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Jacco Thijssen

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.

Research

Overview

Overview

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

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

Teaching

Undergraduate

Linear Optimisation and Game Theory

Picture of Jacco Thijssen

Contact details

Prof. Jacco Thijssen
G/N/144/RCH/226

Tel: +44 1904 32 4138/+44 (0) 1904 325004