Trinity College Dublin

DEPARTMENT OF ECONOMICS






     Jacco Thijssen

Courses

ec1030 Mathematics and Statistics

ec4010 Economic Theory

MSc Statistics

MSc Micro I

MA381 Mathematical Economics

Research interests

· Mathematical economics & finance

· Game theory

· Investment under uncertainty and industry dynamics

· Theory of incomplete markets

· Bayesian learning & Knightian uncertainty

 Publications

· Thijssen, J.J.J. (2008), “A Computational Study on General Equilibrium Pricing of Derivative Securities”, Annals of Finance, 4, 505–523. doi: 10.1007/s10436-007-0088-9.

· Thijssen, J.J.J. (2008), “Optimal and Strategic Timing of Mergers and Acquisitions Motivated by Synergies and Risk Diversification”, Journal of Economic Dynamics and Control, 32, 1701–1720. doi: 10.1016/j.jedc.2007.06.016.

· Talman, A.J.J. and J.J.J. Thijssen (2006), “Existence of Equilibrium and Price Adjustments in a Finance Economy with Incomplete Markets”, Journal of Mathematical Economics, 42, 255-268.

· Thijssen, J.J.J., K.J.M. Huisman, and P.M. Kort (2006), “The Effects of Information on Strategic Investment and Welfare”, Economic Theory, 28, 399-424.

· Huisman, K.J.M., P.M. Kort, G. Pawlina, and J.J.J. Thijssen (2005), “Strategic Investment under Uncertainty: A Survey of Game Theoretic Real Option Models”, Journal of Financial Transformation, 13, 111-118.

· Huisman, K.J.M., P.M. Kort, G. Pawlina, and J.J.J. Thijssen (2004), “Strategic Investment under Uncertainty: Merging Real Options with Game Theory”, Zeitschrift für Betriebswissenschaft, 67, 97-123.

· Thijssen, J.J.J., K.J.M. Huisman, and P.M. Kort (2004), ”The Effect of Information Streams on Capital Budgeting Decisions”, European Journal of Operational Research, 157, 759-774.

· Thijssen, J.J.J. (2004), “Investment under Uncertainty, Market Evolution and Coalition Spillovers in a Game Theoretic Framework”, Kluwer Academic Publishers.

Working Papers

· Thijssen, J.J.J. (2008), “Incomplete Markets, Knightian Uncertainty, and Irreversible Investment”, SSRN: http://ssrn.com/abstract=1277906.

· Thijssen, J.J.J. (2007), “A Theory of Non-Exclusive Real Options”, SSRN: http://ssrn.com/abstract=1003806. (under review)

· Thijssen, J.J.J. (2007), “On Irreversible Investment and Discounting: An Arbitrage Pricing Approach”, SSRN: http://ssrn.com/abstract=1088013. (under review)

· Thijssen, J.J.J. (2005), “Nearly-Complete Decomposability and Stochastic Stability with an Application to Cournot Oligopoly”, Trinity Economic Paper 2005/6 (pdf)

· Thijssen, J.J.J., K.J.M. Huismand and P.M. Kort (2003), “Symmetric Equilibria in Game Theoretic Real Option Models”.

· Thijssen, J.J.J., R.L.P. Hendrickx and P.E.M. Borm (2003), “Spillovers and Strategic Cooperative Behaviour” (pdf)

For more information contact Jacco.Thijssen@tcd.ie, or write to Department of Economics, Trinity College, Dublin 2, Ireland, Telephone (+ 353 1) 6081596 or 6081043, Fax No. 6772503