Prof Dr Peter Schotman (P.C.)
Research profile
Peter Schotman is Professor of Empirical Finance at the School of Business and Economics (SBE) of Maastricht University (UM) and research fellow of the Network for Studies on Pensions, Aging and Retirement (Netspar) in the Netherlands. He has published on many topics in pensions and financial econometrics. Most of his research is related to long-term savings and investments for retirement provision. Topics in this theme include interest rate models, portfolio management, model uncertainty, risk attitudes, financial regulation, risk models, and household decision making.
Key publications
Osterrieder, D., & Schotman, P. (2017). The Volatility of Long-Term Bond Returns: Persistent Interest Shocks and Time-Varying Risk Premiums . Review of Economics and Statistics, 99(5), 884-895. https://doi.org/10.1162/REST_a_00624
More information about this publication
Other publications
Working papers are available at SSRN.
See full CV voor a complete list of publications.