Mag­nus Brond­b­jerg Nielsen

My research uses financial data to help us better understand how liquid markets are priced. By combining theory with data, I aim to uncover the dynamics of asset prices and how market equilibria are established.

My work contributes to improving how risk, value, and information are reflected in equity prices, benefiting both market participants and society at large.

I am particularly interested in how big data can reveal market dynamics and improve forecasting of the equity premium. Collaboration and engagement with practitioners are central to my approach, as I believe research should generate knowledge that supports financial institutions and serves the broader economy.