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Eric Bentzen

Eric Bentzen
Associate professor , M.sc.
Eric Bentzen

The Department of Operations Management

Solbjerg Plads 3, B.5.31
2000 Frederiksberg - DK
Tel.: +45 3815 3520
Fax:+45 3815 2440
E-mail: eb.om@cbs.dk



Link to this homepage: uk.cbs.dk/staff/bentzen


Primary research areas

  • Financial Econometrics
  • Time Series Analysis

Administrative functions

Board member H.A., H.A. Service Management, Board member I.T.


Selected publications

1.
Eric Bentzen, Peter R. Hansen (Standford University), Asger Lunde (Aarhus Business School), and Allan Zebedee (San Diego State University):
The Greenspan Effect on Equity Markets: An Intraday Examination of US Monetary Policy Announcements.
Presented at NBER Market Microstruture Meeting on July 30, 2004 in Los Angeles
2.
Eric Bentzen & Peter Sellin:
Impact of Monetary Policy Announcements on Asset Prices: Some Evidence from Sweden.
Presented at workshop in Lund, 2001
3.
Eric Bentzen & Peter Sellin:
The Intertemporal Capital Asset Pricing Model with Returns that follow Poisson Jump-Diffusion Processes.
European Journal of Finance 9, 2003
4.
Eric Bentzen & Jens Overo:
Erhvervsøkonomi og Mathematica
(Economics using Mathematica). Samfundslitteratur 2000
5.
Eric Bentzen, Poul Erik Christensen & Jens Overo:
Outsoucing in Purchasing Departments in Medium Sized Danish Manufactures
Paper presented at Ipsera conference 2001. Best paper award.
6.
Eric Bentzen og Thomas Meinert Hansen:
Selskabsstørrelse som ledende indikator for aktiemarkedsafskast. April 2002.
Paper presented by Arne Ryde Workshop in Lund
7.
Eric Bentzen:
Tidsserieanalyse: Finansielle anvendelser.
(Time Series Analysis: Financial Applications).
May 2004.


Last updated by Webmaster 21/10/2010