J. (Jaap) Spronk

Full Professor
Rotterdam School of Management (RSM)
Erasmus University Rotterdam

Jaap Spronk is a professor of financial management science at Rotterdam School of Management, Erasmus University (RSM).

Professor Sponk is the academic dean of the school's MBA programmes.

  • Mehrotra, V., Schaik, D. van, Steenbeek, O.W. & Spronk, J. (2011). Creditor-Focused Corporate Governance: Evidence from Mergers and Acquisitions in Japan. Journal of Financial and Quantitative Analysis, 46(4), 1051-1072.[go to publisher's site]
  • Spronk, J. & Schauten, M.B .J. (2010). Optimal Capital Structure. In Constantin Zopounidis & Panos.M Pardalos (Eds.), Handbook of Multicriteria Analysis (pp. 405-424). heidelberg: Springer.
  • Lovric, M., Kaymak, U. & Spronk, J. (2010). Modeling investor sentiment and overconfidence in an agent-based stock market. Human Systems Management, 29(2), 89-101.[go to publisher's site]
  • Lovric, M., Kaymak, U. & Spronk, J. (2010). Modeling Loss Aversion and Biased Self-Attribution Using a Fuzzy Aggregation Operator. In Proceedings of the 2010 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE 2010) (pp. 1-8). Barcelona, Spain.
  • Watkins, K., Dijk, D.J.C. van & Spronk, J. (2010). Corporate governance and performance during normal and crisis periods: evidence from an emerging market perspective. International Journal of Corporate Governance, 1(4), 382-399.
  • Lovric, M., Kaymak, U. & Spronk, J. (2009). Overconfident investors in the LLS agent-based artificial financial market. In Proceedings of the IEEE Symposium on Computational Intelligence for Financial Engineering (CIFEr 2009) (pp. 58-65). Nashville, Tennessee, USA.
  • Spronk, J., Watkins, K. & Dijk, D.J.C. van (2009). Crisis Macroeconómica y desempeño de la empresa individual. Trimestre Economico, LXXVI(304), 991-1026.
  • Lovric, M., Almeida e Santos Nogueira, R.J. de, Kaymak, U. & Spronk, J. (2009). Modeling investor optimism with fuzzy connectives. In J.P. Carvalho, D. Dubois, U. Kaymak & J..M..C. Sousa (Eds.), Proceedings of the Joint 2009 International Fuzzy Systems Association World Congress and 2009 European Society of Fuzzy Logic and Technology Conference (pp. 1803-1808). Lisbon, Portugal.
  • Lovric, M., Almeida e Santos Nogueira, R.J. de, Kaymak, U. & Spronk, J. (2009). Modeling Investor Optimism with Fuzzy Connectives. In Proceedings of the IFSA World Congress (pp. 1803-1808). Lisbon.
  • Schauten, M.B.J. & Spronk, J. (2009). Optimal Capital Structure Decision in a Multi-Criteria Framework; Solutions for an M&A Case as Proposed by Practicing Financial Experts. In C. Zopounidis (Ed.), The Journal of Financial Decision Making Vol. 5. The Journal of Financial Decision Making (pp. 73-102). Athene: Klidarithmos.
  • Pouchkarev, I., Spronk, J. & Trinidad Segovia, J.E. (2006). Empirical Insight on the Heterogeneity of the Spanish Stock Market. Estudios de Economia Aplicada, 1089-1106.
  • Spronk, J. & Wijst, N. van der (2005). Financial modelling and the quality of corporate reports. European Journal of Operational Research, 161(2), 295-297.
  • Watkins, K., Spronk, J. & Felix, L. (2005). Propagacion de crisis en las empresas: la experiencia mexicana. Economia Mexicana, XIV(1), 119-135.
  • Hallerbach, W.G.P.M., Spronk, J., Hundack, C.J.E. & Pouchkarev, I. (2005). Market Dynamics From The Portfolio Opportunity Perspective: The DAX Case. Zeitschrift fur Betriebswirtschaft, 75(7/8), 739-764.
  • Spronk, J., Pouchkarev, I. & Trinidad Segovia, J.E. (2004). Dynamics of the Spanish Stock Market through a broadband view of the IBEX 35® index. Estudios de Economia Aplicada, 22(1), 7-21.
  • Hallerbach, W.G.P.M., Ning, H. & Spronk, J. (2004). The effects of decision flexibility in the hierarchical investment decision process. Frontiers in Finance and Economics, 1(1), 17-35.
  • Hallerbach, W.G.P.M., Ning, H., Soppe, A.B.M. & Spronk, J. (2004). A framework for managing a portfolio of socially responsible investments. European Journal of Operational Research, 153(2), 517-529.[go to publisher's site]
  • Spronk, J. & Vermeulen, E.M. (2003). Comparative performance evaluation under uncertainty. European Journal of Operational Research, 150(3), 482-495.[go to publisher's site]
  • Hallerbach, W.G.P.M. & Spronk, J. (2002). The relevance of multi-criteria decision making for financial decisions. Journal of Multi-Criteria Decision Analysis, 11(4-5), 187-195.
  • Hallerbach, W.G.P.M. & Spronk, J. (2002). A multidimensional framework for financial-economic decisions. Journal of Multi-Criteria Decision Analysis, 11(3), 111-124.
  • Spronk, J. & Wijst, N. van der (2001). Financial modelling in the new millennium. European Journal of Operational Research, 134(2), 229-231.[go to publisher's site]
  • Spronk, J. & Post, G.T. (1999). Performance benchmarking using interactive data envelopment analysis. European Journal of Operational Research, 115, 472-487.
  • Spronk, J. (1999). Financial modelling as a bridging feature. European Journal of Operational Research, 114, 217-218.
  • Hallerbach, W.G.P.M. & Spronk, J. (1997). Financial modelling: where to go? With an illustration for portfolio management. European Journal of Operational Research, 99, 113-125.
  • Spronk, J. & Castagnoli, E. (1996). The virtual reality of financial-economic decision making. European Journal of Operational Research, 91(2), 211-213.
  • Spronk, J., Wijst, D. van der & Vermeulen, E.M. (1996). Analyzing risk and performance using the multi-factor concept. European Journal of Operational Research, 93, 173-184.
