Department of Economics and Business Economics

 Department of Economics and Business Economics Research Research sections Finance Publications

Publications in Finance

The list below contains all publications from 2020-2025 written or edited by members of the Finance section at the Department of Economics and Business Economics.

You can sort the list by either date, author or title.

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Kloster, T. K. & Nicolato, E. (2025). An orthogonal expansion approach to joint SPX and VIX calibration in affine stochastic volatility models with jumps. Quantitative Finance, 25(1), 63-89. https://doi.org/10.1080/14697688.2024.2433142
Merkle, C. & Ungeheuer, M. (2025). Beliefs about beta: upside participation and downside protection. Review of Finance, 29(5), 1397-1436. https://doi.org/10.1093/rof/rfaf028
Grohmann, A., Menkhoff, L., Merkle, C. & Schmacker, R. (2025). Earn More Tomorrow: Overconfidence, Income Expectations, and Consumer Indebtedness. Journal of Money, Credit and Banking, 57(5), 1071-1102. https://doi.org/10.1111/jmcb.13157
Geltner, D., Kumar, A. & M. Van de Minne, A. (2025). Estimating Commercial Property Fundamentals from REIT data. Journal of Real Estate Finance and Economics, 71, 453–475. https://doi.org/10.1007/s11146-023-09962-z
Averhoff, M. & Thøgersen, J. (2025). Experience rating in the Cramér-Lundberg model. Insurance: Mathematics and Economics, 124, Article 103128. https://doi.org/10.1016/j.insmatheco.2025.103128
Engsted, T. (2025). (Fejl)fortolkninger af konfidensintervaller. In P. Linde (Ed.), Symposium i Anvendt Statistik 2025 (pp. 23-31). Syddansk Universitet. http://www.statistiksymposium.dk/Symposium%202025%20hele%20bogen%20(10%20MB).pdf
Raaballe, J. (2025). For de dårligst stillede folkepensionister har ATP stort set ingen økonomisk betydning. Finans/Invest, (2), 30. https://cfa.dk/finansinvest/kommentar-for-de-daarligst-stillede-folkepensionister-har-atp-stort-set-ingen-oekonomisk-betydning/
Giambona, E., Kumar, A. & Phillips, G. M. (2025). Hedging, Contract Enforceability and Competition. Review of Financial Studies, 38(7), 2034-2087. https://doi.org/10.1093/rfs/hhaf025
Hansen, N. U., Ergemen, Y. E. & Kallestrup-Lamb, M. (2025). Individual health indices via register-based health records and machine learning. European Actuarial Journal, 15(2), 607-632. https://doi.org/10.1007/s13385-025-00417-8
Neukirchen, D., Köchling, G. & Posch, P. N. (2025). Institutional distraction and illegal business practices: The role of career concerns and wealth incentives. Journal of Financial Stability, 80, Article 101450. https://doi.org/10.1016/j.jfs.2025.101450

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Full lists of individual section members' publications can be found via the section's faculty list.

An overview of publications from all three sections of the Department of Economics and Business Economics can be found on 'Publication overview'.

Revised 14.10.2025
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Birgitte Højklint Nielsen