Fisar, M., Greiner, B., Huber, C., Katok, E., Ozkes, AliI., Collaboration, T.M.S.R., Szymanowska, M., Bongaerts, D. and Rose, J. (2024). Reproducibility in Management Science Management Science, 70(3):1343–1356.
Marta Szymanowska
University
Erasmus University Rotterdam
E-mail
Research field
Finance
Website
Biography
Marta Szymanowska is affiliated with the Department of Finance RSM, Erasmus University and with the ERIM Early Career Talent Program. Marta's work has been presented at major academic conferences (the Western Finance or American Finance Association meetings), published in leading academic journals (Journal of Finance, Management Science) and presented in numerous international research institutes (Oxford University, Commodity Futures Trading Commission). 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
Fisar, M., Greiner, B., Huber, C., Katok, E., Ozkes, AliI., Collaboration, T.M.S.R., Szymanowska, M., Bongaerts, D. and Rose, J. (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.