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Rasmus Tangs­gaard Varneskov

Professor

Emner
Investering Renter Statistik Værdipapirer

Stat­ist­ic­al Mod­el­ing of Fin­an­cial Mar­kets

Rasmus Varneskov is a Professor of Statistics and Financial Econometrics. Moreover, he is employed by Alphadyne Asset Management. His research interests span a variety of areas in time series and financial econometrics, asset pricing and financial economics. He has published in leading academic journals such as Journal of Econometrics, Journal of Financial Economics, Journal of Business and Economic Statistics and Quantitative Economics. He received the Econometric Theory Multa Scripsit award in 2023.  Before joining CBS, Rasmus was a postdoctoral researcher in Finance at Northwestern University's Kellogg School of Management. 

Publications

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6. august 2025

Do Option Characteristics Predict the Underlying Stock Returns in the Cross-Section?

Andreas Neuhierl

Xiaoxiao Tang

Ras­mus Tangs­gaard Var­neskov, Professor

Guofu Zhou
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februar 2025

A Modified Wild Bootstrap Procedure for Laplace Transforms of Volatility

Ulrich Hounyo

Zhi Liu

Ras­mus Tangs­gaard Var­neskov, Professor

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juli 2023

Bootstrapping Laplace Transforms of Volatility

Ulrich Hounyo

Zhi Liu

Ras­mus Tangs­gaard Var­neskov, Professor

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Outside activities

Al­pha­dyne As­set Man­age­ment , 2024 -

Port­fo­lio Man­ager, Head of the Sys­tem­at­ic Busi­ness and EU branch , -