M.J.C.M. (Marno) Verbeek

Full Professor
Rotterdam School of Management (RSM)
Erasmus University Rotterdam
Fellow ERIM
Field: Finance & Accounting
Affiliated since 2001

Marno Verbeek is a Professor of Finance at  Rotterdam School of Management, Erasmus University (RSM). He is also Dean of Research of RSM and Academic Director of the Erasmus Research Institute of Management (ERIM).

His recent research is largely in the area of empirical finance with a particular focus on mutual funds, hedge funds, asset pricing, investment strategies, survival bias and performance evaluation.

He is the author of the textbook A Guide to Modern Econometrics (4th ed, 2012), and has published articles in international scholarly journals including the Journal of Financial and Quantitative Analysis, Management Science, the Review of Finance, the Journal of Banking and Finance, the Journal of Empirical Finance, Financial Management, the Journal of Financial Markets, the Journal of Business and Economic Statistics, Review of Economics and Statistics, the Journal of Econometrics and the International Economic Review.

He received his PhD from Tilburg University in 1991.

  • Shen, R., Verbeek, M.J.C.M. & Wang, Y. (2013). Fundamental Analysis, Mutual Fund Trading and Fund Performance. : .

Key Publications (25)

  • Verbeek, M.J.C.M. (2012). A Guide to Modern Econometrics, 4th edition. Chichester: John Wiley and Sons.
  • Honoré, B., Vella, F. & Verbeek, M.J.C.M. (2008). Attrition, Selection Bias and Censored Regressions. In L. Matyas & P. Sevestre (Eds.), The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice (pp. 385-418). Berlin: Springer.
  • Verbeek, M.J.C.M. (2008). Pseudo Panels and Repeated Cross-Sections. In L. Matyas & P. Sevestre (Eds.), The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice (pp. 369-383). Berlin: Springer Verlag.
  • Verbeek, M.J.C.M. (2009). Alternative Asset Class. In G.N. Gregoriou (Ed.), Encyclopedia of Alternative Investments (pp. 16-16). Boca Raton, FL: Chapman and Hall / CRC.
  • Verbeek, M.J.C.M. (2009). Nondirectional. In G.N. Gregoriou (Ed.), Encyclopedia of Alternative Investments (pp. 319-319). Boca Raton, FL: Chapman and Hall / CRC.
  • Verbeek, M.J.C.M. (2009). Redemption Period. In G.N. Gregoriou (Ed.), Encyclopedia of Alternative Investments (pp. 392-392). Boca Raton, FL: Chapman and Hall / CRC.
  • Verbeek, M.J.C.M. (2009). Modified Sharpe Ratio. In G.N. Gregoriou (Ed.), Encyclopedia of Alternative Investments (pp. 303-304). Boca Raton, FL: Chapman and Hall / CRC.
  • Verbeek, M.J.C.M. (2008). A Guide to Modern Econometrics, 3rd edition. Chichester: John Wiley and Sons.
  • Verbeek, M.J.C.M. (2004). A Guide to Modern Econometrics, 2nd edition. Chichester: John Wiley and Sons.[go to publisher's site]
  • Verbeek, M.J.C.M. (2000). A guide to modern econometrics. Chichester, England: John Wiley & Sons, Ltd..
  • De Jong, A., Roosenboom, P.G.J., Verbeek, M.J.C.M. & Verwijmeren, P. (2007). Hedgefondsen en private equity in Nederland. Den Haag: Ministerie van Financien.
Georgi Kyosev

Financial Markets and Investment Strategies

Marina Dzhelepska

The Family Role in Mutual Fund Performance

Lingtian Kong

The Cost of Market Efficiency: a micro-structural approach

Darya Yuferova

Financial Market Liquidity: A Broad Perspective

Yu Wang

Information Content of Mutual Fund Portfolio Disclosure

  • Role: Promotor
  • PhD Candidate: Yu Wang
  • Time frame: 2008 - 2011
Patrick Verwijmeren

Empirical Essays on Debt, Equity, and Convertible Securities

Ronald Doeswijk

Ape or Art - Investment strategies

Joop Huij

New Insights into Mutual Funds: Performance and Family Strategies

  • Role: Promotor
  • PhD Candidate: Joop Huij
  • Time frame: 2002 - 2007
Erik Kole

On Crises, Crashes and Comovements

  • Role: Promotor
  • PhD Candidate: Erik Kole
  • Time frame: 2001 - 2006

Editorial positions

  • De Economist

    Associate Editor

Side positions

  • Netspar

    Research Coordinator

Past courses

Address

Visiting address

Office: T08-54 (Dept.) of T06-01 (ERIM)
Burgemeester Oudlaan 50
3062 PA Rotterdam

Postal address

Postbus 1738
3000 DR Rotterdam
Netherlands

Work in progress

Shen, R., Verbeek, M.J.C.M. & Wang, Y. (2013). Fundamental Analysis, Mutual Fund Trading and Fund Performance. : .

Latest publication

Jiang, H., Verbeek, M.J.C.M. & Wang, Y. (2014). Information Content when Mutual Funds Deviate from Benchmarks. Management Science, 60(8), 2038-2053.[go to publisher's site]