About meWelcome 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.
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
- December 2022 - Revised working paper Subjective expectations and house prices with Jeppe Bro
- April 2022 - My paper Predicting bond return predictability with Daniel Borup, Mads M. Kjær, and Martin Thyrsgaard has been accepted for publication in Management Science
- December 2021 - New working paper Subjective expectations and house prices with Jeppe Bro
- August 2021 - Revised working paper Predicting bond return predictability with Daniel Borup, Mads M. Kjær, and Martin Thyrsgaard
- April 2021 - The paper Asset pricing and FOMC press conferences with Simon Bodilsen and Niels S. Grønborg has been accepted for publication in Journal of Banking and Finance
- March 2021 - Presented the paper Predicting bond return predictability at the 2021 SGF conference