Fišar, M., Greiner, B., Huber, C., Katok, E., Ozkes, A., Karmaziene, E. and Tümer-Alkan, G. (2024). Reproducibility in Management Science Management Science, 70(3):1343--1356.
Marta Szymanowska
University
Erasmus University Rotterdam
E-mail
Research field
Accounting and Finance
Website
Biography
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 holds PhD degree in Finance from Tilburg University, the Netherlands.
Key publications
Boons, M., Duarte, F., de Roon, F. and Szymanowska, M. (2020). Time-Varying Inflation Risk and Stock Returns Journal of Financial Economics, 136(2):444--470.
Szymanowska, M., de Roon, F., Nijman, T. and van den Goorbergh, R. (2014). An Anatomy of Commodity Futures Risk Premia The Journal of Finance, 69(1):453--482.
de Roon, F. and Szymanowska, M. (2012). Asset Pricing Restrictions on Predictability: Frictions Matter Management Science, 58(10):1916--1932.
Publications
Fišar, M., Greiner, B., Huber, C., Katok, E., Ozkes, A., Karmaziene, E. and Tümer-Alkan, G. (2024). Reproducibility in Management Science Management Science, 70(3):1343--1356.
Boons, M., Duarte, F., de Roon, F. and Szymanowska, M. (2020). Time-Varying Inflation Risk and Stock Returns Journal of Financial Economics, 136(2):444--470.
Szymanowska, M., de Roon, F., Nijman, T. and van den Goorbergh, R. (2014). An Anatomy of Commodity Futures Risk Premia The Journal of Finance, 69(1):453--482.
de Roon, F. and Szymanowska, M. (2012). Asset Pricing Restrictions on Predictability: Frictions Matter Management Science, 58(10):1916--1932.
Szymanowska, M., ter Horst, J. and Veld, C. (2009). Reverse convertible bonds analyzed The Journal of Futures Markets, 29(10):895--919.