Research output per year
Research output per year
Organisation profile
Organisation profile
Finance Research Group conducts research in financial markets, financial institutions and related areas with the aim to analyse how these markets work.
Asset Pricing - asset pricing, comovement of asset markets, derivatives, financial econometrics, international financial markets, modelling of high-frequency trading data, mortgage-backed securities, mutual funds, risk assessment, term structure of interest rates, and the equity premium
Corporate Finance - capital structure and corporate governance
Money & Banking - financial institutions such as banks and pensions companies, guaranteed rates of interest, micro-structure, pensions schemes, and stock trade
> Department of Business Studies
SLA/25-08-09
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Dive into the research topics where Finance Research Group is active. These topic labels come from the works of this organisation's members. Together they form a unique fingerprint.
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Performance af danske investeringsforeninger - nye resultater
Christensen, M., 2012, In: Finans/Invest. 3, p. 20-24 5 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
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The Log-Linear Return Approximation, Bubbles, and Predictability
Engsted, T., Pedersen, T. Q. & Tanggaard, C., 2012, In: Journal of Financial and Quantitative Analysis. 47, 3, p. 643-665Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
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A Consistent Pricing Model for Index Options and Volatility Derivatives
Kokholm, T., 2011.Research output: Contribution to conference › Paper › Research › peer-review
Activities
- 1 Lecture and oral contribution
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Foredragsrække i Folkeuniversitetet
Carsten Tanggaard (Invited speaker)
Nov 2010 → Dec 2010Activity: Talk or presentation types › Lecture and oral contribution