M. (Marta) Szymanowska

Associate Professor
RSM - Rotterdam School of Management
Erasmus University Rotterdam
Member ERIM
Field: Finance & Accounting
Affiliated since 2006

Marta Szymanowska is affiliated with the Department of Finance RSM, Erasmus University and with the ERIM Early Career Talent Program. Her research interests are in empirical asset pricing and (commodity) futures markets. Marta's work has been presented at major academic conferences (the Western Finance or American Finance Association meetings), published in leading academic journals (Journal of Finance, Management Science) and presented in numerous international research institutes (Oxford University, Commodity Futures Trading Commission). Marta holds PhD degree in Finance from Tilburg University, the Netherlands.

*Research interests: *empirical asset pricing, financial markets and the real economy, the cross- sectional and time-series predictability of returns, (commodity) futures markets

  • M. Szymanowska (2006, december 18). Essays on Rational Asset Pricing. CentER Graduate School, Tilburg University (163 pag.) Prom./coprom.: prof. dr. F. de Roon, prof. dr. C. Veld & dr. J. ter Horst.
Romulo Trindade Tomé Marques Alves

Essays in Financial Economics

Roy Verbeek

Essays on Empirical Asset Pricing

  • Role: Daily Supervisor
  • PhD Candidate: Roy Verbeek
  • Time frame: 2012 - 2017
  • Asset Pricing Theory ( 2017/2018 )
Past courses
  • Asset Pricing Theory ( 2016/2017 )
  • Seminar Asset Pricing 1 ( 2016/2017 )
  • Seminar Asset Pricing 2 ( 2016/2017 )
  • Fellowship - ERIM early career talent programme (2006)



Visiting address

Office: Mandeville Building T08-37
Burgemeester Oudlaan 50
3062 PA Rotterdam

Postal address

Postbus 1738
3000 DR Rotterdam

Work in progress

M.F. Boons, F.A. de Roon & M. Szymanowska (2012). The Price of Commodity Risk in Stock and Futures Markets. Winner of 2011 Inquire Europe Research Grant, presented at the 2012 AFA (Chicago), the 2013 NBER commodity workshop: Cambridge.
D. Basu & M. Szymanowska (2011). Disentangling Persistence from Predictability in Asset Pricing. Working Paper: .

Latest publication

M.F. Boons, F. Duarte, F. de Roon & M. Szymanowska (2016). Time-Varying Inflation Risk and the Cross Section of Stock Returns. Working Paper, winner of 2012 Dauphine Foundation and Amundi Research grant: .