I do research and teach on topics within financial economics. I earned my master's degree in mathematical economics (cand.scient.oecon.) from Aarhus University in 1991, a PhD in finance from Aarhus School of Business in 1994, and I have been a full professor of finance since 2003. In addition to my academic work, I enjoy interacting with financial practitioners doing e.g. board and committee work and serving as a consultant for various companies, foundations and financial institutions.

My research interests are centered around asset and derivatives pricing theory. 

I am a research fellow at the Danish Finance Institute (DFI) and a member of the Center for Research in Energy: Economics and Markets (CoRE).

I currently teach the master level course "Asset Management" which is a mandatory course in the MSc. Finance (cand.merc. FIN) program. The course focuses on quantitative analytical methods that have special relevance and applicability in practical asset management. I have previously taught a variety of courses on e.g. financial risk management, investments, derivatives, fixed income and corporate valuation.

I also gladly supervise theses, projects etc. In my Statement on supervision you can find some suggested topics and info on my approach to supervision of written work,

Since 2019 I have chaired the investment committee of the Carlsberg Foundation (Carlsbergfondet). I am also a member of the investment committee of the Danish National Research Foundation (Danmarks Grundforskningsfond) since 2018.

I serve as a board member of the stock brokerage company Asset Advisor A/S and of the investment fund provider Selected Investments.

In the past, I have served on the boards of pension funds DIP, JØP and P+ as well as of the Aarhus University Research Foundation (AUFF).