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Campbell, Rachel
Assistant professor
European Centre for Corporate Engagement
RSM Erasmus University and University of Maastricht
Phone +31 43 388 4827, +31 43 388 3838
Mobile
E-mail r.campbell@finance.unimaas.nl, rcampbell@rsm.nl
Web www.corporate-engagement.com

Visiting address
Faculty of Economics and Business Administration
Limburg Institute of Financial Economics (LIFE)
Tongersestraat 53, Maastricht

Address
P.O. Box 616, NL-6200 MD Maastricht, The Netherlands
Rachel Campell’s research within SIRP:
  • Portfolio optimisation for sustainable investments.
  • Alternative asset classes in the sustainable investment debate.
  • Downside risk and the Eco Efficiency Puzzle.
  • Credit risk and ESG.

Rachel Campbell’s research interests are:

  • Alternative Investments
  • Risk Management
  • Downside Risk.

Publications
International Academic Publications
Campbell, R. A., ’Art as a Financial Investment’ forthcoming Journal of Alternative Investments, 2008.
Campbell, R. A., K. G. Koedijk, P. Kofman and C. Forbes 'Increasing Correlations or Just Fat Tails’, forthcoming Journal of Empirical Finance, 2007
Campbell, R. A., and R. Kräussl, 'Revisiting the home bias puzzle: Downside equity risk', forthcoming Journal of International Money and Finance' 2007
Campbell, R. A., and R. Huisman, 'Measuring Credit Spread Risk: Incorporating the Tails', Journal of Portfolio Management, Summer 2003 pp. 121-127.  
Campbell, R. A., K. G. Koedijk and P. Kofman 'Increased Correlation in Bear Markets – A Downside Risk Perspective’, The Financial Analysts Journal, Jan/Feb 2002, pp. 87-94.
Campbell, R. A., Huisman, R. and K. G. Koedijk, 'Optimal Portfolio Selection in a Value-at-Risk Framework’, Journal of Banking and Finance, vol. 25, no. 9, 2001, pp. 1789-1804.
Campbell, R. A., 'Rethinking Risk in International Financial Markets' ERIM Ph. D. series Research in Management 5, 2001.
Pownall, R. A. and K.G Koedijk, 'Capturing Downside Risk in Financial Markets: The Case of the Asian Crisis', Journal of International Money and Finance, Fall 1999, pp. 853-870.
Huisman, R., K. G. Koedijk and R. A. Pownall, 'Dealing with Extremes, Introducing VaR-x to Risk Management', Derivatives Weekly, Summer 1999.
Huisman, R., K. G. Koedijk and R. A. Pownall, 'VaR-x: Fat Tails in Financial Risk Management', Vol 1, Journal of Risk, 1, Fall 1998, pp. 43-61.

Edited Book Chapters
Campbell, R. A., (2007): ’Art Finance’, forthcoming in F. Fabozzi – Handbook of Finance, Wiley.
Campbell, R. A., and R. Kräussl, (2006): 'A Survey of the Venture Capital Industry in Central and Eastern Europe', in G.N. Gregoriou, M. Kooli and R. Kräussl (eds.): Venture Capital in Europe, chapter 4, Elsevier – North Holland, Quantitative Finance Series, New York, USA.
Campbell., R. A. and J. Pullan, (2006). 'Diversification into Mutual Art Funds'. in Performance of Mutual Funds: An International Perspective. Springer Verlag.
Campbell, R. A. and R. Kräussl, (2006). 'Time Varying Downside Risk: An Application to the Art Market'. Risk and Return: The New Frontier. Springer Verlag.