Profile
Mathijs Cosemans is an Associate Professor of Finance at RSM Erasmus University. Prior to joining RSM, he was a postdoctoral research fellow at the University of Amsterdam and a visiting research fellow at Harvard Business School and Columbia Business School. Mathijs obtained a Ph.D. degree from Maastricht University for his work on risk and return dynamics in stock markets. He holds a Bachelor’s and Master’s degree in Financial Economics (cum laude) and a Master’s degree in Econometrics from Maastricht University.
His research focuses on empirical asset pricing, behavioral finance, climate finance, and financial econometrics and has been presented at top-tier conferences, including the annual meetings of the American Finance Association, Western Finance Association, SFS Cavalcade, European Finance Association, and Econometric Society. His work has been published in international refereed academic journals such as the Journal of Financial Economics and the Review of Financial Studies. He received research grants from Inquire Europe, Netspar, and the Society for Financial Econometrics.
At RSM, Mathijs teaches MSc courses in Financial Modeling and in Derivatives. He has received the Best Professor award for excellence in teaching in the MSc Finance and Investments program.
Click here to visit his personal website.
Publications
Article (4)
Academic (4)
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Cosemans, M., & Frehen, RGP. (2021). Salience Theory and Stock Prices: Empirical Evidence. Journal of Financial Economics, 140(2), 460-483. https://doi.org/10.1016/j.jfineco.2020.12.012
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Cosemans, M., Frehen, RGP., Schotman, PC., & Bauer, RMMJ. (2016). Estimating Security Betas Using Prior Information Based on Firm Fundamentals. The Review of Financial Studies, 29(4), 1072-1112. https://doi.org/10.1093/rfs/hhv131
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Bauer, RMMJ., Cosemans, M., & Schotman, PC. (2010). Conditional Asset Pricing and Stock Market Anomalies in Europe. European Financial Management, 16(2), 165-190. https://doi.org/10.1111/j.1468-036X.2008.00453.x
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Bauer, RMMJ., Cosemans, M., & Eichholtz, PMA. (2009). Option Trading and Individual Investor Performance. Journal of Banking and Finance, 33, 731-746. https://doi.org/10.1016/j.jbankfin.2008.11.005
Discussion paper (1)
Professional (1)
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Cosemans, M., & Schoenmaker, D. (2022). Carbon Bias in Index Investing. Rotterdam School of Management (RSM), EUR. https://doi.org/10.2139/ssrn.4016221
Doctoral Thesis (1)
External (1)
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Cosemans, M. (2010). Risk and Return Dynamics. [Doctoral Thesis, Maastricht University]. Maastricht University.
Report (3)
Professional (3)
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Cosemans, M., & Eichholtz, P. (2010). Verhoging NHG past als een perfect gesneden maatpak. Tijdschrift voor de Volkshuisvesting.
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Cosemans, M., & Eichholtz, P. (2009). De Nederlandse Woningmarkt in Crisis. Economisch Statistische Berichten.
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Bauer, R., Cosemans, M., Eichholtz, P., & Goldfinger, M. (2007). De Prestaties van Particuliere Beleggers. Economisch Statistische Berichten.
Working paper (1)
Academic (1)
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Beber, A., Brandt, M., Cosemans, M., & Verardo, M. (2015). Ownership Crowded with Style: Institutional Ownership, Liquidity, and Liquidity Risk. Rotterdam School of Management (RSM), EUR.
Activities
Additional positions (2)
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PGGMStart date approval: 01 Feb 2022End date approval: 31 Jan 2025Place: ZEISTDescription: Member Academic Review Board
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RSM B.V.Start date approval: 29 Sep 2022End date approval: 28 Sep 2025Place: ROTTERDAMDescription: Supervisie In-Company Project (ICP) EMBA programma
Courses
Investments
- Study year: 2024/2025, 2023/2024, 2022/2023, 2021/2022, 2020/2021
- Code: BM01FI
- Level: ERIM, Exchange, IM/CEMS, Master
Financial Modelling
- Study year: 2024/2025, 2023/2024, 2022/2023, 2021/2022, 2020/2021
- Code: BM09FI
- Level: ERIM, Exchange, IM/CEMS, Master
Finance & Investments Honours Class
- Study year: 2024/2025, 2023/2024, 2022/2023, 2021/2022, 2020/2021, 2019/2020
- Code: BMHON1FI
- Level: Master
Derivatives
- Study year: 2024/2025, 2023/2024, 2022/2023, 2021/2022, 2020/2021, 2019/2020, 2018/2019, 2017/2018, 2016/2017, 2015/2016
- Code: BMME021
- Level: Master, Master, Master, Master
Quantitative Investment Strategies
- Study year: 2024/2025, 2023/2024, 2022/2023, 2021/2022, 2020/2021, 2019/2020, 2018/2019
- Code: BMME036
- Level: Master, Master, Master, Master
FI master thesis
- Study year: 2024/2025, 2023/2024, 2022/2023, 2021/2022, 2018/2019
- Code: BMMTFI
- Level: Master
Past courses
Corporate Finance
- Study year: 2022/2023, 2021/2022, 2020/2021
- Code: BM02FI
- Level: ERIM, Exchange, IM/CEMS, Master
Introduction Week
- Study year: 2022/2023, 2021/2022, 2020/2021
- Code: BMIWFI
- Level: Master
Valuation
- Study year: 2021/2022, 2020/2021
- Code: BM08FI
- Level: ERIM, Exchange, IM/CEMS, Master
Master Thesis
- Study year: 2019/2020, 2018/2019, 2017/2018
- Code: BMMTFI-A
- ECTS: 16 Level: Master
Quantitative Methods for Finance
- Study year: 2019/2020
- Code: BMME097
- ECTS: 6 Level: Master, Master, Master, Master
Living Management
- Study year: 2018/2019, 2017/2018
- Code: BM20FI-A
- ECTS: 8 Level: Master
Research Skills
- Study year: 2018/2019, 2017/2018
- Code: BMRMFI-A
- ECTS: 2 Level: Master
Seminar Asset Pricing 1
- Study year: 2018/2019, 2017/2018, 2016/2017, 2015/2016
- Code: BERMAMC007
- ECTS: 5 Level: Master
Seminar Asset Pricing 2
- Study year: 2018/2019, 2017/2018, 2016/2017
- Code: BERMASC032
- ECTS: 5 Level: Master
Research methods in finance
- Study year: 2017/2018, 2016/2017, 2015/2016
- Code: BMRMFI
- ECTS: 4 Level: Master
Risk management
- Study year: 2017/2018
- Code: BM04FI
- ECTS: 5 Level: Master
Living Management
- Study year: 2016/2017
- Code: BM17FI-A
- ECTS: 10 Level: Master
Finance & Investments honours course
- Study year: 2015/2016
- Code: BMHONFI
- ECTS: 10 Level: Master
Master thesis orientation and topic selection
- Study year: 2015/2016
- Code: BM06FI
- ECTS: 1 Level: Master
Featured in the media
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Carbon bias in index investing
Mitigating Carbon Bias in Investment Portfolios
Saturday, 1 July 2023 -
Why dollar-cost averaging might not work for the climate-conscious
Research suggests risk of future natural disasters creates uneven distribution of equity risks and risk premium over time.
Thursday, 23 September 2021 -
Why Investors Worried About Climate Change Should Load Up on Equities Now
The risk of future natural disasters increases the equity risk premium in the short term — but those risks will only increase over the long run, researchers Mathijs Cosemans, Xander Hut, and Mathijs van Dijk from RSM argue. …
Tuesday, 21 September 2021
