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:
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
2022
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
Linda Sandris Larsen; Ulf Nielsson; Jesper Rangvid / Gender and Choice of Pension Product
In: Finance Research Letters, Vol. 47, 6.2022
Journal article > peer review
Bjarne Florentsen; Ulf Nielsson; Peter Raahauge; Jesper Rangvid / How Important Is Affiliation Between Mutual Funds and Distributors for Fund Flows?
In: Review of Finance, Vol. 26, No. 4, 7.2022, p. 971-1009
Journal article > peer review
Torben M. Andersen (Editor) ; Svend E. Hougaard Jensen (Editor) ; Jesper Rangvid (Editor) / The Danish Pension System : Design, Performance, and Challenges.
Oxford : Oxford University Press 2022, 278 p.
Anthology > peer review
Torben M. Andersen; Svend E. Hougaard Jensen; Jesper Rangvid / The Danish Pension System : Design, Performance, and Challenges.
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. 1-7
Book chapter > peer review
2021
Jesper Rangvid / From Main Street to Wall Street : How the Economy Influences Stock Markets and What Investors Should Know.
Oxford : Oxford University Press 2021, 337 p.
Book > peer review
Anne G. Balter; Malene Kallestrup-Lamb; Jesper Rangvid / Macro Longevity Risk and the Choice between Annuity Products : Evidence from Denmark.
In: Insurance: Mathematics and Economics, Vol. 99, 7.2021, p. 355-362
Journal article > peer review
2020
Bjarne Florentsen; Ulf Nielsson; Peter Raahauge; Jesper Rangvid / How Important is the Distribution Channel for Mutual Fund Flows?
Paper presented at The 80th Annual Meeting of American Finance Association. AFA 2020, 2020
Paper > peer review
Jesper Rangvid / How Stable Is the Nordic Financial Sector?
In: Financial Regulation and Macroeconomic Stability in the NordicsCopenhagen : Nordic Council of Ministers 2020, p. 21-49 (Nordic Economic Policy Review, Vol. 2020) (Nord, No. 2020:025)
Book chapter > peer review
More results... (total 86 results)
Research Projects
Outside activities

·  I am a member of the Board of Directors at Formuepleje. 2023–

·  I am a member of the Board of Directors at Advantage Investment Partners. 2021–

·  I am a member of the Board of Directors at Finansiel Stabilitet. 2020–

·  I am a member of the Board of Directors at the Danish Finance Institute (pro bono). 2020-

·  I chair the Council for Return Expectations. 2018-

·  I sometimes give talks in the industry.

·  I wrote blogposts on Nordnet. 2020-2021.

·  I wrote a report for Forenet Kredit. 2021.

·  I wrote a report for BankInvest. 2019.

·  I was a member of the Advisory Board (Investments) of Forenet Kredit. 2018-2023.

·  I was a member of the Board of Directors at Grandhood. 2017–2023.

·  I was a member of the Systemic Risk Council of the Faroe Islands. 2018-2022

·  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.

·  I was a member of the Board of Directors at SKAGEN mutual funds. 2011–2017.

·  I was an advisor to the Financial Stability Department at Riksbanken (The Swedish Central Bank). 2017-2019.