Michael Christensen

Associate professor

Michael Christensen


Teaching interests
Portfolio Theory
Behavioral Finance and Corporate Governance
International Financial Markets
Corporate Finance
Asset Pricing
Microeconomic Foundation for Finance
Investments

Research interests
Delegated Portfolio Management
Mutual Funds (Investment Funds)
Performance Evaluation
Macroeconomics and Finance
Monetary Theory and Policy
Fixed Income Analysis
Portfolio Theory

 

Selected publications
Portfolio Optimization and Performance Evaluation: An Application to a Customer Portfolio. In: Journal of Marketing Analytics, vol. 1, pp. 156-173, 2013 (with Hans Jørn Juhl).
Danish Mutual Fund Performance. In: Applied Economics Letters, vol. 20, pp. 818-820, 2013.
Monetary Policy and Policy Credibility: Theories and Evidence. In: Journal of Economic Literature, vol. 27, pp. 1-45, 1989 (with Keith Blackburn).

Profile

Associate Professor
Member of Industrial Organisation and Trade Section
Research Secretaries: Mette Vad Andersen and Susan Stilling

PhD, University of Southampton, England, 1987
MSc (Econ.), Aarhus University, 1985

Course coordinator for Graduate Diploma in Finance
Course coordinator for Graduate Certificate

Michael Christensen’s research is within delegated portfolio management, investments, performance evaluations of mutual funds and hedge funds and monetary theory and policy. He has published numerous research papers within these areas in academic journals including Applied Economics, Applied Economics Letters, Journal of Marketing Analytics, Journal of Economic Literature, Economics Letters, Journal of Macroeconomics, European Journal of Political Economy and Journal of Policy Modeling.  

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