jrfi

Department of Finance

Jesper
Rangvid
Professor
,
Cand. Polit., Ph.d


Room: SOL/A5.30
Tel:
+4538153784
E-mail: jr.fi@cbs.dk
Presentation

Jesper Rangvid is a Professor of Finance at the Copenhagen Business School (CBS).
In his research, Jesper focus on the relation between financial markets and the wider economy, and more specifically on asset pricing, return predictability, international finance, financial crises, household finance, and mutual funds. Jesper Rangvid has published the results of his research in international journals such as the Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Review of Finance, Journal of Empirical Finance, and European Economic Review.
Jesper Rangvid is very often cited and used as an expert on financial issues in the Danish media. Jesper is a member of the Board of Directors at the Doctors’ Pension Fund and the SKAGEN AS mutual fund. Jesper frequently give talks in the Danish financial sector.
Jesper Rangvid is currently Chairman of the Committee investigating the causes and consequences of the financial crisis in Denmark.

Primary research areas
  • Financial markets and the macroeconomy
  • International finance
  • Financial crises
  • Household finance
  • Mutual funds
Links
Link to this homepage
www.cbs.dk/en/staff/jrfi
Courses

International Finance

Other teaching activities

Associate Dean, Executive MBA

Selected publications
  • Dividend predictability around the world. Rangvid, M. Schmeling and A. Schrimpf. Journal of Financial and Quantitative Analysis, forthcoming.
  • End-of-the-year economic growth and time-varying expected returns. S.V. Moeller and J. Rangvid. Journal of Financial Economics, Vol. 115 (1),136-154, 2015.
  • Are economists more likely to hold stocks? C. Christiansen, J.S. Joensen and J. Rangvid. Review of Finance, Vol. 12 (3), 465-496, 2008.
  • Output and expected returns. J. Rangvid. Journal of Financial Economics, Vol. 81 (3), 595-624, 2006.
  • Determinants of the implied shadow exchange rates from a target zone. J. Rangvid and C. Sørensen. European Economic Review, Vol. 45 (9), 1665-1696, 2001.
Publications sorted by:
2019
Jesper Rangvid / Organisering af finansielt tilsyn
In: Finans/Invest, No. 2, 2019, p. 7-13
Journal article > peer review
2018
Stig Vinther Møller; Jesper Rangvid / Global Economic Growth and Expected Returns around the World : The End-of-the-year Effect.
In: Management Science, Vol. 64, No. 2, 2.2018, p. 573-591
Journal article > peer review
Claus Munk; Jesper Rangvid / Nye samfundsforudsætninger : Baggrund, niveau og konsekvenser for pensionsprognoser.
In: Finans/Invest, No. 6, 12.2018, p. 6-14
Journal article > peer review
Björn Imbierowicz; Jonas Kragh; Jesper Rangvid / Time-Varying Capital Requirements and Disclosure Rules : Effects on Capitalization and Lending Decisions.
In: Journal of Money, Credit and Banking, Vol. 50, No. 4, 6.2018, p. 573-602
Journal article > peer review
2016
Jesper Rangvid; Pedro Santa-Clara; Maik Schmeling / Capital Market Integration and Consumption Risk Sharing over the Long Run
In: Journal of International Economics, Vol. 103, 11.2016, p. 27–43
Journal article > peer review
Peter Ove Christensen; Jesper Rangvid / Hvad hvis Nykredit gør som RD? : Markedsstruktur i dansk realkredit.
In: Finans/Invest, Vol. 3, 2016, p. 24-32
Journal article > peer review
Peter Ove Christensen; Jesper Rangvid / Postyret om Nykredit
In: Finans/Invest, No. 2, 4.2016, p. 33-39
Journal article > peer review
Jonas Kragh; Jesper Rangvid / Time-varying Capital Requirements and Disclosure Rules : Effects on Capitalization and Lending Decisions of Banks.
Frederiksberg : FRIC, Copenhagen Business School 2016, 41 p.
Working paper
2015
Jesper Rangvid / Commentary : What Scope for Monetary Policy? Experiences from the Nordic Countries After the Financial Crisis.
In: Reform Capacity and Macroeconomic Performance in the Nordic Countries. ed. /Torben M. Andersen; U. Michael Bergman; Svend E. Hougaard Jensen. Oxford : Oxford University Press 2015, p. 131-135
Book chapter > peer review
Stig V. Møller; Jesper Rangvid / End-of-the-Year Economic Growth and Time-varying Expected Returns
In: Journal of Financial Economics, Vol. 115, No. 1, 2015, p. 136-154
Journal article > peer review
More results... (total 67 results)
Research Projects
Outside activities
  • I chair the independent expert committee that specifies the return assumptions that Danish pension funds must use when making pension projections. 2018-
  • I am a member of the Advisory Board (Investments) of Forenet Kredit. 2018-
  • I am an advisor to the Financial Stability Department at Riksbanken (The Swedish Central Bank). 2017-
  • I am a member of the Board of Directors at Grandhood. 2017–
  • I am a member of the Systemic Risk Council of the Faroe Islands. 2018-
  • I regularly give talks in the industry.
     
  • I was a member of the Board of Directors at The Medical Doctors Pension Fund. 2009–2019.
  • I was a member of the Board of Directors at The Medical Doctors Bank. 2013–2019.