• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Facilities
    • Admissions
    • Recent PhD Placements
  • Research
  • News
  • Events
    • Summer School
      • Summer School
      • Behavioral Macro and Complexity
      • Climate Change
      • (CANCELED) Econometrics and Data Science Methods
      • Networks in Micro- and Macroeconomics
      • Business Data Science Summer School Program
    • Events Calendar
    • Events Archive
    • Tinbergen Institute Lectures
    • Conference: Consumer Search and Markets
    • Annual Tinbergen Institute Conference
  • Summer School
  • Alumni
  • Times
Home | People | Rutger-Jan Lange

Rutger-Jan Lange

Research Fellow

Erasmus University Rotterdam
Research field
Econometrics, Finance, Financial Econometrics, Mathematical Methods, Operations Research, Time Series Econometrics


Rutger-Jan Lange is an assistant professor in Quantitative Finance at the Department of Econometrics at Erasmus University Rotterdam. He holds a PhD in management science and operations research from the University of Cambridge and has published in econometrics, finance and theoretical physics.

List of publications

Lange, R., Ralph, D and Store, K (2020). Real-Option Valuation in Multiple Dimensions Using Poisson Optional Stopping Times Journal of Financial and Quantitative Analysis, 55(2):653--677.

Niesert, R.F., Oorschot, J.A., Veldhuisen, C.P., Brons, K. and Lange, R. (2019). Can Google search Data help predict macroeconomic series? International Journal of Forecasting, :.

Lange, R., Atkinson, A. and Kress, M. (2016). When Is Information Sufficient for Action? Search with Unreliable yet Informative Intelligence Operations Research, 64(2):315--328.