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
Work in Progress (3)
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: .
K. Hou & M. Szymanowska (2011). Commodity-based Consumption Tracking Portfolios and the Cross-Section of Average Stock Returns. Working Paper, presented at the 2014 AFA.: Philadephia.
F.A. de Roon & M. Szymanowska (2012). Asset Pricing Restrictions on Predictability: Frictions Matter. Management Science, 58 (10), 1916-1932. doi: http://dx.doi.org/10.1287/mnsc.1120.1522[go to publisher's site]
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.
PhD Projects (2)
- Asset Pricing Theory ( 2017/2018 )
- Asset Pricing Theory ( 2016/2017 )
- Seminar Asset Pricing 1 ( 2016/2017 )
- Seminar Asset Pricing 2 ( 2016/2017 )
- Fellowship - ERIM early career talent programme (2006)
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