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Michael Christensen

Associate Professor

Michael Christensen


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

Member of the Economics Section
Research Secretary: Malene Vindfeldt Skals

Director of Studies, Graduate Diploma in Business Administration

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

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 Manager Selection - A Case Study. In: Journal of Investment Management, vol. 15, no. 3, pp. 71-80, 2017.
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).
Monetary Policy and Policy Credibility: Theories and Evidence. In: Journal of Economic Literature, vol. 27, pp. 1-45, 1989 (with Keith Blackburn).

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