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.

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Balter, A. G., Kallestrup-Lamb, M. & Rangvid, J. (2021). Macro longevity risk and the choice between annuity products: Evidence from Denmark. Insurance: Mathematics and Economics, 99, 355-362. https://doi.org/10.1016/j.insmatheco.2021.04.009

Bakshi, G., Crosby, J., Gao, X. & Hansen, J. W. (2023). Treasury option returns and models with unspanned risks. Journal of Financial Economics, 150(3), Article 103736. https://doi.org/10.1016/j.jfineco.2023.103736

Baker, S. R., Kueng, L., Meyer, S. & Pagel, M. (2022). Consumption Imputation Errors in Administrative Data. Review of Financial Studies, 35(6), 3021-3059. https://doi.org/10.1093/rfs/hhab087

Baker, S. R., Farrokhnia, R. A., Meyer, S., Pagel, M. & Yannelis, C. (2023). Income, Liquidity, and the Consumption Response to the 2020 Economic Stimulus Payments. Review of Finance, 27(6), 2271-2304. https://doi.org/10.1093/rof/rfad010

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

Atanasov, V., Møller, S. V. & Priestley, R. (2020). Consumption Fluctuations and Expected Returns. Journal of Finance, 75(3), 1677-1713. https://doi.org/10.1111/jofi.12870

Asmussen, S., Constantinescu, C. & Thøgersen, J. (2021). On the risk of credibility premium rules. Scandinavian Actuarial Journal, 2021(10), 866-889. https://doi.org/10.1080/03461238.2021.1895298

Aslanidis, N., Christiansen, C. & Savva, C. S. (2020). Flight-to-Safety and the Risk-Return Trade-Off: European Evidence. Finance Research Letters, 35, Article 101294. https://doi.org/10.1016/j.frl.2019.09.009

Aslanidis, N., Christiansen, C. & Savva, C. S. (2021). Quantile Risk–Return Trade-Off. Journal of Risk and Financial Management, 14(6), Article 249. https://doi.org/10.3390/jrfm14060249

Asgharian, H., Christiansen, C., Hou, A. J. & Wang, W. (2021). Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing. Journal of International Financial Markets, Institutions & Money, 74, Article 101412. https://doi.org/10.1016/j.intfin.2021.101412

Displaying results 101 to 110 out of 127

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 02.03.2026

Birgitte Højklint Nielsen