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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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

Huber, C., Dreber, A., Huber, J., Johannesson, M., Kirchler, M., Weitzel, U., Abellán, M., Adayeva, X., Ay, F. C., Barron, K., Berry, Z., Bönte, W., Brütt, K., Bulutay, M., Campos-Mercade, P., Cardella, E., Claassen, M. A., Cornelissen, G., Dawson, I. G. J. ... Holzmeister, F. (2023). Competition and moral behavior: A meta-analysis of forty-five crowd-sourced experimental designs. Proceedings of the National Academy of Sciences (PNAS), 120(23), Article e2215572120. https://doi.org/10.1073/pnas.2215572120

Huang, T., Kumar, A., Sacchetto, S. & Vergara-Alert, C. (2024). Stock Comovement and Financial Flexibility. Journal of Financial and Quantitative Analysis, 59(3), 1141-1184. https://doi.org/10.1017/S0022109022001338

Hilpert, C., Hirth, S. & Szimayer, A. (2024). The Information Value of Distress. Management Science, 70(1), 78-97. https://doi.org/10.1287/mnsc.2022.4632

Hanson, S. G., Malkhozov, A. & Venter, G. (2024). Demand-and-Supply Imbalance Risk and Long-term Swap Spreads. Journal of Financial Economics, 154, Article 103814. https://doi.org/10.1016/j.jfineco.2024.103814

Hansen, J. H., Møller, S. V., Pedersen, T. Q. & Schütte, C. M. (2024). House price bubbles under the COVID-19 pandemic. Journal of Empirical Finance, 75, Article 101462. https://doi.org/10.1016/j.jempfin.2023.101462

Hansen, J. (2025). Unspanned stochastic volatility in the linear-rational square-root model: Evidence from the Treasury market. Journal of Banking & Finance, 171, Article 107354. https://doi.org/10.1016/j.jbankfin.2024.107354

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

Grønborg, N. S., Lunde, A., Timmermann, A. & Wermers, R. (2021). Picking Funds with Confidence. Journal of Financial Economics, 139(1), 1-28. https://doi.org/10.1016/j.jfineco.2020.07.003

Grønborg, N. S., Lunde, A., Olesen, K. V. & Elst, H. V. (2022). Realizing Correlations Across Asset Classes. Journal of Financial Markets, 59(Part A), Article 100729. https://doi.org/10.1016/j.finmar.2022.100729

Displaying results 41 to 50 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