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 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
Publications
Article (7)
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Academic (7)
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Fisar, M., Greiner, B., Huber, C., Katok, E., Ozkes, A. I., the Management Science Reproducibility Collaboration, Szymanowska, M., Bongaerts, D., Rose, J., Gonzalez Jimenez, V., & Lambert, T. (2024). Reproducibility in Management Science. Management Science, 70(3), 1343–1356. https://doi.org/10.1287/mnsc.2023.03556
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Vergara Fernandez, M., Heilmann, C., & Szymanowska, M. (2023). Contextualist model evaluation: models in financial economics and index funds. European Journal for Philosophy of Science, 13(1), Article 6. https://doi.org/10.1007/s13194-022-00506-5
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Vergara Fernandez, M., Heilmann, C., & Szymanowska, M. (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. https://doi.org/10.1016/j.shpsa.2022.12.002
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Boons, MF., Duarte, F., de Roon, F., & Szymanowska, M. (2020). Time-Varying Inflation Risk and Stock Returns. Journal of Financial Economics, 136(2), 444-470. https://doi.org/10.1016/j.jfineco.2019.09.012
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Szymanowska, M., de Roon, FA., Nijman, T., & van den Goorbergh, R. (2014). An Anatomy of Commodity Futures Risk Premia. The Journal of Finance, 69(1), 453-482. https://doi.org/10.1111/jofi.12096
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de Roon, FA., & Szymanowska, M. (2012). Asset Pricing Restrictions on Predictability: Frictions Matter. Management Science, 58(10), 1916-1932. https://doi.org/10.1287/mnsc.1120.1522
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Szymanowska, M., ter Horst, J., & Veld, C. (2009). Reverse convertible bonds analyzed. The Journal of Futures Markets, 29(10), 895-919. https://doi.org/10.1002/fut.20397
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Chapter (1)
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Academic (1)
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Heilmann, C., Szymanowska, M., & Vergara Fernandez, M. (2024). Financial Economics: What Kind of Science Is It? In J. Sandberg, & L. Warenski (Eds.), The Philosophy of Money and Finance (pp. 111-128). https://doi.org/10.1093/oso/9780192898807.003.0007
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Doctoral Thesis (1)
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External (1)
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Szymanowska, M. (2006). Essays on Rational Asset Pricing. [Doctoral Thesis, CentER Graduate School, Tilburg University]. CentER Graduate School, Tilburg University.
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PhD Tracks (5)
- Role: Daily Supervisor
- PhD Candidate: Roy Verbeek
- Time frame: 2013 - 2017
- Role: Co-promotor
- PhD Candidate: Romulo Trindade Tomé Marques Alves
- Time frame: 2016 - 2021
- Role: Co-promotor
- PhD Candidate: Yifan Ma
- Time frame: 2020 -
- Role: Co-promotor
- PhD Candidate: Francesca Caucci
- Time frame: 2022 -
- Role: Co-promotor
- PhD Candidate: Koen-Jan Leendert van den Bosch
- Time frame: 2022 -
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
