جستجوی استاد راهنمای دانشگاهی

Peter Feldhütterمشاهده پروفایل

استاد

• Empirical Asset Pricing
• Credit Risk
• Fixed Income Markets
• +۳ مورد دیگر

Professor Peter Feldhütter is a faculty member at the Department of Finance, Copenhagen Business School (CBS), where he has held the position since 2017. He earned his PhD from CBS and previously worked at the London Business School. His research focuses on fixed income markets, particularly examining how prices are influenced by illiquidity, credit risk, and supply-demand imbalances. Notable contributions include studies on U.S. corporate bond market liquidity and credit spread dynamics. Key research areas include empirical asset pricing, credit risk, fixed income analysis, and liquidity risk. He has authored influential papers such as The Myth of the Credit Spread Puzzle and Corporate Bond Liquidity Before and After the Subprime Crisis . Received awards: Jack Treynor Prize, Wharton’s Outstanding Paper Award, and Nykredit’s Talented Researcher Award. External advisory roles: Legal advice for NTC Parent, Shell, and FourWorld Capital Management; academic advising for Copenhagen Economics. Teaching: External faculty at London Business School and University College London. His recent work explores ESG investing’s impact on capital structure and pricing of sustainability-linked bonds. Ongoing projects include studies on financial market liquidity and corporate bond valuation frameworks.

Kristian Miltersenمشاهده پروفایل

استاد

• Capital Structure Modeling
• Real Options Valuation
• Commodity Derivatives
• +۳ مورد دیگر

Kristian Miltersen is a Professor at the Department of Finance and Center for Financial Frictions (FRIC) at Copenhagen Business School (CBS). He holds expertise in capital structure optimization, real options valuation, commodity derivatives, and structured financial products. His research bridges theoretical finance with practical applications in corporate finance and asset pricing. After earning his PhD in 1992 on continuous-time interest rate models, Miltersen has expanded into dynamic capital structure modeling and real options. His landmark 1997 Journal of Finance paper on LIBOR Market models critiques the Black-76 formula's limitations for fixed income derivatives. His work spans commodity derivatives, foreign exchange instruments, and R&D investment dynamics, all rooted in theoretical frameworks. Recent research focuses on dynamic debt policies, second mortgages' valuation, tax-driven corporate cash holdings, and state-contingent capital budgeting. He co-authored influential papers on callable debt renegotiations and the interaction between financing and investment decisions under varying industry structures. Teaching includes elite courses on asset pricing, energy markets, and capital structure. As program director for CBS' Advanced Economics and Finance MSc, he shapes advanced academic programs. Outside academia, he serves as an expert witness and consultant for Analysis Group, advising on financial litigation and complex economic issues. His over 40 publications since 1989 reflect deep engagement with financial modeling, spanning interest rate guarantees, commodity price dynamics, and corporate debt optimization. Current research continues exploring financial frictions' impact on corporate policy and market structures.

Jens Dick-Nielsenمشاهده پروفایل

استاد

• Finance
• Fixed Income
• Credit Risk
• +۴ مورد دیگر

Jens Dick-Nielsen is a Professor at Copenhagen Business School in the Department of Finance . His work primarily focuses on fixed income markets, liquidity, credit risk, and financial market microstructure. Institution: Copenhagen Business School Department: Department of Finance Academic Rank: Professor Research interests include: Corporate bond markets and liquidity Bank equity risk and financial premiums Data transparency and TRACE system analysis Market segmentation in arbitrage Role of underwriter relationships in bond issuance Policy implications in banking and capital markets Recent publications highlight trends in bond market dynamics, financial intermediation, and liquidity risk. Key themes include empirical analysis of TRACE data, dealer networks, and post-crisis market structures. Scientific awards and honors: Jens Dick-Nielsen has supervised 10 research works and contributed to 23 media appearances. His collaborations span topics like banking capital costs, liquidity analysis, and market microstructure studies.

