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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.