J. (Jaap) Spronk

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

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

• Articles (35)
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • Spronk, J., Watkins, K. & Dijk, D.J.C. van (2009). Crisis Macroeconómica y desempeño de la empresa individual. Trimestre Economico, LXXVI(304), 991-1026.
  • 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.
  • 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. & 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., 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.
  • 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.
  • Spronk, J. & Vermeulen, E.M. (2003). Comparative performance evaluation under uncertainty. European Journal of Operational Research, 150(3), 482-495.
  • 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.
  • 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.
  • Koster, J.M.D., Spronk, J. & Vermeulen, E.M. (1994). Project performance evaluatie. Bedrijfskunde, 4, 50-53.
  • Koster, J.M.D., Spronk, J. & Vermeulen, E.M. (1994). Project performance evaluatie. Bedrijfskunde, 66(4), 50-53.
  • Spronk, J. (1994). Aspects of applications. Journal of Multi-Criteria Decision Analysis, 3(2), 63-64.
  • Spronk, J. (1994). Aspects of applications. Journal of Multi-Criteria Decision Analysis, 3(2), 63-64.
  • 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.
  • Vermeulen, E.M., Spronk, J. & Wijst, N. van der (1994). Ondernemingsrisico ontleed. MAB, 132-139.

• Books (5)
  • 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.

• Book contributions (14)
  • 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.
  • 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. & 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..
  • 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.
  • 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.
  • 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.
  • 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. & Vermeulen, E.M. (1997). Interfirm performance evaluation under uncertainty, a multidimensional framework. In J. Climaco (Ed.), Multicriteria analysis (pp. 508-518). 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.
  • 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.

• Professional publications (2)
  • 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.

• Editorial position (3)

  Journal	Frontiers in Finance and Economics
  Role	Member International Editorial Advisory Board
  Journal	Estudios de Economia Aplicada
  Role	Associate Editor
  Journal	Journal of Multi-Criteria Decision Analysis
  Role	Associate Editor

• Side position (6)

  Name organisation	Netherlands Economic Institute (Foundation)
  Role	Curator
  Start date	01-05-2009
  Wage earning	nee
  Name organisation	A.A. van Beekfonds (Foundation for Sponsoring International Student Exchanges)
  Role	Board Member
  Start date	01-01-1995
  Wage earning	nee
  Name organisation	GARP, Global Association of Risk Professionals
  Role	Member Advisory Committee
  Start date	01-01-2007
  Wage earning	nee
  Name organisation	Fintelligence
  Role	Consultant / Advisor
  Start date	01-01-1989
  Wage earning	ja
  Name organisation	The Merrill Lynch Center for the Study of International Financial Services and Markets
  Role	(Member Academic Advisory Board)
  Start date	01-01-2000
  Wage earning	nee
  Name organisation	Hermes Center University of Cyprus
  Role	Chair International Advisory Board
  Wage earning	nee