Magnus David Sander Jensen

PhD Fellow, PhD Student

Profile photoMagnus David Sander Jensen
PhD Student
Department of Economics and Business
Fuglesangs Allé 4, 2622, 213
8210, Aarhus V
Denmark
E-mail: mdsj@creates.au.dk
Phone: 87166021

Research Interests

Empirical Finance: Return predictability and Asset Pricing

Education

PhD in Finance: 2012-2016 (Expected), Aarhus University and CREATES
Research interests: Empirical finance with special emphasis on return predictability and empirical asset pricing.
Advisors: Associate Professor Stig V. Møller and Professor Tom Engsted
PhD courses: Financial Forecasting (at University of Oxford. Lecturers: Prof. Andrew Patton, Duke; Prof. Allan Timmermann, UCSD), Empirical Asset Pricing (at NHH, Bergen. Lecturer: Assoc. Prof. Lars Lochstoer, Columbia), Forecasting in Economics and Finance (Lecturer: Prof. Allan Timmermann, UCSD), VAR Models in Empirical Asset Pricing (Lecturers: Tom Engsted, Carsten Tanggaard, Thomas Pedersen; Aarhus University), Advanced Financial Econometrics (Lecturer: Prof. Bent Jesper Christensen, Aarhus University), Advanced Financial Economics (Lecturer: Post Doc Christian Rix Nielsen, Aarhus University).

MSc in Finance: 2011-2014 (Expected), Aarhus University
General education in finance with a strong quantitative profile.
Courses: Corporate Finance 1+2, Asset Pricing 1+2, Applied Econometric Methods 1+2, Bank Management, Pension Economy, Fixed Income and Derivative Securities, Empirical Finance, Applied Time Series and Financial Econometrics, Econometrics 2, Financial Risk Management for Real.

BSc in Economics and Business Administration: 2008-2011, Aarhus School of Business
General education in business and economics.
Thesis: The Capital Asset Pricing Model - Theory, Econometrics, and Evidence
Favourite courses: Econometrics, Finance, and Macroeconomics.

HHX: 2004-2007, Aalborg Handelsskole
A-level electives: Mathematics, German, English
Got award for impressing results. Won award for best essay on globalization.

Experience

Assistant Equity Analyst: 2011-2012, Jyske Markets, Jyske Bank
In the research group of Jyske Markets i worked for the head of research and the senior equity strategist. Main focuses were backtesting a stock picking model and broad equity market analysis. The work was highly data driven involving the application of quantitative techniques. Extensive use of Datastream, Bloomberg and advanced Excel including VBA.



HR Analysis Student Help: 2008-2011, Nykredit
Indepth analysis of Human Resource data using SAS Enterprise Guide, Oracle Hyperion BI +, and advanced Excel. Followed a course in Excel VBA programming. Assisted in developing and maintaining various internal and external reports for all levels of management.

Trainee: 2007-2008, Siemens (Nuremberg, Germany)
Worked as an administrative assistant for the head of Order Management of Engineering Motors (Large Drives) who had 5 teams under him. Became fluent in German and worked with SAP, CADIM, Excel and PowerPoint. Various analysis, translation (German/English), and administrative tasks.
Passed German language proficiency test for admission to German universities.

Teaching

Teaching Assistant and Lecturer in Applied Econometric Methods: Fall 2012 and Fall 2013, Aarhus University. Mandatory course in the MSc in Finance program. Lectures, classroom teaching, and grading exams.


Working Papers

Bond Return Predictability in Expansions and Recessions
Joint paper w. Tom Engsted and Stig V. Møller. Presented at NFN PhD Nordic Finance Workshop in Aarhus. Online at SSRN.



Stock return vs. dividend growth predictability across the business cycle
Joint paper w. Stig V. Møller. Presented at SoFiE’s summer school on ‘financial forecasting’ at University of Oxford, Oxford-Man Institute of Quantitative Finance. Online at SSRN.

Awards

Travel grant: 150,000 DKK from Hugo Evers & Co’s Studiefond (received August, 2013).

Miscellaneous

Computer Skills:
MATLAB, Ox, SAS IML, MS Office incl. Excel VBA, LyX.


Language Skills:
Danish (native), English (fluent), German (fluent).


Interests:
Advanced skier, football, wine.