Jacco Thijssen

Profile

Biography

Professor Jacco Thijssen completed his undergraduate studies in Econometrics & Operations Research at Tilburg University in the Netherlands, where he also completed a PhD. After lecturing in Economics at Trinity College Dublin from 2003 and York's department of Economics and Related Studies from 2010, he joined the University of York's Management School as a Professor of Finance in 2014. From the academic year 2019/20 he has held a joint position between UYMS and the Department of Mathematics.

His main research interests are in mathematical models of dynamic decision making in general, and investment under uncertainty (real options) in particular. His current work includes theoretical work that involves game-theoretic aspects (such as pre-emption and attrition) in the timing of investments, as well as applications in the areas of environmental and medical decision making.

Departmental roles

• Head of Section, Mathematical Finance
• PGT Programme Leader, Mathematical Finance
• Programme Leader, FORMS

Research

Overview

Overview

Projects

Investment under uncertainty in the future energy system: The role of expectations and learning [InvestExL]

Electricity companies are facing great uncertainty with respect to investment in renewable electricity capacity. By actively gathering new information and updates on important framework components, companies can learn about the future profitability of potential investment opportunities over time and take this knowledge into account to make better investment decisions. InvestExL will address how green investors should design and time their investments in view of ongoing learning about risks.

The 4-year study is a co-operation between the Department of Industrial Economics and Technology Management at Norwegian University of Science and Technology, Hydro Energi AS, Tilburg University (NL), the University of Illinois at Urbana-Champaign (US), the University of York (UK) and the University of Lisbon (P).

Research group(s)

Mathematical Finance and Stochastic Analysis Research Group

Supervision

Arnon Archankul - aa2363@york.ac.uk

Teaching

Undergraduate

Linear Optimisation and Game Theory

Postgraduate

Linear Optimisation and Game Theory