PhD defence: Christian Skov Jensen

In order to obtain the PhD degree, Christian Skov Jensen has submitted his thesis entitled: Essays on Asset Pricing

 
Tuesday, August 14, 2018 - 15:00 to 16:00

The thesis consists of three self-contained essays. The first essay investigates when it possible to decompose investor preferences and beliefs directly from observable option prices written on the market. The second essay investigates how financial market tail risk varies over time and studies possible economic drivers of time varying financial market tail risk. The third essay investigates how the preferences of financial market participants vary over time.

Primary Supervisor:
Professor Lasse Heje Pedersen
Department of Finance
University of Copenhagen
 
Secondary Supervisor:
Professor David Lando
Department of Finance
Copenhagen Business School

Assessment Committee:
Professor MSO Christian Wagner (chair)
Department of Finance
Copenhagen Business School
 
Professor Charlotte Christiansen
Economics and Business Economics
Aarhus University
 
Professor Grigory Vilkov
Department of Finance
Frankfurt School of Finance & Managements
 
Thesis:
The thesis will be available here
 
Reception:
The Doctoral School of Business and Management will host a reception, which will take place immediately after the defence in FUHU Faculty Club at Solbjerg Plads.
 

Organised by The Doctoral School of Economics and Management
Date 14 August 2018
Time 15.00 - 16.00
Location Copenhagen Business School
Solbjerg Plads 3
2000 Frederiksberg
SPs13 Velux Aud.
 


 


 

The page was last edited by: Communications // 10/08/2019