Profile
Marta Szymanowska is a Professor of Macro-Finance and Philosophy of Finance at the Rotterdam School of Management, Erasmus University, and 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: financial markets and the real economy, macro-finance, (commodity) futures markets, philosophy of finance
Publications
Article (7)
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, M., 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
Chapter (1)
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
Doctoral Thesis (1)
External (1)
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Szymanowska, M. (2006). Essays on Rational Asset Pricing. [Doctoral Thesis, CentER Graduate School (Tilburg) ]. CentER Graduate School, Tilburg University.
Award
- Fellowship - ERIM early career talent programme (2006)
Courses
Alternative Investments
- Study year: 2025/2026, 2024/2025, 2023/2024
- Code: B3MIN1009
FI Honours Class
- Study year: 2024/2025, 2023/2024
- Code: BMHON1FI
FI Honours Class - LMC Registration
- Study year: 2024/2025
- Code: BMHON1FI-LMC
