Publications in Finance

The list below contains all publications from the past five years written or edited by members of the Finance section at the Department of Economics and Business Economics.

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Blake, D., Cairns, A. J. G., Kallestrup-Lamb, M. & Rangvid, J. (2023). Longevity risk and capital markets: The 2021-22 update. Journal of Demographic Economics, 89(3), 299-312. https://doi.org/10.1017/dem.2023.2

Aabo, T., Hansen, J. B. & Petersen, S. M. (2023). Love thy neighbor: CEO extraversion and corporate acquisitions. Finance Research Letters, 55(Part A), Article 103908. https://doi.org/10.1016/j.frl.2023.103908

Borup, D., Rapach, D. E. & Schütte, E. C. M. (2023). Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data. International Journal of Forecasting, 39(3), 1122-1144. https://doi.org/10.1016/j.ijforecast.2022.05.005

Engsner, H., Lindskog, F. & Thøgersen, J. (2023). Multiple-prior valuation of cash flows subject to capital requirements. Insurance: Mathematics and Economics, 111, 41-56. https://doi.org/10.1016/j.insmatheco.2023.02.007

Irarrazabal, A., Ma, L. & Parra-Alvarez, J. C. (2023). Optimal asset allocation for commodity sovereign wealth funds. Quantitative Finance, 23(3), 471-495. https://doi.org/10.1080/14697688.2022.2158918

Andersen, D. B., Hansen, J., Liengaard, B. D. & Montes Schütte, E. C. (2023). Quantifying investor narratives and their role during COVID-19. Journal of Applied Econometrics, 38(4), 512-532. https://doi.org/10.1002/jae.2964

Meyer, S., Uhr, C., Loos, B. & Hackethal, A. (2023). Switching from commissions on mutual funds to flat-fees: How are advisory clients affected? Journal of Economic Behavior & Organization, 209, 423-449. https://doi.org/10.1016/j.jebo.2023.03.015

Jørgensen, P. L. & Plovst, M. D. (2023). The Cost of Insuring against Underperformance of ESG Screened Index Funds. Journal of Sustainable Finance & Investment, 13(4), 1534-1553. https://doi.org/10.1080/20430795.2022.2147778

Balter, A. G., Bjerre, D. S. & Kallestrup-Lamb, M. (2023). The effect of marital status on life expectancy: Is cohabitation as protective as marriage? Journal of Demographic Economics, 89(3), 373-394. https://doi.org/10.1017/dem.2023.10

Asgharian, H., Christiansen, C. & Hou, A. J. (2023). The effect of uncertainty on stock market volatility and correlation. Journal of Banking and Finance, 154, Article 106929. https://doi.org/10.1016/j.jbankfin.2023.106929

Displaying results 61 to 70 out of 112

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

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

Publication overview

Revised 31.03.2026

Birgitte Højklint Nielsen