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) and the Center for Research in Energy: Economics and Markets (CoRE).

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(B)/HA(jur) programmes.

Research interests

My research interests include asset pricing, return predictability, exchange rates, and climate finance. I am particularly interested in studying and understanding risk premia in financial markets and their behavior over time and in the cross section. For example, I have extensively studied bond premia, their predictability, and how predictability itself can change with fundamental variables such as the business cycle. I have also 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
  • Exchange rates
  • Climate finance