prof.dr. 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 was Dean of Research of RSM and Academic Director of the Erasmus Research Institute of Management (ERIM) from 1 July 2011 until 15 July 2017. 

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 (5th ed, 2017), 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.

  • T.C. Dyakov, H. Jiang & M.J.C.M. Verbeek (2018). Trading is Hazardous to Your Wealth: Evidence from Mutual Funds around the World. (Preprints). Rotterdam: Rotterdam
  • G.P. Baquero & M.J.C.M. Verbeek (2018). Hedge Fund Flows and Performance Streaks: How Investors Weigh Information. (Preprints). : working paper
  • R. Shen, M.J.C.M. Verbeek & Y. Wang (2016). Fundamental Analysis, Mutual Fund Trading and Fund Performance. (Preprints). :

Key Publications (28)

  • M.J.C.M. Verbeek (2009). Modified Sharpe Ratio. In G.N. Gregoriou (Ed.), Encyclopedia of Alternative Investments (pp. 303-304). Boca Raton, FL: Chapman and Hall / CRC
  • M.J.C.M. Verbeek (2009). Alternative Asset Class. In G.N. Gregoriou (Ed.), Encyclopedia of Alternative Investments (pp. 16-16). Boca Raton, FL: Chapman and Hall / CRC
  • M.J.C.M. Verbeek (2009). Nondirectional. In G.N. Gregoriou (Ed.), Encyclopedia of Alternative Investments (pp. 319-319). Boca Raton, FL: Chapman and Hall / CRC
  • M.J.C.M. Verbeek (2009). Redemption Period. In G.N. Gregoriou (Ed.), Encyclopedia of Alternative Investments (pp. 392-392). Boca Raton, FL: Chapman and Hall / CRC
  • M.J.C.M. Verbeek (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
  • B. Honoré, F. Vella & M.J.C.M. Verbeek (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
  • E. Genc & M.J.C.M. Verbeek (2018). How independent research can improve investment decisions. RSM Discovery - Management Knowledge, 33 (1), 14-16.
  • A. De Jong, P.G.J. Roosenboom, M.J.C.M. Verbeek & P. Verwijmeren (2007). Hedgefondsen en private equity in Nederland. (Extern rapport). Den Haag: Ministerie van Financien
  • W.A. Marquering & M.J.C.M. Verbeek (2004). De Wet van Murphy in de Aandelenmarkt. VBA Journaal, 19 (4), 24-29.
  • Role: Member Doctoral Committee
  • PhD Candidate: Milan Lovric
  • Time frame: 2005 - 2011
  • Role: Promotor
  • PhD Candidate: Xiaohong Huang
  • Time frame: 2005 - 2010
  • Role: Promotor
  • PhD Candidate: Patrick Verwijmeren
  • Time frame: 2005 - 2008
  • Role: Promotor
  • PhD Candidate: Diana Budiono
  • Time frame: 2005 - 2010
  • Role: Member Doctoral Committee
  • PhD Candidate: Maarten Jennen
  • Time frame: 2004 - 2008
  • Role: Member Doctoral Committee
  • PhD Candidate: Thuy Nguyen
  • Time frame: 2005 - 2008
  • Role: Promotor
  • PhD Candidate: Melissa Porras Prado
  • Time frame: 2006 - 2012
  • Role: Member Doctoral Committee
  • PhD Candidate: Nadja Günster
  • Time frame: 2003 - 2009
  • Role: Member Doctoral Committee
  • PhD Candidate: Haikun Ning
  • Time frame: 2003 - 2007
  • Role: Member Doctoral Committee
  • PhD Candidate: Willem Schramade
  • Time frame: 2002 - 2006
  • Role: Member Doctoral Committee
  • PhD Candidate: Lenny Pattikawa
  • Time frame: 2002 - 2007
  • Role: Promotor
  • PhD Candidate: Joop Huij
  • Time frame: 2002 - 2007
  • Role: Promotor
  • PhD Candidate: Guillermo Baquero
  • Time frame: 2001 - 2006
  • Role: Promotor
  • PhD Candidate: Erik Kole
  • Time frame: 2001 - 2006
  • Role: Member Doctoral Committee
  • PhD Candidate: Ben Tims
  • Time frame: 1999 - 2006
  • Role: Promotor
  • PhD Candidate: Ying Xu
  • Time frame: 2006 - 2010
  • Role: Promotor
  • PhD Candidate: Yu Wang
  • Time frame: 2008 - 2011
  • Role: Member Doctoral Committee
  • PhD Candidate: Dimitrios Vagias
  • Time frame: 2008 - 2013
  • Role: Member Doctoral Committee, Promotor
  • PhD Candidate: Dominik Rösch
  • Time frame: 2010 - 2015
  • Role: Member Doctoral Committee
  • PhD Candidate: Teng Wang
  • Time frame: 2011 - 2015
  • Role: Member Doctoral Committee, Promotor
  • PhD Candidate: Darya Yuferova
  • Time frame: 2011 - 2016
  • Role: Promotor, Daily Supervisor
  • PhD Candidate: Marina Dzhelepska
  • Time frame: 2012 -
  • Role: Promotor
  • PhD Candidate: Lingtian Kong
  • Time frame: 2012 -
  • Role: Promotor
  • PhD Candidate: Gelly Fu
  • Time frame: 2016 -
  • Role: Promotor
  • PhD Candidate: Lennard Böckenförde
  • Time frame: 2018 -
  • Role: Promotor
  • PhD Candidate: Xander Hut
  • Time frame: 2018 -

Editorial positions

  • De Economist

    Associate Editor

Side positions

  • Netspar

    Research Coordinator

Past
  • Applied Econometrics (2017/2018, 2016/2017)
  • Panel Data Econometrics: Theory and Practice (2017/2018)
  • Publishing Strategy (2017/2018, 2016/2017)
  • Seminar Asset Pricing 1 (2016/2017)
  • Seminar Asset Pricing 2 (2016/2017)
2016
June
13
2013
June
06
2012
July
05
Conference
As: Coordinator
2011
June
30
Conference
As: Co-organizer
2011
May
12
2010
July
07
Conference
As: Coordinator
2010
March
19
2009
June
26
Conference
As: Coordinator
2009
March
20
2008
June
27
Conference
As: Speaker
2008
March
14
2007
November
22
Research Workshop
As: Speaker, Coordinator
2007
March
09
2006
October
24
Research Workshop
As: Speaker, Coordinator

Address

Visiting address

Office: Mandeville Building T08-23
Burgemeester Oudlaan 50
3062 PA Rotterdam

Postal address

Postbus 1738
3000 DR Rotterdam
Netherlands