Dr. M.P.E. (Martin) Martens

Dummy
Erasmus School of Economics (ESE)
Erasmus University Rotterdam
Former Member ERIM
Field: Finance & Accounting
Former Member ERIM
Field: Finance & Accounting
Affiliated since 2002

PhD Tracks (5)

The Analysis of Mutual Fund Performance: Evidence from U.S. Equity Mutual Funds
  • Role: Promotor
  • PhD Candidate: Diana Budiono
  • Time frame: 2005 - 2010
Pricing Models for Bermudan-Style Interest Rate Derivatives
  • Role: Member Doctoral Committee
  • PhD Candidate: Raoul Pietersz
  • Time frame: 2001 - 2005
Measuring and Forecasting Financial Market Volatility using High-Frequency Data
  • Role: Co-promotor
  • PhD Candidate: Karim Bannouh
  • Time frame: 2006 - 2013
Essays on Momentum Strategies in Finance
  • Role: Member Doctoral Committee
  • PhD Candidate: Arco van Oord
  • Time frame: 2006 - 2016
Aggregated macroeconomic news and price discovery
  • Role: Co-promotor
  • PhD Candidate: Justinas Brazys
  • Time frame: 2011 - 2015

Events (3)

2011
November
02
Explaining and Predicting Sovereign Credit Risk with Exchange Rate Volatility
Research Seminar
As: Speaker
2010
April
28
Realized Mixed-frequency Factor Models for Vast Dimensional Covariance Estimation
Research Seminar
As: Speaker
2007
November
22
Workshop "Modeling and Managing Risk"
Research Workshop
As: Speaker

Address

Visiting address

Office: Tinbergen Building H14-25
Burgemeester Oudlaan 50
3062 PA Rotterdam

Postal address

Postbus 1738
3000 DR Rotterdam
Netherlands

Research Initiatives