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
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
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
Thomas Geelen; Jakub Hajda; Erwan Morellec / Can Corporate Debt Foster Innovation and Growth?
In: Review of Financial Studies, Vol. 35, No. 9, 9.2022, p. 4152-4200
Journal article > peer review
Anna Helgadottir; Gudmar Thorleifsson; Audunn Snaebjarnarson; Lilja Stefansdottir; Gardar Sveinbjornsson; Vinicius Tragante; Eyþór Björnsson; Valgerdur Steinthorsdottir; Solveig Gretarsdottir; Hannes Helgason; Jona Saemundsdottir; Isleifur Olafsson; Jens Jakob Thune; Anna Axelsson Raja; Jonas Ghouse; Morten Salling Olesen; Alex Christensen; Rikke Louise Jacobsen; Joseph Dowsett; Mie Topholm Bruun; Kaspar René Nielsen; Kirk Knowlton; Lincoln Nadauld; Rafn Benediktsson; Christian Erikstrup; Ole Birger Pedersen; Karina Banasik; Søren Brunak; Henning Bundgaard; Sisse Rye Ostrowski; Patrick Sulem; David O. Arnar; Gudmundur Thorgeirsson; Unnur Thorsteinsdottir; Daniel F. Gudbjartsson; Kari Stefansson; Hilma Holm; Steffen Andersen; Karina Banasik; Kristoffer Sølvsten Burgdorf; Maria Didriksen; Khoa Manh Dinh; Thomas Folkmann Hansen; Henrik Hjalgrim; Gregor Borut Ernst Jemec; Poul Jennum; Pär Ingemar Johansson; Margit Anita Hørup Larsen; Susan Mikkelsen; Mette Nyegaard; Hreinn Stefánsson; Susanne Sækmose; Erik Sørensen; Henrik Ullum; Thomas Werge; / Cholesterol Not Particle Concentration Mediates the Atherogenic Risk Conferred by Apolipoprotein B Particles : A Mendelian Randomization Analysis.
In: European Journal of Preventive Cardiology, 22.9.2022
Journal article > peer review
Torben G. Andersen; Rasmus T. Varneskov / Consistent Local Spectrum Inference for Predictive Return Regressions
In: Econometric Theory, 3.8.2022
Journal article > peer review
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
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