Department of Finance

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Research Output 1988 2019

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Ph.D. thesis
2019
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Essays on Asset Pricing with Financial Frictions

Kjær Poulsen, T., 2019, Frederiksbeg: Copenhagen Business School [Phd]. 168 p. (PhD series; No. 19.2019).

Research output: Book/ReportPh.D. thesisResearch

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Essays on Crude Oil Tanker Markets

Regli, F., 2019, Frederiksberg: Copenhagen Business School [Phd]. 121 p. (PhD series; No. 12.2019).

Research output: Book/ReportPh.D. thesisResearch

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2018
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Essays on Asset Pricing

Jensen, C. S., 2018, Frederiksberg: Copenhagen Business School [Phd]. 148 p. (PhD series; No. 32.2018).

Research output: Book/ReportPh.D. thesisResearch

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Essays on Corporate Loans and Credit Risk

Mølgaard, P., 2018, Frederiksberg: Copenhagen Business School [Phd]. 122 p. (PhD series; No. 38.2018).

Research output: Book/ReportPh.D. thesisResearch

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Essays on Empirical Asset Pricing

Gormsen, N. J., 2018, Frederiksberg: Centre for Economic Policy Research. 192 p. (PhD series; No. 21.2018).

Research output: Book/ReportPh.D. thesisResearch

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Essays on Financial Frictions in Lending Markets

Daetz, S. L., 2018, Frederiksberg. 153 p. (PhD series; No. 31.2018).

Research output: Book/ReportPh.D. thesisResearch

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Essays on Foreign Exchange and Credit Risk

Bang Nielsen, A., 2018, Frederiksberg: Copenhagen Business School [Phd]. 209 p. (PhD series; No. 26.2018).

Research output: Book/ReportPh.D. thesisResearch

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2017
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Correlation in Energy Markets

Lange, N., 2017, Frederiksberg: Copenhagen Business School [Phd]. 140 p. (PhD series; No. 08.2017).

Research output: Book/ReportPh.D. thesisResearch

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Essays in Empirical Asset Pricing

Rzeznik, A., 2017, Frederiksberg: Copenhagen Business School [Phd]. 143 p. (PhD series; No. 03.2017).

Research output: Book/ReportPh.D. thesisResearch

Open Access
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Essays on Arbitrage and Market Liquidity

Tomio, D., 2017, Frederiksberg: Copenhagen Business School [Phd]. 193 p. (PhD series; No. 22.2017).

Research output: Book/ReportPh.D. thesisResearch

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Essays on Asset Pricing with Financial Frictions

Klingler, S., 2017, Frederiksberg: Copenhagen Business School [Phd]. 167 p. (PhD series; No. 28.2017).

Research output: Book/ReportPh.D. thesisResearch

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Essays on Stock Issuance

Kohl, N., 2017, Frederiksberg: Copenhagen Business School [Phd]. 190 p. (PhD series; No. 38.2017).

Research output: Book/ReportPh.D. thesisResearch

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2016
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Financial Frictions: Implications for Early Option Exercise and Realized Volatility

Vestergaard Jensen, M., 2016, Frederiksberg: Copenhagen Business School [Phd]. 164 p. (PhD series; No. 46.2016).

Research output: Book/ReportPh.D. thesisResearch

Open Access
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Interbank Markets and Frictions

Reimer Jensen, M., 2016, Frederiksberg: Copenhagen Business School [Phd]. 119 p. (PhD series; No. 47.2016).

Research output: Book/ReportPh.D. thesisResearch

Open Access
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Payments and Central Bank Policy

Korsgaard, S., 2016, Frederiksberg: Copenhagen Business School [Phd]. 152 p. (PhD series; No. 19.2016).

Research output: Book/ReportPh.D. thesisResearch

Open Access
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Three Essays on Financial Economics

Park, K. S., 2016, Frederiksberg: Copenhagen Business School [Phd]. 126 p. (PhD series; No. 54.2016).

Research output: Book/ReportPh.D. thesisResearch

Open Access
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Understanding Interest Rate Volatility

Volker, D., 2016, Frederiksberg: Copenhagen Business School [Phd]. 158 p. (PhD series; No. 27.2016).

Research output: Book/ReportPh.D. thesisResearch

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2015
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Measuring and Pricing the Risk of Corporate Failures

Medhat, M., 2015, Frederiksberg: Copenhagen Business School [Phd]. 139 p. (PhD series; No. 12.2015).

Research output: Book/ReportPh.D. thesisResearch

Open Access
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2014
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Essays in Real Estate Finance

Gjedsted Nielsen, M., 2014, Frederiksberg: Copenhagen Business School [Phd]. 147 p. (PhD series; No. 37.2014).

Research output: Book/ReportPh.D. thesisResearch

Open Access
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2 Downloads (Pure)

Essays on Return Predictability and Term Structure Modelling

Fux, S., 2014, Frederiksberg: Copenhagen Business School [Phd]. 182 p. (PhD series; No. 09.2014).

Research output: Book/ReportPh.D. thesisResearch

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2012

Corporate Social Responsibility: Die Management-Perspektive

Etter, M., 2012, St. Gallen: D-Druck Spescha. 395 p. (Dissertation der Universtität St. Gallen Hochschule für Wirtschafts-, Rechts- und Sozialwissenschaften sowie Internationale Beziehungen (HSG); No. 3952).

