dr. (Marta) M. Szymanowska

Associate Professor of Finance

Associate Professor RSM - Rotterdam School of Management Department of Finance
Erasmus University Rotterdam
T 08-37
+31 10 4089607

Latest academic publication

M.F. Boons, F. Duarte, F. de Roon & M. Szymanowska (2016). Time-Varying Inflation Risk and the Cross Section of Stock Returns. Working Paper, winner of 2012 Dauphine Foundation and Amundi Research grant: .

Back to overview

Marta Szymanowska is affiliated with the Department of Finance RSM, Erasmus University and with the ERIM Early Career Talent Program. Her research interests are in empirical asset pricing and (commodity) futures markets. Marta's work has been presented at major academic conferences (the Western Finance or American Finance Association meetings), published in leading academic journals (Journal of Finance, Management Science) and presented in numerous international research institutes (Oxford University, Commodity Futures Trading Commission). Marta holds PhD degree in Finance from Tilburg University, the Netherlands.

*Research interests: *empirical asset pricing, financial markets and the real economy, the cross- sectional and time-series predictability of returns, (commodity) futures markets

  • Associate Professor

    Erasmus University Rotterdam
    RSM - Rotterdam School of Management
    Department of Finance
    +31 10 4089607
    • Romulo Trindade Tomé Marques Alves

      Essays in Financial Economics

    • Stefan van Kampen

      The Cross-sectional and Time-Series Dynamics of Corporate Finance: Empirical evidence from financially constrained firms

    • Essays on Empirical Asset Pricing

      Roy Verbeek

      Essays on Empirical Asset Pricing

    • Assessing Asset Pricing Anomalies

      Wilma de Groot

      Assessing Asset Pricing Anomalies


Visiting address

Burg. Oudlaan 50 3062 PA Rotterdam

Postal address

Postbus 1738 3000 DR Rotterdam