Publications


Publications

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2023
Henrik Ramlau-Hansen; Jesper Rangvid / ATP : Investeringsafkast og ny model for opsparing.
In: Finans/Invest, No. 1, 2.2023, p. 5-13
Journal article > peer review
Jan Parner; Ken L. Bechmann / ATP: Lappeløsninger eller revitalisering?
In: Finans/Invest, No. 1, 2023, 6 p., p. 2-3, 4, 5, 13, 27
Editorial
Gorm Gabrielsen / How to Construct Individual Preference Scales
In: Symposium i anvendt statistik 2023. ed. /Peter Linde. Frederiksberg : Økonomisk Institut. Copenhagen Business School 2023, p. 111
Conference abstract in proceedings > peer review
Bryan T. Kelly; Semyon Malamud; Lasse Heje Pedersen / Principal Portfolios
In: Journal of Finance, Vol. 78, No. 1, 2.2023, p. 347-387
Journal article > peer review
Henrik Nielsen; Kaspar Villadsen / The ESG Discourse Is Neither Timeless Nor Stable : How Danish Companies ‘Tactically’ Embrace ESG Concepts.
In: Sustainability, Vol. 15, No. 3, 2.2023
Journal article > peer review
Markus Ibert / What Do Mutual Fund Managers’ Private Portfolios Tell Us about Their Skills?
In: Journal of Financial Intermediation, Vol. 53, 1.2023
Journal article > peer review
2022
Jian Kang; Johan Stax Jakobsen; Annastiina Silvennoinen; Timo Teräsvirta / A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-varying GARCH
Aarhus : Aarhus Universitet 2022, 48 p. (Creates Research Paper, No. 2022-01)
Working paper
Jian Kang; Johan Stax Jakobsen; Annastiina Silvennoinen; Timo Teräsvirta; Glen Wade / A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-varying GARCH Model
In: Econometrics, Vol. 10, No. 3, 9.2022
Journal article > peer review
Nicolae Gârleanu ; Lasse Heje Pedersen / Active and Passive Investing : Understanding Samuelson’s Dictum.
In: The Review of Asset Pricing Studies, Vol. 12, No. 2, 6.2022, p. 389-446
Journal article > peer review
Peter Løchte Jørgensen; Henrik Ramlau-Hansen; Jesper Rangvid / Asset Allocation, Investment Policies, and Returns
In: The Danish Pension System: Design, Performance, and Challenges. . ed. /Torben M. Andersen; Svend E. Hougaard Jensen; Jesper Rangvid. Oxford : Oxford University Press 2022, p. 118-156
Book chapter > peer review
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