Website Erasmus University Rotterdam, viewed December 22, 2023 https://www.eur.nl/people/erik-kole

Selecting copulas for risk management, 2006: t.p. (Erik Kole; Erasmus Univ. Rotterdam)

Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error

Email from author, June 27, 2006 (Hendrikus Johannes Geradus Kole; Dr. Erik Kole; b. July 18, 1978)

Erik Kole is an assistant professor at the Econometric Institute of Erasmus University Rotterdam. His research interests include asset pricing, risk management and financial econometrics, with a focus on crises and crashes in financial markets. He has published his research in international academic journals, like the Journal of Applied Econometrics and the Journal of Banking and Finance. Professor Kole teaches in the Quantitative Finance program of the MSc Econometrics and Management Science. He is academic director of the Dutch and International bachelors in Econometrics and Operations Research. He was a visiting scholar in the department of Economics of Pompeu Fabra University in Barcelona in 2019. He obtained his PhD in 2006 from the Rotterdam School of Managament.