prof.dr. (Marno) MJCM Verbeek

prof.dr. (Marno) MJCM Verbeek

Professor of Finance

Full professor Rotterdam School of Management, Erasmus University Department of Finance
Burg. Oudlaan 50, Rotterdam
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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.

  • Marno Verbeek (2017) - Using linear regression to establish empirical relationships - doi: 10.15185/izawol.336 - Institute of Labor Economics (IZA)

  • F Ravazzolo, Herman Dijk & Marno Verbeek (2007) - Predictive gains from forecast combinations using time-varying model weights - Econometrics
  • Erik Kole, CG (Kees) Koedijk & Marno Verbeek (2004) - The effects of systemic crises when investors can be crisis ignorant - Erasmus Research Institute of Management (ERIM)
  • LM Swinkels, PJ van der Sluis & Marno Verbeek (2003) - Market timing: a decomposition of mutual fund returns - Erasmus Research Institute of Management (ERIM)
  • Erik Kole, CG (Kees) Koedijk & Marno Verbeek (2003) - Stress testing with Student's t dependence - Erasmus Research Institute of Management (ERIM)
  • Marno Verbeek & F Vella (2002) - Estimating dynamic models from repeated cross-sections
  • Marno Verbeek, ThE Nijman & LM Swinkels (2002) - Do countries or industries explain momentum in Europe - Erasmus Research Institute of Management (ERIM)
  • Marno Verbeek & PC de Goeij (2000) - An Empirical Analysis of Affine Term Structure Models using the Generalized Method of Moments

  • Abe Jong, Peter Roosenboom, Marno Verbeek & Patrick Verwijmeren (2007) - Hedgefondsen en private equity in Nederland - Ministerie van Financiën

  • Marno Verbeek (2011) - De Economist (Journal)

  • Marinus Jacobus Catharina Maria Verbeek, Hao Jiang & Yu Wang (2013) - Information Content when Mutual Funds Deviate from Benchmarks

Alternative Investments

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bachelor 3, bachelor, bachelor 3
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Research Skills

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Introduction Week

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FI Honours Class

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  • Milan Lovric

    Behavioral Finance and Agent-Based Artificial Markets
  • Xiaohong Huang

    An Analysis of Occupational Pension Provision: From Evaluation to Redesign
  • Patrick Verwijmeren

    Empirical Essays on Debt, Equity, and Convertible Securities
  • Diana Budiono

    The Analysis of Mutual Fund Performance: Evidence from U.S. Equity Mutual Funds
  • Maarten Jennen

    Empirical Essays on Office Market Dynamics
  • Thuy Nguyen

    Capital Structure, Strategic Competition, and Governance
  • Melissa Porras Prado

    The Long and Short Side of Real Estate, Real Estate Stocks, and Equity
  • Nadja Günster

    Investment Strategies based on Social Responsibility and Bubbles
  • Haikun Ning

    Hierarchical Portfolio Management: Theory and Applications
  • Willem Schramade

    Corporate Bond Issuers
  • Lenny Pattikawa

    Innovation in the Pharmaceutical Industry: Evidence from Drug Introductions in the U.S.
  • Joop Huij

    New Insights into Mutual Funds: Performance and Family Strategies
  • Guillermo Baquero

    On Hedge Fund Performance, Capital Flows and Investor Psychology
  • Erik Kole

    On Crises, Crashes and Comovements
  • Ben Tims

    Empirical Studies on Exchange Rate Puzzles and Volatility
  • Ying Xu

    Empirical Essays on the Stock Returns, Risk Management, and Liquidity Creation of Banks
  • Ronald Doeswijk

    Ape or Art - Investment strategies
  • Yu Wang

    Information Content of Mutual Fund Portfolio Disclosure
  • Dimitrios Vagias

    Liquidity, Investors, and International Capital Markets
  • Gerben de Zwart

    Empirical Studies on Financial Markets: Private Equity, Corporate Bonds and Emerging Markets
  • Teodor Dyakov

    Empirical Studies on Actively Managed Mutual Funds: New Insights into the Costs and Benefits of Portfolio Disclosure
  • Dominik Rösch

    Market Efficiency and Liquidity
  • Teng Wang

    Essays in Banking and Corporate Finance
  • David Blitz

    Benchmarking Benchmarks
  • Darya Yuferova

    Price Discovery, Liquidity Provision, and Low-Latency Trading
  • Marina Dzhelepska

    The Family Role in Mutual Fund Performance
  • Marina Dzhelepska

    The Family Role in Mutual Fund Performance
  • Lingtian Kong

    Essays on Financial Coordination
  • Georgi Kyosev

    Essays on Factor Investing
  • Gelly Fu

    Agency Problems in the Mutual Fund Industry
  • Wilma de Groot

    Assessing Asset Pricing Anomalies
  • Lennard Böckenförde

    International Mutual Funds
  • Yifan Ma

    PhD in Finance

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