At 18 he went to New York City to study at the Cooper Union Art School, then the Düsseldorf Academy, then continued on to Munich, studying under the Kentucky-born artist Frank Duveneck in his Venice and Florence schools, becoming one of the "Duveneck Boys".
[2] Finally Rolshoven returned to the United States at the beginning of World War I.
By 1916 Rolshoven had settled in the American southwest, setting up a studio in Santa Fe's Governor's Palace.
From 1920 until his death he moved back and forth among his three residences, Florence, Detroit and Santa Fe.
[4] In September 1957 Mrs. Rolshoven, the artist's widow, signed an agreement for a total donation in favor of the University of New Mexico of $100,000, of which $15,000 immediately and the remaining $85,000 to be paid later and from her assets; in addition, she donated twenty works made by her husband, which were prudently estimated at approximately between $50,000 and $75,000.