msnfi

Department of Finance

  • Center for Statistics
Mads Stenbo
Nielsen
Associate professor
,


Room: SOL/A4.28
Tel:
+4538153602
E-mail: msn.fi@cbs.dk
Presentation

Mads Stenbo Nielsen holds a M.Sc. in Statistics from University of Copenhagen and a Ph.D. in Finance from Copenhagen Business School. His research interests include the interaction between business cycle and credit risk, corporate capital structure, and default correlation modeling. His research has been published in Journal of Financial Intermediation and Journal of Financial Econometrics.

 

Primary research areas
  • Credit risk
  • Corporate bonds
Administrative tasks


Link to this homepage
www.cbs.dk/en/staff/msnfi
Courses
  • Statistics
  • Introductory Finance
  • Term Structure Theory
Supervision

B.Sc. and M.Sc. theses

Other teaching activities


Selected publications
  • Lando, D. & Nielsen, M.S. (2010). Correlation in corporate defaults: Contagion or conditional independence? Journal of Financial Intermediation 19, 355-372
  • Feldhütter, P. & Nielsen, M.S. (2012). Systematic and Idiosyncratic Default Risk in Synthetic Credit Markets. Journal of Financial Econometrics 10, 292-324
Publications sorted by:
2021
Stine Louise von Rüden; Jens Dick-Nielsen; Mads Stenbo Nielsen / The Value of Bond Underwriter Relationships
København : Danmarks Nationalbank 2021, 62 p. (Danmarks Nationalbank. Working Papers, No. 170)
Working paper
Jens Dick-Nielsen; Mads Stenbo Nielsen; Stine Louise von Rüden / The Value of Bond Underwriter Relationships
In: Journal of Corporate Finance, 23.3.2021
Journal article > peer review
2020
Frank J. Fabozzi; Sven Klingler; Pia Mølgaard; Mads Stenbo Nielsen / Active Loan Trading
In: Journal of Financial Intermediation, 25.5.2020
Journal article > peer review
Nils Lodberg; Mads Stenbo Nielsen; Mikkel Zobbe / Bæredygtighed i kriseperioder
In: Finans/Invest, No. 5, 10.2020, p. 6-13
Journal article > peer review
2018
Frank J. Fabozzi; Sven Klingler; Pia Mølgaard; Mads Stenbo Nielsen / Active Loan Trading
København : Danmarks Nationalbank 2018, 45 p. (Danmarks Nationalbank. Working Papers, No. 127)
Working paper
Stine Louise Daetz; Jens Dick-Nielsen; Mads Stenbo Nielsen / The Value of Bond Underwriter Relationships
Paper presented at The Eighth Annual Applied Finance Conference of the Financial Management Association International 2018, 2018
Paper > peer review
Stine Louise Daetz; Jens Dick-Nielsen; Mads Stenbo Nielsen / The Value of Bond Underwriter Relationships
Paper presented at 2018 Financial Management Association European Conference, 2018
Paper > peer review
2017
Ken L. Bechmann; Mads Stenbo Nielsen / Investeringer i fossile selskaber og strandede aktiver
In: Finans/Invest, No. 2, 4.2017, p. 15-22
Journal article > peer review
Stine Louise Daetz; Jens Dick-Nielsen; Mads Stenbo Nielsen / The Value of Bond Underwriter Relationships
Paper presented at The 15th International Paris December Finance Meeting, 2017
Paper > peer review
2016
Ken L. Bechmann; Mads Stenbo Nielsen / Formidlingsprovision og performance af danske investeringsfonde
In: Finans/Invest, No. 1, 2016, p. 5-11
Journal article > peer review
More results... (total 15 results)
Academic Interests


Research Projects
Outside activities
  • Economical censor
  • Mathematical censor
  • Portfolio manager at BankInvest, initiating August 2019