dr. M. (Marta) Szymanowska
Marta Szymanowska is an Associate Professor of Finance at the Rotterdam School of Management, Erasmus University, and the Associate Professor of the Erasmus Initiative “Dynamics of Inclusive Prosperity”.
Her research interests focus on asset pricing, studying and understanding the nature of macroeconomic risks, the relation between financial markets and the real economy with a particular focus on the global commodity markets, and the role of finance in fostering inclusive prosperity. Marta's work has been presented at major academic conferences (the Western Finance (WFA), American Finance (AFA), or European Finance (EFA) Association meetings), published in leading academic journals (Journal of Finance, Journal of Financial Economics, Management Science) and presented in numerous international research institutes (The National Bureau of Economic Research (NBER), The Commodity Futures Trading Commission (CFTC)). Marta holds PhD degree in Finance from Tilburg University, the Netherlands.
*Research interests: *asset pricing, financial markets and the real economy, the cross- sectional and time-series predictability of returns, (commodity) futures markets
Publications (5)
Articles (4)
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M.F. Boons, F. Duarte, F. de Roon & M. Szymanowska (2019). Time-Varying Inflation Risk and Stock Returns. Journal of Financial Economics, Accepted . doi: 10.1016/j.jfineco.2019.09.012
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M. Szymanowska, F.A. de Roon, T. Nijman & R. van den Goorbergh (2014). An Anatomy of Commodity Futures Risk Premia. The Journal of Finance, 69 (1), 453-482. doi: 10.1111/jofi.12096 [go to publisher's site]
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F.A. de Roon & M. Szymanowska (2012). Asset Pricing Restrictions on Predictability: Frictions Matter. Management Science, 58 (10), 1916-1932. doi: 10.1287/mnsc.1120.1522
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M. Szymanowska, J. ter Horst & C. Veld (2009). Reverse convertible bonds analyzed. The Journal of Futures Markets, 29 (10), 895-919. doi: 10.1002/fut.20397
Doctoral Thesis
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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 Tracks (4)
- Role: Daily Supervisor
- PhD Candidate: Roy Verbeek
- Time frame: 2013 - 2017
- Role: Co-promotor
- PhD Candidate: Romulo Trindade Tomé Marques Alves
- Time frame: 2016 -
- Role: Daily Supervisor
- PhD Candidate: Xander Hut
- Time frame: 2018 -
- Role: Daily Supervisor
- PhD Candidate: Maria Carmen Punzi
- Time frame: 2019 -
Course (1)
- Asset Pricing Theory (2017/2018)
PhD Vacancy (1)
The finance faculty at RSM is a vibrant and diverse group consisting of leading international researchers. Our faculty undertakes world-class research that is regularly published in the top academic journals.
We are looking for highly motivated candidates that have an interest in undertaking challenging and rigorous research. Besides a background in finance, we also welcome applicants with an education in Economics or Econometrics.
Candidates should indicate in their cover letter which field best matches their interest:
- Asset Pricing
- Corporate Finance
- Banking and Financial Intermediation
If applicants have already an idea for a research project, they can briefly describe it in their Statement of Purpose. This, however, is not a requirement.
Events (4)
Award (1)
- Fellowship - ERIM early career talent programme (2006)
Address
Office: Mandeville Building T08-37
Burgemeester Oudlaan 50
3062 PA Rotterdam
Postbus 1738
3000 DR Rotterdam
Netherlands
