Laurens Swinkels, Associate Professor of Finance at Erasmus School of Economics, and Ronald Doeswijk introduced new research to better determine a truer market portfolio. The Financial Times has dedicated an article to this research paper. 

The research by Doeswijk and Swinkels presents an updated global market portfolio, using monthly data from 1970-2022 to examine risk and reward over a broader time span than previous studies. They focus on investable assets weighted by market sizes, although the method has limitations. The study finds the global market portfolio generated excess returns of 0.3% per month during this period. The use of monthly data offers nuanced insights into the market's performance.

To continue reading and downloading the article, visit this EUR-webpage.

Ever thought about working at UMC Utrecht? They developed talent programs specifically for PhD-students, post-docs, assistant professors, associate and new full professors.

"The program offers opportunity for your vision and ambition, something we simply do not get around to in everyday life. That's very pleasant." states one of the participants of this talent program.

Read more about working at this medical centre as a scientist: https://www.academictransfer.com/en/employer/umcu/.

Scientists continue to explore age-old physics problem

The popular Netflix series 3 Body Problem, which launched in March 2024, delves into many topics that the researchers at the Faculty of Science deal with on a daily basis. Virtual realities, extra dimensions, and advanced nano fibers weave throughout the storyline. However, the three-body problem is leading. What exactly entails this complex issue, and does it have real-world significance? PhD candidates in theoretical physics, Mick van Vliet and Arno Hoefnagels, shed light on these questions.

Continue reading about the research of Mick and Arno.