About me

Welcome to my site!

I am an Associate Professor at the Department of Economics and Business Economics, Aarhus University and research fellow at the Danish Finance Institute (DFI).

I am currently the programme coordinator for the MSc. in Finance master's degree programme at Department of Economics and Business Economics, Aarhus University, and teaching coordinator for finance courses at the HA/BSc programmes.

Research interests

My research interests are centered around return predictability and cross-sectional asset pricing. I am primarily interested in the development of risk premia over time and how predictability itself can change with fundamental variables such as the business cycle. I have recently done work on the influence of monetary policy announcements on the equity premium and stock betas and on understanding the drivers of house prices using subjective expectations. I have recently become interested in climate finance. My research areas can be summarized as follows:

  • Asset pricing
  • Return predictability
  • Climate finance
  • Exchange rates
  • Subjective expectations