jrfi

Department of Finance

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


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

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.

Primære forskningsområder
  • Financial markets and the macroeconomy
  • International finance
  • Financial crises
  • Household finance
  • Mutual funds
Administrative opgaver


Links
Link til denne hjemmeside
www.cbs.dk/staff/jrfi
Kurser

International Finance

Vejledning


Andre undervisningsaktiviteter

Associate Dean, Executive MBA

Udvalgte publikationer
  • 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.
Publikationer sorteret efter:
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?
I: Financial Regulation and Macroeconomic Stability in the NordicsCopenhagen : Nordic Council of Ministers 2020, s. 21-49 (Nordic Economic Policy Review, Vol. 2020) (Nord, Nr. 2020:025)
Bidrag til bog/antologi > peer review
Torben M. Andersen; Peter Engberg Jensen; Jesper Rangvid / Replik: "Samfundsforudsætninger - metodemæssige overvejelser"
I: Finans/Invest, Nr. 4, 8.2020, s. 30
Kommentar/debat
Bjarne Florentsen; Ulf Nielsson; Peter Raahauge; Jesper Rangvid / Turning Local : Home-bias Dynamics of Relocating Foreigners.
I: Journal of Empirical Finance, Vol. 58, 9.2020, s. 436-452
Tidsskriftartikel > peer review
Anne G. Balter; Malene Kallestrup-Lamb; Jesper Rangvid / Variability in Pension Products : A Comparison Study Between the Netherlands and Denmark.
I: Annals of Actuarial Science, Vol. 14, Nr. 2, 9.2020, s. 338-357
Tidsskriftartikel > peer review
2019
Jesper Rangvid / Danskernes opsparing - med særligt blik på investeringsforeninger
København : BankInvest 2019, 34 s.
Rapport
Jesper Rangvid / Organisering af finansielt tilsyn
I: Finans/Invest, Nr. 2, 2019, s. 7-13
Tidsskriftartikel > peer review
Torben M. Andersen; Peter Engberg Jensen; Jesper Rangvid / Samfundsforudsætninger : Nogle principielle overvejelser.
I: Finans/Invest, Nr. 5, 2019, s. 6-11
Tidsskriftartikel > peer review
Bjarne Florentsen; Ulf Nielsson; Peter Raahauge; Jesper Rangvid / The Aggregate Cost of Equity Underdiversification
I: The Financial Review, Vol. 54, Nr. 4, 11.2019, s. 833-856
Tidsskriftartikel > peer review
Anne G. Balter; Malene Kallestrup-Lamb; Jesper Rangvid / The Move towards Riskier Pensions : The Importance of Mortality.
Aarhus : Aarhus Universitet 2019, 31 s. (Creates Research Paper, Nr. 2019-22)
Working paper
Flere resultater ...(i alt 78 )
Faglige interesser


Forskningsprojekter
Bibeskæftigelse
  • I chair the Council for Pension Projections. 2018-
  • I am a member of the Advisory Board (Investments) of Forenet Kredit. 2018-
  • 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 wrote a report for BankInvest. 2019.
  • 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.
  • I was an advisor to the Financial Stability Department at Riksbanken (The Swedish Central Bank). 2017-2019.