is that such methods are essential for correctly answering research questions.
During the past >20 years, I have designed and taught various BSc and MSc courses in the field of risk theory, actuarial finance, financial econometrics and applied statistics. I also have experience with executive teaching in the field of financial risk management. As a supervisor, I have supervised many BSc and MSc theses. Under my supervision as a promotor, several PhD students successfully completed and defended their thesis.
Education
1999 - 2003: PhD in Financial Econometrics, Tilburg University. Dissertation title: Empirical Studies of Market Microstructure. Supervisors: Theo Nijman and Arthur van Soest.
1996 - 2000: MSc Mathematics (specialization Probability Theory and Statistics), Vrije Universiteit Amsterdam (cum laude).
1995 - 1999: MA Econometrics (specialization Operations Research), Vrije Universiteit Amsterdam (cum laude).
Employment history
2021 - present: University of Twente, Faculty of Behavioural, Management and Social Sciences, Department of Hightech Business and Entrepreneurship, Section Financial Engineering
2006 - 2021: University of Groningen, Faculty of Economics and Business
2004 - 2006: University of Twente, Financial Engineering Lab
2003 - 2004: Pension and Insurance Supervisory Authority / Dutch Central Bank
Expertise
Economics, Econometrics and Finance
- Investors
- Banking
- Estimation Theory
- Inflation
- Revenue
- Costs
- Price
- Stock
Organisations
My research focuses on themes in risk and investments, especially issues related to banks and other large financial institutions. The key message of a large part of my academic work is that the choice of the quantitative method is key to correctly answering research questions in this field.
Publications
2024
2023
2022
2021
2020
Research profiles
Affiliated study programs
Courses academic year 2024/2025
Courses in the current academic year are added at the moment they are finalised in the Osiris system. Therefore it is possible that the list is not yet complete for the whole academic year.
Courses academic year 2023/2024
- 191860181 - Risk Management
- 194100060 - Master Thesis IE&M
- 201000202 - Management Control for Financial Inst.
- 201300062 - Structured Products
- 201500101 - Master Thesis Research Proposal
- 201500102 - Master Thesis Research Project
- 202000434 - BSc Research Assignment
- 202000576 - Research Proposal Bachelor Thesis IBA
- 202000579 - Bachelor Thesis IBA
- 202001464 - Thesis Preparation
In 2009, I was awarded a theme grant from Netspar for the project "The influence of market imperfections on recovery plans for pension funds". Two PhD students (Eelco Zandberg and Zaghum Umar) were involved in this project and successfully defended their thesis, named "Essays on pensions and savings" and "Empirical studies on long-term investing", respectively.
In 2012, I received an NWO VIDI grant for the project "Banking competition and macroeconomic performance". This grant was used to set up a research group for developing new measures of market power and for analyzing the impact of banking competition on economic growth and financial stability. Pieter IJtsma was involved as a PhD student and successfully defended his thesis "Financial stability, economic growth, and the banking sector". Michaelis Zaouras was involved as a postdoctoral reseacher.
In 2017, I was awarded a KNAW-NIAS Fellowship for the project "Scale effects in the U.S. banking sector: A paradox?", so I spent the academic year 2017-2018 at the NIAS (=Netherlands Institute for Advanced Study) in Amsterdam. During this year I studied scale effects in the U.S. banking sector. See also https://nias.knaw.nl/fellow/spierdijk-laura/
Address
University of Twente
Ravelijn (building no. 10), room 2420
Hallenweg 17
7522 NH Enschede
Netherlands
University of Twente
Ravelijn 2420
P.O. Box 217
7500 AE Enschede
Netherlands
Organisations
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