PhD defence: Niels Joachim Gormsen

In order to obtain the PhD degree, Niels Joachim Gormsen has submitted his thesis entitled: Essays on Empirical Asset Pricing.

 
Friday, June 15, 2018 - 13:00 to 15:00

The thesis concerns the empirical relation between risk and return in equities. It studies why the expected return on stocks as a whole varies over time and why there are predictable cross-sectional differences in the return on individual stocks. The thesis consists of three chapters which can be read independently.

Primary Supervisor:
Professor Lasse Heje Pedersen
Department of Finance
Copenhagen Business School

Secondary Supervisors:
Professor Kristian Miltersen
Department of Finance
Copenhagen Business School

Assessment Committee:
Associate Professor Linda Sandris Larsen (Chair)
Department of Finance
Copenhagen Business School
 
Associate Professor Dong Lou
Department of Finance
London School of Economics
 
Professor Tom Engsted
Institut for Økonomi
Aarhus Universitet

Thesis:
The thesis is available here

Reception:
The Doctoral School of Economics and Management will host a reception, which will take place immediately after the defence in FUHU Faculty Club.
 

Organised by The Doctoral School of Economics and Management
Date 15 June 2018
Time 13.00 - 15.00
Location Copenhagen Business School
Solbjerg Plads 3
2000 Frederiksberg
SPs13

 

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