Niels Joachim Gormsen

Betting Against Correlation: Testing Theories of the Low-risk Effect
Asness, C. S., Frazzini, A., Gormsen, N. J. & Pedersen, L. H., Mar 2020, In: Journal of Financial Economics. 135, 3, p. 629-652 24 p.
Research output: Contribution to journal › Journal article › Research › peer-review

Open Access
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Conditional Risk
Gormsen, N. J. & Jensen, C. S., 2019. 66 p.
Research output: Contribution to conference › Paper › Research › peer-review

Open Access
Betting Against Correlation: Testing Theories of the Low-risk Effect
Asness, C. S., Frazzini, A., Gormsen, N. J. & Pedersen, L. H., 2018, London: Centre for Economic Policy Research, 65 p. (Centre for Economic Policy Research. Discussion Papers; No. DP12686).
Research output: Working paper › Research
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/Report › PhD thesis

Open Access
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Rainy Day Stocks
Gormsen, N. J. & Greenwood, R., Jan 2017, Boston: Harvard Business School, 45 p. (Harvard Business School Working Paper; No. 17-066).
Research output: Working paper › Research

Open Access

Research output