Stefan Pichlerمشاهده پروفایل

استاد

• Finance
• Banking
• Risk Management
• +۱۱ مورد دیگر

Stefan Pichler is a Professor of Finance and Banking and serves as Vice-Rector for Research at the Vienna University of Economics and Business (WU). He is also the Head of the Institute for Finance, Banking and Insurance and affiliated with the Vienna Graduate School of Finance. His academic leadership includes directing master’s programs in Quantitative Finance and Finance and Accounting. Research Interests: His research focuses on core areas in finance, including Bank and Financial Management, Credit Derivatives, Risk Management, Credit Rating Systems, and Sovereign Debt. He has made significant contributions to understanding EMU government bond markets, Value-at-Risk models, and the term structure of interest rates. His work often involves econometric modeling and financial market analysis. Publication Trends: His recent and ongoing research (2020–2025) emphasizes credit risk modeling, non-performing loans, regulatory impacts, and benchmark transitions like CHF-LIBOR. Earlier work (2003–2014) centered on credit ratings, yield spreads, and risk measurement in European markets. His publications appear in journals such as the Journal of Banking and Finance , Journal of Credit Risk , and Review of Finance . Scientific Awards: 4 awards (specific names not listed in text) Advising and Grants: While specific advisees are not listed, he has led multiple research projects, particularly in public financial management and capital market research. He has collaborated extensively with researchers like Jankowitsch, Hornik, and Geyer. He has held advisory roles such as Head of the Expert Panel on Public Financial Management in Austria and Head of the Financial Advisory Board for Salzburg. Labs and Teams: He leads the Institute for Finance, Banking and Insurance at WU and is involved in strategic capital market research and cryptoeconomics initiatives. He has been a voting member of the ATX Index Committee since 1991 and is a regular speaker at the Alpach Financial Market Symposium.

Thibault Laurentjoyeمشاهده پروفایل

استادیار

• Monetary Policy
• Econometrics and Finance
• Post-Keynesian Economics
• +۵ مورد دیگر

Thibault Laurentjoye is an Assistant Professor at Aalborg University Business School, Faculty of Social Sciences and Humanities, specializing in macroeconomic methodology, theory, and economic policy (MaMTEP). His work focuses on empirical stock-flow consistent models, monetary policy, income distribution, and international economic dynamics. Research Interests Laurentjoye’s research bridges macroeconomics, econometrics, and post-Keynesian economics. Key areas include currency options for political entities (e.g., Wales/Scotland), inflation dynamics, and structural economic modeling for Denmark. His work often addresses real-world policy challenges like unemployment insurance, current account imbalances, and exchange rate mechanisms. Selected Publications His recent publications (2024–2025) emphasize stock-flow consistent models, inflation hierarchies, and currency policy debates. Notably, he has contributed to the Journal of Post Keynesian Economics and edited volumes on sustainability and economic methodology. Academic Activities Active in professional engagements, Laurentjoye has participated in Nordic Post-Keynesian conferences, collaborated with international institutions (e.g., Université de Picardie Jules Verne), and contributed to media discussions on Scottish currency independence since 2022. Labs/Teams He is affiliated with MaMTEP, a research unit dedicated to macroeconomic methodology and policy at Aalborg University Business School.

Caglar Kayaمشاهده پروفایل

پژوهشگر

• Corporate Governance
• Corporate Finance
• Banking
• +۷ مورد دیگر

Caglar Kaya is a post-doctoral researcher at the Center for Corporate Governance within Copenhagen Business School . Holding a Ph.D. in Financial Economics from Lund University, his academic journey includes visiting scholar roles at the University of Illinois at Urbana-Champaign and graduate studies at Istanbul Bilgi University, University of Bologna, and Lund University. His research bridges corporate governance, corporate finance, and banking, with a focus on enterprise foundations and capital structure dynamics. Lund University: Ph.D. in Financial Economics (dissertation: Corporate Growth and Corporate Credit Risk) University of Illinois at Urbana-Champaign: Visiting Scholar (Finance Department) Istanbul Bilgi University: Master’s in International Finance (Banking & Accounting specialization) University of Bologna: Master’s in International Management Lund University: Master’s in Finance His research investigates governance and financial decision-making in unique ownership structures, particularly enterprise foundations (foundation-owned firms). Key projects compare these to publicly and family-owned firms, analyzing board governance, stakeholder relationships, and credit risk. Additional work explores internal capital markets in Swedish corporate groups, collateral’s role in financing, and relationship banking in cooperative banks. His publications reflect expertise in corporate growth dynamics (2019) and creditor governance (2024), with ongoing studies on foundation ownership implications. At Lund University, Caglar taught graduate courses including Financial Valuation & Risk Management, Fixed Income & Derivatives, and Mathematics in Finance. His industry background in audit and banking (five years at multinational firms) informs his empirical research approach. Current projects include analyzing enterprise foundations’ impact on corporate survival and financing strategies, as well as cooperative banks’ role in relationship banking.

