About Aarhus University
Peter Løchte Jørgensen
PhD, Professor
Department of Economics and Business Economics
Fuglesangs Allé 4
building 2630, 106
8210 Aarhus V
Denmark
Phone: +4587165117
Mobile: +4520603593
Teaching and research interests
Asset and derivatives pricing
Risk management
Financial markets and institutions
Selected publications
On Risk Charges and Shadow Account Options in Pension Funds (with Nadine Gatzert), forthcoming in Scandinavian Actuarial Journal
Overpricing and Hidden Costs of Structured Bonds for Retail Investors: Evidence from the Danish Market for Principal Protected Notes, WP, 2011 (with H. Nørholm & D. Skovmand)
Time Charters with Purchase Options in Shipping: Valuation and Risk Management (with Domenico De Giovanni), Applied Mathematical Finance, Vol. 17, No. 5, 399-430, October, 2010
Traffic Light Options, Journal of Banking and Finance, Vol. 31, No. 12, 3698-3719, 2007.
American-style Indexed Executive Stock Options, European Finance Review, Vol. 6, No. 3, 321-358, 2002.
Analytical Valuation of American-style Asian Options (with Asbjørn T. Hansen), Management Science, Vol. 46, No. 8, 1116-1136, August, 2000.
Profile
Professor
Member of section: Accounting and Finance
Research Secretary: Pernille Vorsø Jachobsen
PhD, Aarhus School of Business, 1994
MSc (Mathematics and Economics), University of Aarhus, 1991
Peter Løchte Jørgensen earned a cand.scient.oecon. degree from Aarhus University in 1991 and a PhD in Finance from Aarhus School of Business in 1994. He re-joined the ASB in 2006 as Professor of Finance and served as Head of the Finance Research Group until 2011 when the ASB was merged into AU´s Department of Economics. PLJ has taught a variety of finance courses on e.g. fixed income, investments, derivatives, and corporate valuation. His research interests are centered around asset and derivatives pricing theory. PLJ is also an experienced lecturer at the executive education level and has served as a consultant to numerous private companies.
- Published
Sådan ser pensionskassernes tresporede bæredygtighedsinvesteringer ud
Research output: Contribution to book/anthology/report/proceeding › Report chapter › Communication
- Published
Sådan ser pensionskassernes tresporede bæredygtighedsinvesteringer ud
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Contribution to newspaper - Feature article
- E-pub ahead of print
The Cost of Insuring against Underperformance of ESG Screened Index Funds
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Erhvervs- og Vækstministeriet (External organisation)
Activity: Membership types › Member of committee, council, board
JØP, Juristernes og Økonomernes Pensionskasse (External organisation)
Activity: Membership types › Member of board or management
AUFF, Aarhus University Research Foundation (External organisation)
Activity: Membership types › Member of board or management
Robert I. Mehr Award: The American Risk and Insurance Association (ARIA)
Prize: Prizes, scholarships, distinctions
Vinder af ForskerFight 2011
Prize: Prizes, scholarships, distinctions
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