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K. Geert Rouwenhorst

Robert B. and Candice J. Haas Professor of Corporate Finance & Deputy Director of the International Center for Finance at Yale School of Management

Schools

  • Yale School of Management

Links

Biography

Yale School of Management

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

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

Selected books

The Great Mirror of Folly: Finance, Culture, and the Great Crash of 1720 W.N. Goetzmann, C Labio, K.G. Rouwen horst and T. Young Yale Press 2013

The Origins of Value: The Financial Innovations That Created Modern Capital Markets W. N. Goetzmann and K.G. Rouwenhorst Oxford University Press, USA 2005

Selected 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 Forthcoming

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 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

Selected working papers

The Commodity Risk Premium K. G. Rouwenhorst 2019

Facts and Fantasies About Commodity Futures Ten Years Later Geetesh Bhardwaj, Gary Gorton, K. Geert Rouwenhorst 2015

A Note on Erb and Harvey K.G. Rouwenhorst and G. Gorton 2005

Global real estate markets: cycles and fundamentals G. Rouwenhorst, B. Case, and W. N. Goetzmann 1999

Videos

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