Associate Professor of Finance
- Location
- Burg. Oudlaan 50, Rotterdam
- Room
- T08-37
- Telephone
- 0104089607
- mszymanowska@rsm.nl
Profile
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
- M.F. Boons, F. Duarte, F. de Roon & M. 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
- 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]
- 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
- 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
- M.F. Boons, F.A. de Roon & M. Szymanowska (2013). The Price of Commodity Risk in Stock and Futures Markets. Winner of 2011 Inquire Europe Research Grant, presented at the 2012 AFA (Chicago), the 2013 NBER commodity workshop: Cambridge.
- 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.
FI Honours Class
- Title
- FI Honours Class
- Year
- 2020
- Year level
- master
Alternative investments
- Title
- Alternative investments
- Year
- 2020
- Year level
- bachelor 3, bachelor, bachelor 3
Introduction Week
- Title
- Introduction Week
- Year
- 2020
- Year level
- master
Associate Professor
- University
- Erasmus University Rotterdam
- School
- RSM - Rotterdam School of Management
- Department
- Department of Finance
- Telephone
- 0104089607
