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Mathijs Cosemans is an Associate Professor of Finance at RSM Erasmus University. Prior to joining RSM, he was a postdoctoral research fellow at the University of Amsterdam and a visiting research fellow at Harvard Business School and Columbia Business School. Mathijs obtained a Ph.D. degree from Maastricht University for his work on risk and return dynamics in stock markets. He holds a Bachelor’s and Master’s degree in Financial Economics (cum laude) and a Master’s degree in Econometrics from Maastricht University.

His research focuses on empirical asset pricing, behavioral finance, climate finance, and financial econometrics and has been presented at top-tier conferences, including the annual meetings of the American Finance Association, Western Finance Association, SFS Cavalcade, European Finance Association, and Econometric Society. His work has been published in international refereed academic journals such as the Journal of Financial Economics and the Review of Financial Studies. He received research grants from Inquire Europe, Netspar, and the Society for Financial Econometrics.

At RSM, Mathijs teaches MSc courses in Financial Modeling and in Derivatives. He has received the Best Professor award for excellence in teaching in the MSc Finance and Investments program.

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Publications

Academic (4)

External (1)
  • Cosemans, M. (2010). Risk and Return Dynamics. [Doctoral Thesis, Maastricht University]. Maastricht University.

Professional (3)
  • Cosemans, M., & Eichholtz, P. (2010). Verhoging NHG past als een perfect gesneden maatpak. Tijdschrift voor de Volkshuisvesting.

  • Cosemans, M., & Eichholtz, P. (2009). De Nederlandse Woningmarkt in Crisis. Economisch Statistische Berichten.

  • Bauer, R., Cosemans, M., Eichholtz, P., & Goldfinger, M. (2007). De Prestaties van Particuliere Beleggers. Economisch Statistische Berichten.

Academic (2)
  • Cosemans, M., & Schoenmaker, D. (2022). Carbon Bias in Index Investing. Rotterdam School of Management (RSM), EUR. https://doi.org/10.2139/ssrn.4016221

  • Beber, A., Brandt, M., Cosemans, M., & Verardo, M. (2015). Ownership Crowded with Style: Institutional Ownership, Liquidity, and Liquidity Risk. Rotterdam School of Management (RSM), EUR.

Courses

Investments

  • Study year: 2022/2023, 2021/2022, 2020/2021
  • Code: BM01FI
  • Level: ERIM, Exchange, IM/CEMS, Master

Corporate Finance

  • Study year: 2022/2023, 2021/2022, 2020/2021
  • Code: BM02FI

Financial Modelling

  • Study year: 2022/2023, 2021/2022, 2020/2021
  • Code: BM09FI

Finance & Investments Honours Class

  • Study year: 2022/2023, 2021/2022, 2020/2021, 2019/2020
  • Code: BMHON1FI

Introduction Week

  • Study year: 2022/2023, 2021/2022, 2020/2021
  • Code: BMIWFI

Derivatives

  • Study year: 2022/2023, 2021/2022, 2020/2021, 2019/2020, 2018/2019, 2017/2018, 2016/2017, 2015/2016
  • Code: BMME021
  • Level: Master, Master, Master, Master

Quantitative Investment Strategies

  • Study year: 2022/2023, 2021/2022, 2020/2021, 2019/2020, 2018/2019
  • Code: BMME036
  • Level: Master, Master, Master, Master

FI master thesis

  • Study year: 2022/2023, 2021/2022, 2018/2019
  • Code: BMMTFI

Past courses

Valuation

  • Study year: 2021/2022, 2020/2021
  • Code: BM08FI
  • Level: ERIM, Exchange, IM/CEMS, Master

Master Thesis

  • Study year: 2019/2020, 2018/2019, 2017/2018
  • Code: BMMTFI-A
  • ECTS: 16 Level: Master

Quantitative Methods for Finance

  • Study year: 2019/2020
  • Code: BMME097
  • ECTS: 6 Level: Master, Master, Master, Master

Living Management

  • Study year: 2018/2019, 2017/2018
  • Code: BM20FI-A
  • ECTS: 8 Level: Master

Research Skills

  • Study year: 2018/2019, 2017/2018
  • Code: BMRMFI-A
  • ECTS: 2 Level: Master

Seminar Asset Pricing 1

  • Study year: 2018/2019, 2017/2018, 2016/2017, 2015/2016
  • Code: BERMAMC007
  • ECTS: 5 Level: Master

Seminar Asset Pricing 2

  • Study year: 2018/2019, 2017/2018, 2016/2017
  • Code: BERMASC032
  • ECTS: 5 Level: Master

Research methods in finance

  • Study year: 2017/2018, 2016/2017, 2015/2016
  • Code: BMRMFI
  • ECTS: 4 Level: Master

Risk management

  • Study year: 2017/2018
  • Code: BM04FI
  • ECTS: 5 Level: Master

Living Management

  • Study year: 2016/2017
  • Code: BM17FI-A
  • ECTS: 10 Level: Master

Finance & Investments honours course

  • Study year: 2015/2016
  • Code: BMHONFI
  • ECTS: 10 Level: Master

Master thesis orientation and topic selection

  • Study year: 2015/2016
  • Code: BM06FI
  • ECTS: 1 Level: Master

Derivatives

  • Study year: 2014/2015, 2013/2014
  • Code: RSMME023
  • ECTS: 6 Level: Master

Finance & Investments honours programme

  • Study year: 2014/2015
  • Code: RSMHONFI
  • ECTS: 10 Level: Master

Research skills

  • Study year: 2014/2015, 2013/2014
  • Code: RSMRMFI
  • ECTS: 4 Level: Master

Research Skills - FALL

  • Study year: 2013/2014
  • Code: BKM12FIF-SKILLS

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