  • Goedhart, M.H. & Spronk, J. (1995). An interactive heuristic for financial planning in decentralized organisations. European Journal of Operational Research, 86, 162-175.
  • Goedhart, M.H. & Spronk, J. (1995). Financial planning with fractional goals. European Journal of Operational Research, 82, 111-124.
  • Vermeulen, E.M., Spronk, J. & Wijst, D. van der (1994). Visualizing interfirm cpmparison. Omega, 22(4), 331-338.
  • Vermeulen, E.M., Spronk, J. & Wijst, D. van der (1994). Ondernemingsrisico ontleed. MAB, 68(3), 132-139.
  • Spronk, J. (1994). Aspects of applications. Journal of Multi-Criteria Decision Analysis, 3(2), 63-64.
  • Koster, J.M.D., Spronk, J. & Vermeulen, E.M. (1994). Project performance evaluatie. Bedrijfskunde, 4, 50-53.
  • Spronk, J. (1994). Aspects of applications. Journal of Multi-Criteria Decision Analysis, 3(2), 63-64.
  • Koster, J.M.D., Spronk, J. & Vermeulen, E.M. (1994). Project performance evaluatie. Bedrijfskunde, 66(4), 50-53.
  • Vermeulen, E.M., Spronk, J. & Wijst, N. van der (1994). Ondernemingsrisico ontleed. MAB, 132-139.
  • Annaert, J.J.J., Spronk, J. & Huisman, R. (Eds.). (1999). Financiering en Belegging. Rotterdam: Sectie Finance & Investments.
  • Annaert, J.J.J., Meulen, J. van der & Spronk, J. (Eds.). (1998). Financiering en Belegging. Rotterdam: Sectie Finance & Investments.
  • Spronk, J., Karwan, M.H. & Wallenius, J. (Eds.). (1997). Essays in decision making. Heidelberg: Springer Verlag.
  • Steenbeek, O.W., Bergh, W.M. van den, Schauten, M.B.J. & Spronk, J. (Eds.). (1997). Financiering en Belegging. Rotterdam: Capaciteitsgroep Accounting & Finance.
  • Soppe, A.B.M., Spronk, J., Vermeulen, E.M. & Vorst, A.C.F. (1994). Financiering en belegging: stand van zaken anno 1994. Rotterdam: Vakgroep Financiering en Belegging.
  • Lovric, M., Kaymak, U. & Spronk, J. (2010). A conceptual model of investor behavior. In S. Nefti & J.O. Gray (Eds.), Advances in Cognitive Systems (IET Control Engineering Series, 71) (pp. 369-394). London, UK: Institution of Engineering and Technology.
  • Spronk, J., Steuer, R.E. & Zopounidis, C. (2004). Multicriteria decision aid/analysis in finance. In J. Figueira, S. Greco & M. Ehrgott (Eds.), Multiple criteria decision analysis: state of the art surveys (pp. 799-858). Boston/Dordrecht/London: Kluwer Academic Publishers.
  • Spronk, J., Pouchkarev, I. & Vliet, W.N. van (2004). Portfolio return characteristics of different industries. In G. Fandel, U. Backes-Gellner, M. Schlüter & J.E. Staufenbiel (Eds.), Modern concepts of the theory of the firm. Managing enterprises of the new economy (pp. 434-448). Berlin: Springer-Verlag.
  • Spronk, J. & Post, G.T. (2000). Evaluating productive performance under uncertainty: combining data envelopment analysis, mean-variance analysis, and multi-factor risk models. In Y. Shi & M. Zeleny (Eds.), New frontiers of decision making for the information technology era (pp. 249-269). Singapore: World Scientific Publishing Co. Pte. Ltd..
  • Hallerbach, W.G.P.M. & Spronk, J. (2000). A multicriteria framework for risk analysis. In Y.Y. Haimes & R. Steuer (Eds.), Research and practice in multiple criteria decision making (pp. 272-283). Berlin: Springer Verlag.
  • Spronk, J. & Groenendijk, A.A. (2000). Portfolio performance through the eyes of monkeys. In M. Bonilla, T. Casasus & R. Sala (Eds.), Financial modelling (pp. 203-213). New York: Physica-Verlag Heidelberg.
  • Vermeulen, E.M., Spronk, J. & Wijst, D. van der (1998). The application of the multi-factor model in the analysis of corporate failure. In C. Zopounidis (Ed.), Operational tools in the management of financial risks (pp. 59-73). Massachusetts: Kluwer Academic Publicers.
  • Spronk, J. & Vermeulen, E.M. (1997). Interfirm performance evaluation under uncertainty, a multidimensional framework. In J. Climaco (Ed.), Multicriteria analysis (pp. 508-518). Berlin: Springer-Verlag.
  • Hallerbach, W.G.P.M. & Spronk, J. (1997). A multi-dimensional framework for portfolio management. In M.H. Karwan, J. Spronk & J. Wallenius (Eds.), Essays in decision making (pp. 275-293). Berlin: Springer-Verlag.
  • Brannback, M. & Spronk, J. (1997). A multidimensional framework for strategic decisions. In G. Fandel & T. Gal (Eds.), Multiple criteria decision making (pp. 582-590). Berlin: Springer-Verlag.
  • Spronk, J. & Groenendijk, A.A. (1997). Portfolio performance through the eyes of monkeys. In W.M van den Bergh, W.B.J. Schauten, J. Spronk & O.W. Steenbeek (Eds.), Financiering en Belegging (pp. 31-45). Rotterdam: Capaciteitsgroep Accounting & Finance.
  • Karwan, M.H., Spronk, J. & Wallenius, J. (1997). Quot homines, tot sententiae. In M.H. Karwan, J. Spronk & J. Wallenius (Eds.), Essays in Decision Making (pp. 1-4). Berlin: Springer-Verlag.
  • Spronk, J. & Eije, J.H. von (1996). Ondersteuning van investeringsbesluitvorming. In J.H. von Eije & P.J.J.M. van Loon (Eds.), De financiële functie en ondernemingswaarde (pp. 175-186). Alphen a/d Rijn/Diegem: Samsom BedrijfsInformatie.
  • Goedhart, M.H. & Spronk, J. (1994). Experiments with interactive multi-level models. In G.H. Tzeng, H.F. Wang, U.P. Wen & P.L. Yu (Eds.), Multiple criteria decision making: Expand and Enrich the domains of thinking and application (pp. 155-173). Berlin: Springer Verlag.
  • Schauten, M.B.J. & Spronk, J. (2007). An Optimal Capital Structure Decision in a Multi Criteria Framework; solutions for an M&A case as proposed by financial experts in practice. 3000 DR Rotterdam: DEPARTMENT OF ACCOUNTING AND FINANCE.
  • Spronk, J. (1997). De performance van de neusaap. Pecunia Magazine, 12(winter), 10-10.
Karen Watkins Fassler

