dr. E. (Egemen) Genc
Egemen is currently an Associate Professor of Finance at Rotterdam School of Management, Erasmus University. His research interests include mutual funds, investments, short selling, and empirical asset pricing.
Personal website: egemengenc.com
D. Del Guercio, E. Genc & H. Tran (2018). Playing favorites: Conflicts of interest in mutual fund management. Journal of Financial Economics, Accepted. doi: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2774273
W.J. Armstrong, E. Genc & M.J.C.M. Verbeek (2018). Going for Gold: An Analysis of Morningstar Analyst Ratings. Management Science, Accepted. doi: http://dx.doi.org/10.1287/mnsc.2017.2884
E. Genc & M.J.C.M. Verbeek (2018). How independent research can improve investment decisions. RSM Discovery - Management Knowledge, 33 (1), 14-16.
PhD Tracks (2)
- Role: Co-promotor
- PhD Candidate: Gelly Fu
- Time frame: 2016 -
- Role: Co-promotor
- PhD Candidate: Lennard Böckenförde
- Time frame: 2018 -
PhD Vacancy (1)
Risks and rewards play a pivotal role in theoretical and empirical research in financial markets. One of the fundamental concepts of asset pricing is that investors are rewarded for bearing risk, through higher expected returns, but that only particular, aggregate and non-diversifiable, sources of risk are priced by the market. Establishing risk factors and identifying to what extent they are priced is a key challenge, and a very active area of research.
In this project, which is an umbrella for several potential projects, a number of alternative research problems are collected that provide additional insight into the role of risk, information and investor behaviour in financial markets. All projects are of an empirical nature and are exploring the wide range of databases that is available at Erasmus University, including data on international stock prices, institutional ownership, mutual fund and hedge fund performance. Key questions are identified and investigated using appropriate and, where necessary, innovative econometric techniques. The first year of the project will be used to get acquainted with potential supervisors and to identify concrete research topics. During the entire project, three or four papers will be written, potentially with different supervisors, which jointly constitute the PhD thesis.
Office: Mandeville Building T08-33
Burgemeester Oudlaan 50
3062 PA Rotterdam
3000 DR Rotterdam