Assistant Professor
MSc in Finance, Aarhus School of Business, 2005
PhD, Aarhus School of Business, 2009
Research interests
- Asset pricing
- Financial econometrics
Selected publications
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns. Journal of Empirical Finance, online February 2009.
An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish stock and bond returns (with Tom Engsted). Forthcoming International Journal of Finance and Economics.
Consumption growth and time-varying expected returns. Finance Research Letters, vol 5, 129-136, 2008.