Macroeconomic Crisis and Firm Performance

Milan Lovric

Behavioral Finance and Agent-Based Artificial Markets

Marc Schauten

Valuation, Capital Structure Decisions and the Cost of Capital

Haikun Ning

Hierarchical Portfolio Management: Theory and Applications

  • Role: Promotor
  • PhD Candidate: Haikun Ning
  • Time frame: 2003 - 2007
Igor Pouchkarev

Performance Evaluation of Constrained Portfolios

Editorial positions

  • Journal of Multi-Criteria Decision Analysis

    Associate Editor

  • Estudios de Economia Aplicada

    Associate Editor

  • Frontiers in Finance and Economics

    Member International Editorial Advisory Board

Side positions

  • Netherlands Economic Institute (Foundation)

    Curator

  • A.A. van Beekfonds (Foundation for Sponsoring International Student Exchanges)

    Board Member

  • GARP, Global Association of Risk Professionals

    Member Advisory Committee

  • Fintelligence

    Consultant / Advisor

  • The Merrill Lynch Center for the Study of International Financial Services and Markets

    (Member Academic Advisory Board)

  • Hermes Center University of Cyprus

    Chair International Advisory Board


Address

Visiting address

Burgemeester Oudlaan 50
3062 PA Rotterdam

Postal address

Postbus 1738
3000 DR Rotterdam
Netherlands

Latest publication

Mehrotra, V., Schaik, D. van, Steenbeek, O.W. & Spronk, J. (2011). Creditor-Focused Corporate Governance: Evidence from Mergers and Acquisitions in Japan. Journal of Financial and Quantitative Analysis, 46(4), 1051-1072.[go to publisher's site]