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 and philosophy of finance. She is interested in 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, philosophy of finance
Rotterdam School of Management, Erasmus University
- Burg. Oudlaan 50, Rotterdam
- Melissa Vergara Fernandez, Conrad Heilmann & Marta Szymanowska (2023) - Contextualist model evaluation: models in financial economics and index funds - European Journal for Philosophy of Science, 13 (1) - doi: 10.1007/s13194-022-00506-5 - [link]
- Melissa Vergara Fernandez, Conrad Heilmann & Marta Szymanowska (2023) - Describing model relations: The case of the capital asset pricing model (CAPM) family in financial economics - Studies in History and Philosophy of Science, 97, 91-100 - doi: 10.1016/j.shpsa.2022.12.002 - [link]
- MF Boons, F Duarte, F de Roon & Marta Szymanowska (2020) - Time-Varying Inflation Risk and Stock Returns - Journal of Financial Economics, 136 (2), 444-470 - doi: 10.1016/j.jfineco.2019.09.012 - [link]
- Marta Szymanowska, FA 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 - [link]
- FA de Roon & Marta Szymanowska (2012) - Asset Pricing Restrictions on Predictability: Frictions Matter - Management Science, 58 (10), 1916-1932 - doi: 10.1287/mnsc.1120.1522 - [link]
- Marta 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 - [link]
- Marta Szymanowska (2006) - Essays on Rational Asset Pricing - [link]