Publications


Publications

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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
Holger Kraft; Claus Munk; Farina Weiss / Bequest Motives in Consumption-portfolio Decisions with Recursive Utility
In: Journal of Banking & Finance, Vol. 138, 5.2022
Journal article > peer review
Ken L. Bechmann / Bitcoin : Digitalt guld eller lotto?.
In: Finans/Invest, No. 1, 2022, 3 p., p. 2-4
Editorial
Jens Dick-Nielsen; Thomas Poulsen; Obaidur Rehman / Dealer Networks and the Cost Immediacy
Paper presented at The 82nd Annual Meeting of American Finance Association. AFA 2022, 2022
Paper > peer review
Michael Møller; Niels Christian Nielsen / Den statslige ”låneskandale” i 2008
In: Finans/Invest, No. 3, 6.2022, p. 18-22
Journal article > peer review
Brendan Daley; Thomas Geelen; Brett Greenouis / Due Diligence
Paper presented at The 82nd Annual Meeting of American Finance Association. AFA 2022, 2022
Paper > peer review
Søren Bundgaard Brøgger / Dynamic Risk Management and Asset Comovement
In: Journal of Empirical Finance, Vol. 67, No. 44, 6.2022, p. 60-77
Journal article > peer review
Andrea Frazzini; Lasse Heje Pedersen / Embedded Leverage
In: The Review of Asset Pricing Studies, Vol. 12, No. 1, 3.2022, p. 1-52
Journal article > peer review
Rasmus Jørgensen / Essays on Empirical Asset Pricing and Private Equity
Frederiksberg : Copenhagen Business School [Phd] 2022, 168 p. (PhD Series, No. 02.2022)
Ph.D. thesis
Nicola Giommetti / Essays on Private Equity
Frederiksberg : Copenhagen Business School [Phd] 2022, 177 p. (PhD Series, No. 03.2022)
Ph.D. thesis
More results... (total 200 results)