K. Geert Rouwenhorst
Robert B. and Candice J. Haas Professor of Corporate Finance; Deputy Director of the International Center for Finance
Geert Rouwenhorst specializes in empirical finance and asset pricing. His research interests include risk and return in international equity markets, commodity investments, and the history of financial innovation. He has held visiting positions at MIT and the IMF. His co-edited book The Origins of Value: The Financial Innovations that Created Modern Capital Markets surveys key historical innovations in the field of finance, and was named a book of the year by Barron’s and the Economist.
Education
- PhD, University of Rochester, 1991
- MS, University of Rochester, 1988
- BLaw, Erasmus University, Rotterdam, The Netherlands, 1986
- MS, Erasmus University, Rotterdam, The Netherlands, 1985
Articles
A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets
W. Kang, K. G. Rouwenhorst, and K. Tang
Journal of Finance
2019
On Commodity Price Limits
R. Janardanan, X. Qiao, and K. G. Rouwenhorst
Journal of Futures Markets
2018
Investor Interest and the Returns to Commodity Investing
K.G. Rouwenhorst, G. Bhardwaj, and G. Gorton
Journal of Portfolio Management, issue 3, vol. 42, pp. 44-55
2016
Fooling some of the people all of the time: the inefficient performance and persistence of Commodity Trading Advisors
K.G. Rouwenhorst, G. Bhardwaj, and G. Gorton
Review of Financial Studies
2014
New evidence on the first financial bubble
R. G. Frehen, W. N. Goetzmann and K.G. Rouwenhorst
Journal of Financial Economics
2013
Books
The Great Mirror of Folly: Finance, Culture, and the Great Crash of 1720
W.N. Goetzmann, C Labio, K.G. Rouwenhorst and T. Young
2013
The Origins of Value: The Financial Innovations That Created Modern Capital Markets
W. N. Goetzmann and K.G. Rouwenhorst
2005
Working Papers
Facts and Fantasies About Commodity Futures Ten Years Later
G. Bhardwaj, G. Gorton, and K. G. Rouwenhorst
2015
Global real estate markets: cycles and fundamentals
G. Rouwenhorst, B. Case, and W. N. Goetzmann
1999
Achievements
- Roger F. Murray Prize
- Q-Group Grant on Commodity Research
- Award for Outstanding Research, International Investment Forum, 1997
- Frederick Frank Grant for research with an international focus