Research output: Book/ReportPh.D. thesis

2 Downloads (Pure)

The Dynamics of Bank and Sovereign Credit Risk

Kallestrup, R., 2012, Frederiksberg: Copenhagen Business School [Phd]. 147 p. (PhD series; No. 18.2012).

Research output: Book/ReportPh.D. thesisResearch

Open Access
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2011
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Essays on Correlation Modelling

Nielsen, M. S., 2011, Frederiksberg: Copenhagen Business School [Phd]. 186 p. (PhD series; No. 31.2011).

Research output: Book/ReportPh.D. thesisResearch

Open Access
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Essays on the Modeling of Risks in Interest-rate and Inflation Markets

Tang Andersen, A. S., 2011, Frederiksberg: Samfundslitteratur. 212 p. (PhD series; No. 20.2011).

Research output: Book/ReportPh.D. thesisResearch

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2010
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Three Essays on Corporate Bond Market Liquidity

Dick Nielsen, J., 2010, Frederiksberg: Samfundslitteratur. 141 p. (PhD. Series; No. 33.2010).

Research output: Book/ReportPh.D. thesisResearch

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2009
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Essays on Market Discipline in Commercial and Central Banking

Forrsbæck, J., 2009, København: Copenhagen Business School [Phd]. 264 p. (PhD series; No. 8.2009).

Research output: Book/ReportPh.D. thesisResearch

Open Access
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2008
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Essays on Credit Risk and Credit Derivatives

Bajlum, C., 2008, Frederiksberg: Samfundslitteratur. 161 p. (PhD series; No. 12.2008).

Research output: Book/ReportPh.D. thesisResearch

Open Access
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Tax optimized investment strategies

Marekwica, M., 2008, Frankfurt am Main: Johann Wolfgang Goethe-Universität. 131 p.

Research output: Book/ReportPh.D. thesis

2007

Default and Recovery Risk Modeling and Estimation

Christensen, J. H. E., 2007, Frederiksberg: Samfundslitteratur. 212 p. (PhD series; No. 18.2007).

Research output: Book/ReportPh.D. thesis

Empirical Studies of Bond and Credit Markets

Feldhütter, P., 2007, Frederiksberg: Samfundslitteratur. 169 p. (PhD series; No. 17.2007).

Research output: Book/ReportPh.D. thesis

Essays on derivatives pricing and dynamic asset allocation

Trolle, A. B., 2007, Frederiksberg: Samfundslitteratur. 214 p. (PhD series; No. 16.2007).

Research output: Book/ReportPh.D. thesis

Statistical Modelling in Marketing

Birch, K., 2007, Frederiksberg: Samfundslitteratur. 335 p. (PhD series; No. 14.2007).

Research output: Book/ReportPh.D. thesis

2006

Essays in Computational Finance

Rom-Poulsen, N., 2006, Frederiksberg: Samfundslitteratur. 191 p. (Ph.D.serie; No. 2006-2).

Research output: Book/ReportPh.D. thesis

2004

Essays on the Pricing of Corporate Bonds and Credit Derivatives

Mortensen, A., 2004, Frederiksberg: Samfundslitteratur. 217 p. (Ph.D.serie).

Research output: Book/ReportPh.D. thesis

Six Essays on Pricing and Weather Risk in Energy Markets

Lyse Hansen, T., 2004, København: Samfundslitteratur. 220 p. (Ph.D.serie; No. 2004-19).

Research output: Book/ReportPh.D. thesis

System Dynamics in Action

hallberg thygesen, H., 2004, København: Samfundslitteratur. 241 p. (Ph.D series; No. 2004-07).

Research output: Book/ReportPh.D. thesis

2003

Applying Financial Economics to Life and Pension Insurance

Hansen, M., 2003, Odense: Syddansk Universitetsforlag.

Research output: Book/ReportPh.D. thesis

Aspects of institutional investors' ownership, portfolio decisions and corporate performance

Neumann, R., 2003, København: Samfundslitteratur. 228 p. (Ph.d. series; No. 2003-7).

Research output: Book/ReportPh.D. thesis

2002

Essays on corporate governance and finance: a law and economics approach

Rose, C., 2002, København: Samfundslitteratur. 140 p. (Ph.D.serie; No. 2002-13).

Research output: Book/ReportPh.D. thesis

Managing variability in a supply chain: An inventory control perspective

Gudum, C. K., 2002, København: Samfundslitteratur. 291 p. (Ph.D.serie; No. 2002-24).

Research output: Book/ReportPh.D. thesis

Stochastic differential equations with applications in economics and finance

Richter, M. C., 2002, København: Samfundslitteratur. 134 p. (Ph.D.serie; No. 2002-16).

Research output: Book/ReportPh.D. thesis

2000

Corporate decisions and capital market reactions: an empirical study in six essays

Voetmann, T., 2000, København: Samfundslitteratur. 218 p. (Ph.d. Serie; No. 2000-6).

Research output: Book/ReportPh.D. thesis

1999

Exchange rate policies for small open economies

Rangvid, J., 1999, Frederiksberg: Samfundslitteratur. 218 p. (Ph.D.-serie; No. 1999-7).

Research output: Book/ReportPh.D. thesis

Exchange rates in target zones: The case of diffusion models

Møller, P. N. D., 1999, Frederiksberg: Samfundslitteratur. 124 p. (Ph.D.-serie; No. 1999-6).

Research output: Book/ReportPh.D. thesis