203.432.6046

Deputy Dean for Curriculum Development, 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.

Achievements and Awards
Q-Group Grant on Commodity Research
Award for Outstanding Research, International Investment Forum, 1997
Frederick Frank Grant for research with an international focus

Editorships
Editorial Boards:
Emerging Markets Review
European Financial Management
Financial Economics Network: European Finance
Journal of Asset Management
Journal of Empirical Finance

Selected Books
Origins of Value: The Financial Innovations that created Modern Capital Markets (with W. Goetzmann, ed.), Oxford University Press, 2005

Selected Articles 
"New Evidence on the First Financial Bubble" (with W. Goetzmann and R. Frehen), Journal of Financial Economics, forthcoming

"Commodity Investing" (with K. Tang), Annual Review of Financial Economics,  forthcoming

"The Fundamentals of Commodity Future Returns" (with G. Gorton and F. Hayashi), Review of Finance, forthcoming

"Facts and Fantasies about Commodity Futures" (with G. Gorton), Financial Analysts Journal, 2006

"Pairs Trading: Performance of a Relative Arbitrage Rule" (with E. Gatev and W. Goetzmann), Review of Financial Studies, 2006

Working Papers
"Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors" (with G. Bhardwaj and G. Gorton)

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