Professor Jacco Thijssen
Professor of Finance

Profile

Biography

Professor Jacco Thijssen completed his "doctoraal" in Econometrics & Operations Research, as well as his PhD in Mathematical Economics, at Tilburg University in his native Netherlands. After lecturing in Economics at Trinity College Dublin for seven years and stints at York's departments of Mathematics and Economics and Related Studies, he joined the York Management School in July 2014. 
 
His main research interests are on the intersection of industrial organization and corporate finance, where he tries to understand optimal dynamic decision making under uncertainty, using techniques from optimal control theory, optimal stopping theory, game theory, and infinite dimensional analysis.
 

Subject Group

Research

Overview

  • Investment under Uncertainty
  • Applications of Optimal Stopping Theory
  • Timing Games
  • Theory of Incomplete Markets

Publications

Selected publications

Delaney, L. and J.J.J. Thijssen (2014), "The Impact of Voluntary Disclosure on a Firm's Investment Policy". Forthcoming: European Journal of Operational Research.

Thijssen, J.J.J., Kuno J.M. Huisman, and Peter M. Kort (2012), “Symmetric Equilibrium Strategies in Game Theoretic Real Option Models”, Journal of Mathematical Economics48, 219-225.

Hendrickx, R.L.P, J.J.J. Thijssen, and P.E.M. Borm (2012), “Minimum Cost Spanning Tree Games and Spillover Stability”, Theory & Decision73, 441-451.

Thijssen, J.J.J. (2011), “Incomplete Markets, Knightian Uncertainty, and Irreversible Investment”, Journal of Economic Dynamics and Control35, 909-921.

Thijssen, J.J.J. (2010), “Preemption in a Real Option Game with a First Mover Advantage and Player-Specific Uncertainty”, Journal of Economic Theory145, 2448-2462.

Thijssen, J.J.J. (2008), “Optimal and Strategic Timing of Mergers and Acquisitions Motivated by Synergies and Risk Diversification”, Journal of Economic Dynamics and Control32, 1701-1720.

Talman, A.J.J. and J.J.J. Thijssen (2006), “Existence of Equilibrium and Price Adjustments in a   Finance Economy with Incomplete Markets”, Journal of Mathematical Economics42, 255-268.

Thijssen, J.J.J., K.J.M. Huisman and P.M. Kort (2006), “The Effects of Information on Strategic   Investment and Welfare”, Economic Theory28, 399-424.

 

The York Management School
University of York
Freboys Lane
Heslington
York YO10 5GD

Telephone: +44 (0) 1904 325004
Email: jacco.thijssen@york.ac.uk
Room: MBA/110