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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Uhr, C., Meyer, S. & Hackethal, A. (2021). Smoking hot portfolios? Trading behavior, investment biases, and self-control failure. Journal of Empirical Finance, 63, 73-95. https://doi.org/10.1016/j.jempfin.2021.05.006
Thinggaard, F. & Jørgensen, P. L. (2021). Renteswaps i årsregnskabet - med fokus på dagsværdimåling. Revision & Regnskabsvæsen, 2021(5), 38-53. Article RR.5.2021.38.
Solórzano Andrade, G. & Parra-Alvarez, J. C. (2024). Risk sensitive linear approximations. Economics Letters, 238, Article 111716. https://doi.org/10.1016/j.econlet.2024.111716
Raaballe, J. (2020). Risikobaseret investering: SIFI-banker er dårligt rustet til Corona-krisen. Finans/Invest, 2020(3). http://finansinvest.dk/product/nr-3-2020/
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/
Posselt, A. M. (2022). Dynamics in the VIX complex. The Journal of Futures Markets, 42(9), 1665-1687. https://doi.org/10.1002/fut.22290
Pedersen, T. Q. & Schütte, E. C. M. (2020). Testing for explosive bubbles in the presence of autocorrelated innovations. Journal of Empirical Finance, 58, 207-225. https://doi.org/10.1016/j.jempfin.2020.06.002
Parra-Alvarez, J. C., Polattimur, H. & Posch, O. (2021). Risk matters: Breaking certainty equivalence in linear approximations. Journal of Economic Dynamics and Control, 133, Article 104248. https://doi.org/10.1016/j.jedc.2021.104248
Parra-Alvarez, J. C., Posch, O. & Schrimpf, A. (2022). Peso problems in the estimation of the C-CAPM. Quantitative Economics, 13(1), 259-313. https://doi.org/10.3982/QE1478
Parra-Alvarez, J. C., Posch, O. & Wang, M. C. (2023). Estimation of Heterogeneous Agent Models: A Likelihood Approach. Oxford Bulletin of Economics and Statistics, 85(2), 304-330. https://doi.org/10.1111/obes.12531

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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