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Marta Szymanowska
Marta Szymanowska
Associate Professor of Finance, Rotterdam School of Management, Erasmus University
Verified email at rsm.nl - Homepage
Title
Cited by
Cited by
Year
An anatomy of commodity futures risk premia
M Szymanowska, F De Roon, T Nijman, R Van Den Goorbergh
The Journal of Finance 69 (1), 453-482, 2014
3682014
Reverse convertible bonds analyzed
M Szymanowska, JT Horst, C Veld
Journal of Futures Markets 29 (10), 895-919, 2009
1022009
Time-Varying Inflation risk and Stock Returns
M Boons, F Duarte, F de Roon, M Szymanowska
Journal of Financial Economics 136 (2), 444-470, 2020
78*2020
The price of commodity risk in stock and futures markets
M Boons, F De Roon, M Szymanowska
Afa 2012 Chicago meetings paper, 2014
61*2014
The cross-section of commodity futures returns
F De Roon, M Szymanowska
Available at SSRN 891073, 2010
252010
Describing model relations: The case of the capital asset pricing model (CAPM) family in financial economics
M Vergara-Fernández, C Heilmann, M Szymanowska
Studies in History and Philosophy of Science 97, 91-100, 2023
132023
Asset pricing restrictions on predictability: Frictions matter
F De Roon, M Szymanowska
Management Science 58 (10), 1916-1932, 2012
132012
Commodity-based consumption tracking portfolio and the cross-section of average stock returns
K Hou, M Szymanowska
Unpublished working paper, Ohio State University, Erasmus University Rotterdam, 2013
122013
The information content of commodity futures markets
R Alves, M Szymanowska
Available at SSRN 3352822, 2023
52023
Contextualist model evaluation: models in financial economics and index funds
M Vergara-Fernández, C Heilmann, M Szymanowska
European Journal for Philosophy of Science 13 (1), 6, 2023
22023
Essays on rational asset pricing
M Szymanowska
22006
Hedging Macro Risks of Commodity-Dependent Economies
Y Ma, M Szymanowska
Available at SSRN 4282668, 2022
2022
Persistent Expected Returns and the Cross-Section of Stock Returns
D Basu, M Szymanowska
Available at SSRN 3444841, 2020
2020
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