Kristoffer Halskovمشاهده پروفایل

پژوهشگر

• Financial Economics
• Empirical Finance
• Asset Pricing
• +۱ مورد دیگر

Kristoffer Halskov is a visiting researcher at the Department of Finance, Copenhagen Business School. His research focuses on empirical asset pricing and sustainable finance, with recent publications examining sustainability-linked bonds and empirical pricing models. PhD Thesis : 'Essays on Empirical Asset Pricing' (2024) Journal Article : Co-authored 'Pricing of Sustainability-linked Bonds' in the Journal of Financial Economics (2024) His work has received 9 citation indexes and 69 reader captures through Pure. Current research explores climate finance, ESG investing, and fixed income markets.

Cosmin Eugen Oanceaمشاهده پروفایل

دانشیار

• Programming Language Design and Implementation
• Compiler Optimization
• Automatic Parallelization
• +۷ مورد دیگر

Cosmin Eugen Oancea serves as an Associate Professor in the Programming Languages and Theory of Computation section at the Department of Computer Science (DIKU), University of Copenhagen, Faculty of Science. His academic profile shows active engagement in research, teaching, and collaboration within the computer science community. Education: PhD in Computer Science from Western University (completed November 20, 2005) Dissertation title: "Parametric Polymorphism for Software Component Architectures and Optimizations" Oancea's research spans multiple domains within computer systems, with primary focus on static, dynamic and hybrid techniques for automatic parallelization (optimizing compilers), programming language design and implementation, memory management, and computer algebra. His recent work demonstrates strong connections between functional programming, array languages, and high-performance computing, with applications in financial modeling, automatic differentiation, and time series analysis. He has made significant contributions to the Futhark programming language ecosystem, focusing on compiler optimizations and performance tuning for GPU architectures. His publication record shows consistent output in top-tier venues including SC (International Conference for High Performance Computing), IFL (Symposium on Implementation and Application of Functional Languages), and ARRAY (Workshop on Libraries, Languages and Compilers for Array Programming), with a notable concentration of publications from 2021-2023. His research demonstrates interdisciplinary connections between computer science theory and practical applications in finance, environmental data analysis, and machine learning infrastructure. Oancea maintains active international collaborations across multiple countries, as indicated by the network visualization of his research partnerships. His work bridges theoretical computer science with practical implementations, particularly in the domain of array programming and compiler optimization for parallel architectures.

David Landoمشاهده پروفایل

استاد

• Credit Risk Modeling
• Financial Risk Management
• Derivatives Markets
• +۳ مورد دیگر

David Lando is a Professor of Finance at Copenhagen Business School, affiliated with the Department of Finance and the Center for Big Data in Finance (BIGFI). He holds a Master’s degree in Mathematics-Economics from the University of Copenhagen and a PhD in Statistics from Cornell University. His research focuses on credit risk modeling, financial risk management, derivatives markets, and corporate capital structure. He authored a seminal monograph on credit risk modeling (Princeton University Press) and has published in top journals like Econometrica and the Journal of Financial Economics. Education: MSc (Math-Econ, U Copenhagen), PhD (Statistics, Cornell) Roles: Former Director of the Center for Financial Frictions (2012–2022), former Chairman of Denmark’s Financial Supervisory Authority (2018–2020), current board member of pension fund P+ His research explores liquidity dynamics in credit markets, sovereign debt relief impacts, and systemic risk. Recent work analyzes emerging market credit spreads post-debt relief and bank equity risk. His articles often bridge theoretical models with empirical validation, emphasizing practical applications for regulators and practitioners. Awards: Best Paper on Quantitative Investments (2006) He advised PhD/Master’s students and consulted for institutions like Danmarks Skibskredit and Shell. His teaching includes advanced credit risk courses, and he maintains an active role in policy through board memberships and regulatory advising. Lando leads research initiatives at CBS and collaborates with international institutions, contributing to both academic discourse and real-world financial policy.

