Department of Finance

Active and Passive Investing: Understanding Samuelson’s Dictum
Gârleanu, N. & Pedersen, L. H., Jun 2022, In: The Review of Asset Pricing Studies. 12, 2, p. 389-446 58 p.
Research output: Contribution to journal › Journal article › Research › peer-review

Open Access
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159 Downloads (Pure)
A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-varying GARCH
Kang, J., Jakobsen, J. S., Silvennoinen, A. & Teräsvirta, T., Jan 2022, Aarhus: Aarhus Universitet, 48 p. (Creates Research Paper; No. 2022-01).
Research output: Working paper › Research

Open Access
Bequest Motives in Consumption-portfolio Decisions with Recursive Utility
Kraft, H., Munk, C. & Weiss, F., May 2022, In: Journal of Banking & Finance. 138, 15 p., 106428.
Research output: Contribution to journal › Journal article › Research › peer-review

Behavioral Finance
Michael Møller (Lecturer)
8 May 2008
Activity: Talk or presentation › Lecture and oral contribution
Betting Against Beta
Lasse Heje Pedersen (Speaker)
24 Apr 2012
Activity: Talk or presentation › Lecture and oral contribution
Boligbobler, brist og risiko: Danske erfaringer
Jens Lunde (Speaker)
1 Nov 2012
Activity: Talk or presentation › Lecture and oral contribution

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