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

"The main challenge for asset management is to rebuild trust"

Full Professor

Marno Verbeek
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Professor of Finance, Scientific Director ERIM, Dean of Research RSM

Programme:
Finance & Accounting
ERIM Membership:
Fellow ERIM, affiliated since 2001
ERIM Role(s):
Scientific Director ERIM (since 2011)
Profile

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, the Journal of Banking and Finance, the Journal of Empirical Finance, Financial Management, 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.

Work in progress
  • Shen, R., Verbeek, M.J.C.M. & Wang, Y. (2013). Fundamental Analysis, Mutual Fund Trading and Fund Performance. : .
Publications (49)
  • Book contributions (6)
    • 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.
    • 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.
  • Professional publications
    • 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.
Recognitions (2)
  • Editorial position (1)
    Journal De Economist
    Role Associate Editor
    Start date 01-05-2011

  • Side position (1)
    Name organisation Netspar
    Role Research Coordinator
    Start date 01-09-2009
    Additional information www.netspar.nl
    Wage earning nee

PhD Projects (17)

The Family Role in Mutual Fund Performance

Marina Dzhelepska
PhD Candidate: Marina Dzhelepska Role: Supervisor, Daily Supervisor Timeframe: 2012 -
 

The Cost of Market Efficiency: a micro-structural approach

Lingtian Kong
PhD Candidate: Lingtian Kong Role: Supervisor Timeframe: 2012 -
 

Financial Market Liquidity: A Broad Perspective

Darya Yuferova
PhD Candidate: Darya Yuferova Role: Supervisor Timeframe: 2011 -
 

Information Content of Mutual Fund Portfolio Disclosure

Yu Wang
PhD Candidate: Yu Wang Role: Supervisor Defended: 09 September 2011 Full text: Download this thesis
 

The Long and Short Side of Real Estate, Real Estate Stocks, and Equity

Melissa Porras Prado
PhD Candidate: Melissa Porras Prado Role: Supervisor Defended: 12 January 2012 Full text: Download this thesis
 

Empirical Essays on the Stock Returns, Risk Management, and Liquidity Creation of Banks

Ying Xu
PhD Candidate: Ying Xu Role: Supervisor Defended: 29 January 2010 Full text: Download this thesis
 

An Analysis of Occupational Pension Provision: From Evaluation to Redesign

Xiaohong Huang
PhD Candidate: Xiaohong Huang Role: Supervisor Defended: 04 June 2010 Full text: Download this thesis
 

The Analysis of Mutual Fund Performance: Evidence from U.S. Equity Mutual Funds

Diana Budiono
PhD Candidate: Diana Budiono Role: Supervisor Defended: 04 February 2010 Full text: Download this thesis
 

Empirical Essays on Debt, Equity, and Convertible Securities

Patrick Verwijmeren
PhD Candidate: Patrick Verwijmeren Role: Supervisor Defended: 18 December 2008 Full text: Download this thesis
 

Empirical Studies on Financial Markets: Private Equity, Corporate Bonds and Emerging Markets

Gerben de Zwart
PhD Candidate: Gerben de Zwart Role: Supervisor Defended: 26 June 2008 Full text: Download this thesis
 

Ape or Art - Investment strategies

Ronald Doeswijk
PhD Candidate: Ronald Doeswijk Role: Supervisor Defended: 31 May 2007 Full text: Download this thesis
 

New Insights into Mutual Funds: Performance and Family Strategies

Joop Huij
PhD Candidate: Joop Huij Role: Supervisor Defended: 08 March 2007 Full text: Download this thesis
 

On Hedge Fund Performance, Capital Flows and Investor Psychology

Guillermo Baquero
PhD Candidate: Guillermo Baquero Role: Supervisor Defended: 07 December 2006 Full text: Download this thesis
 

On Crises, Crashes and Comovements

Erik Kole
PhD Candidate: Erik Kole Role: Supervisor Defended: 23 June 2006 Full text: Download this thesis
 
Doctoral courses (3)
2013/2014 Applied Econometrics
Code: BERM.MC.005
ECTS: 5
Course level: Methodology

2013/2014 Panel Data Econometrics: Theory and Practice
Code: BERM.SS.004
ECTS: 3
Course level: Advanced Methodology

2012/2013 Applied Econometrics
Code: BERM.MC.005
ECTS: 5
Course level: Methodology

Events (15)
Jun 6, 2013 Sixth Conference on Professional Asset Management
  Conference | Finance

Apr 17, 2013 The Convexity and Concavity of the Flow-Performance Relationship for Hedge Funds
  ERIM Research Seminar | Finance

Jul 5, 2012 Fifth Erasmus Liquidity Conference
  Conference | Finance

Jun 30, 2011 Fourth Erasmus Liquidity Conference
  Conference | Finance

May 12, 2011 Fifth Conference on Professional Asset Management
  Conference | Finance

Jul 7, 2010 Third Erasmus Liquidity Conference
  Conference | Finance

Mar 19, 2010 Fourth One-Day Conference on Professional Asset Management
  Conference | Finance

Jun 26, 2009 Second Erasmus Liquidity Conference
  Conference | Finance

Mar 20, 2009 3rd One-Day Conference on Professional Asset Management
  Conference | Finance

Jun 27, 2008 Liquidity Conference 2008
  Conference | Finance

Mar 20, 2008 Workshop 3M in Finance and Macroeconomics: Model Averaging, Model Specification and Model Risk
  ERIM Research Workshop | Finance

Mar 14, 2008 2nd One-day Conference on Professional Asset Management
  Conference | Finance

Nov 22, 2007 Workshop "Modeling and Managing Risk"
  ERIM Research Workshop | Finance

Mar 9, 2007 One-day Conference on Professional Asset Management
  Conference | Finance

Oct 24, 2006 Workshop "Current Developments in Hedge Fund Research"
  ERIM Research Workshop | Finance

Visiting address
Office: T09-23 (Dept.) of T06-01 (ERIM)
Burgemeester Oudlaan 50
3062 PA, Rotterdam
Netherlands
Postal address
Postbus 1738
3000 DR, Rotterdam
Netherlands
 

Tweets

Marno Verbeek @marnoverbeek

Work in progress

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

Latest publication

Dyakov, T. & Verbeek, M.J.C.M. (2014). Front-Running of Mutual Fund Fire-Sales. Journal of Banking and Finance, 37(12), 4931-4942.[go to publisher's site]

Latest book

A Guide to Modern Econometrics, 4th Edition

By Marno Verbeek This highly successful text serves as a guide to alternative techniques in econometrics with…

Latest news

PhD Defence: Empirical Studies on Actively Managed Mutual Funds

There is an approximate US$ 27 trillion invested in mutual funds worldwide, but people are largely unaware of what goes on behind the closed doors of these firms. Do we need more…

Course

Panel Data Econometrics: Theory and Practice


Course details and application

Applied Econometrics


Course details and application

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