Anders Bjerre Trolleمشاهده پروفایل

استاد

• Asset Pricing
• Derivatives Markets
• Liquidity
• +۳ مورد دیگر

Anders Bjerre Trolle is a Professor of Finance at Copenhagen Business School (CBS), where he also serves in the Department of Finance and the Center for Big Data in Finance (BIGFI). Previously, he held positions as an Associate Professor at HEC Paris and an Assistant Professor at École Polytechnique Fédérale de Lausanne (EPFL), where he also held a Junior Chair at the Swiss Finance Institute. He earned his M.S. in Economics from the University of Copenhagen and his Ph.D. in Finance from CBS. His research focuses on Asset Pricing , Derivatives Markets , Liquidity , and Credit Risk , with notable contributions to understanding market microstructure, financial derivatives valuation, and systemic risk dynamics. His work has been published in top journals like the Journal of Finance , Review of Financial Studies , and Journal of Financial Economics . Recent studies explore the integration of credit and equity markets via index options, transaction costs in CDS markets, and linear-rational term structure models. His research bridges theoretical finance with empirical analysis, addressing practical challenges in derivatives pricing, liquidity risk, and interbank market dynamics. He is actively involved in academic collaborations and serves on editorial boards, contributing to the advancement of financial economics. His work often involves large-scale data analysis, leveraging his affiliation with CBS’s Center for Big Data in Finance.

Thomas Barnebeck Andersenمشاهده پروفایل

استاد

• Comparative Economics
• Economic Development
• Economic History
• +۳ مورد دیگر

Thomas Barnebeck Andersen is a Professor of Economics at the University of Southern Denmark (SDU), specializing in comparative economics, economic development, and macroeconomics. Previously, he held roles at the University of Copenhagen and the Danish central bank. His research focuses on exchange rate regimes, democracy's impact on gender equality, and climate risks in sovereign debt. He has published in top journals like the Review of Economic Studies and Journal of Development Economics , and his work influences international organizations like the IMF and World Bank. Research Interests: Andersen's work spans economic history, political economy, and the interplay between institutions and growth. Notable contributions include analyzing the costs of currency pegs during crises and the long-term effects of exchange rate policies. His recent work explores climate risks in sovereign debt and the historical roots of democratic transitions. Media & Impact: His research has been featured in outlets like the Wall Street Journal and BBC, and cited in popular books such as The Weirdest People in the World . He advises Danish government bodies and has testified before the Danish Parliament. Teaching: Andersen teaches advanced macroeconomics and related courses, emphasizing global investment strategies and institutional frameworks.

Bent Jesper Christensenمشاهده پروفایل

استاد

• Econometrics
• Finance
• Labor Economics
• +۵ مورد دیگر

Bent Jesper Christensen is a Professor at the Department of Economics and Business Economics, Aarhus University. He holds a Ph.D. in Economics from Cornell University (1990) and maintains affiliations as a Research Fellow at the Danish Finance Institute (DFI) and the Center for Research in Energy: Economics and Markets (CoRE), alongside an External Fellow role at the University of Essex's Centre for Financial Econometrics. Ph.D., Economics, Cornell University, 1990 His research spans econometrics, finance, labor economics, macroeconomics, and insurance, with notable contributions to fractional cointegration, fractional GARCH models, and structural estimation of dynamic programming/search models. Recent work focuses on climate-energy-economy interactions, asset pricing (term structure of interest rates), and machine learning applications in forecasting. Current teaching includes Masters-level courses in Applied Time Series Econometrics, Fixed Income Analysis, and Causal Inference. He has supervised over 45 Ph.D. and 170 Masters theses, primarily in finance and econometrics. Key awards include Research Fellowships at DFI and CoRE, and external assessor roles at Danish universities. Research Fellow, Danish Finance Institute Research Fellow, Center for Research in Energy: Economics and Markets External Fellow, University of Essex His academic activities include organizing conferences like the Danish Doctoral School of Finance and visiting Harvard University as an external researcher (2006-2007). Collaborations involve interdisciplinary work on emissions, energy markets, and financial risk modeling.