Rasmus Lonn

Rasmus Lonn is an Assistant Professor of Econometrics at Erasmus School of Economics, Erasmus University Rotterdam. His research focuses on financial econometrics and empirical asset pricing.

Research areas include:

• Volatility modeling and forecasting
• Asset pricing with multiple test assets
• Factor model development
• Low-volatility investment strategies

Recent publications develop methodologies for improving asset pricing models and volatility forecasting techniques applicable to investment decision-making.