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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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

Kjenstad, E. C. & Kumar, A. (2022). The Effect of Real Estate Prices on Peer Firms. Real Estate Economics, 50(4), 1022-1053. https://doi.org/10.1111/1540-6229.12362

Kjær, M. M. & Posselt, A. M. (2025). The U.S. Dollar and variance risk premia imbalances. Financial Review, 60(1), 173-200. https://doi.org/10.1111/fire.12407

Kallestrup-Lamb, M. & Laursen, N. S. (2024). Longevity hedge effectiveness using socioeconomic indices. Insurance: Mathematics and Economics, 114, 242 - 251. https://doi.org/10.1016/j.insmatheco.2023.11.008

Kallestrup-Lamb, M., Kjærgaard, S. & Jarner, S. F. (2022). The Impact of Longevity on Pension Systems. In T. M. Andersen, S. E. Hougaard Jensen & J. Rangvid (Eds.), The Danish Pension System – Design, performance, and challenges (pp. 181-216). Oxford University Press. https://doi.org/10.1093/oso/9780198867425.001.0001

Kallestrup-Lamb, M., Marin, A. O. K., Menon, S. & Søgaard, J. (2024). Aging populations and expenditures on health. Journal of the Economics of Ageing, 29, Article 100518. https://doi.org/10.1016/j.jeoa.2024.100518

Kallestrup-Lamb, M. & Marin, A. O. K. (2024). Lifetime healthcare expenditures across socioeconomic groups. BMC Public Health, 24(1), Article 2751. https://doi.org/10.1186/s12889-024-20209-1

Kallestrup-Lamb, M., Marin, A. O. K. & Søgaard, J. (2026). Competing Demographic Drivers of Hospital Expenditures: Coexistence of the Red Herring and the Steepening Effects. Health Economics. Advance online publication. https://doi.org/10.1002/hec.70092

Jørgensen, P. L., Rangvid, J. & Ramlau-Hansen, H. (2022). Asset Allocation, Investment Policies and Returns. In T. M. Andersen, S. E. Hougaard Jensen & J. Rangvid (Eds.), The Danish Pension System: Design, Performance, and Challenges (pp. 118-156). Oxford University Press. https://doi.org/10.1093/oso/9780198867425.003.0005

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

Displaying results 31 to 40 out of 114

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