
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.
Expertise
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
Courses
- Sourcing & Managing Funds MGT 423
Selected Articles
A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets
On Commodity Price Limits
Investor Interest and the Returns to Commodity Investing
Fooling some of the people all of the time: the inefficient performance and persistence of Commodity Trading Advisors
New evidence on the first financial bubble
Selected Books
Working Papers
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
Editorships
- Emerging Markets Review Editorial Board
- European Financial Management Editorial Board
- Financial Economics Network: European Finance Editorial Board
- Journal of Asset Management Editorial Board
- Journal of Commodity Markets Editorial Board