Niels Joachim Gormsen
Professor
About
Financial economist studying financial markets and firms
I am a DNRF Chair Professor of Finance at Copenhagen Business School, a Neubauer Family Associate Professor of Finance at The University of Chicago Booth School of Business, and a faculty research fellow at the NBER Asset Pricing program.
My research interests are financial economics and macroeconomics. My work studies how firms make investment decisions and how these decisions respond to changes in interest rates and asset prices, how economic shocks influence asset prices, and how agents form perceptions of asset markets. My work has received prizes such as the Fama-DFA Prize, the Leo Melamed Prize for Outstanding Research in Finance at Chicago Booth, and the AQR Top Finance Graduate Award.
Publications
See all publicationsMarch 2020
Betting Against Correlation
Testing Theories of the Low-risk Effect
Clifford S. Asness
Andrea Frazzini
Niels Joachim Gormsen, Professor
Lasse Heje Pedersen, Professor
2018
Betting Against Correlation
Testing Theories of the Low-risk Effect
Clifford S. Asness
Andrea Frazzini
Niels Joachim Gormsen, Professor
Lasse Heje Pedersen, Professor