Charlotte Christiansen
Charlotte Christiansen is professor of finance at the Department of Economics and Business Economics. She acquired her PhD degree in 2001 from the School of Business and Social Sciences. She has several publications covering a range of areas within the field of financial econometrics, multivariate volatility modeling in particular. Publications include journals such as Journal of Empirical Finance, Journal of Banking and Finance, and European Financial Management. She has received several national and international prize awards for her research. She has also received several research grants from the Danish Social Science Research Council. She is a member of the editorial board for Journal of Futures Markets.
Christiansen, C. & Savva, C. S. (2023). Government Bond Market Risk-Return Trade-Off. Quantitative Finance and Economics, 7(2), 249-260. https://doi.org/10.3934/QFE.2023013
Christiansen, C., Jansson, T., Kallestrup-Lamb, M. & Norén, V. A. (2023). Households’ Investments in Socially Responsible Mutual Funds . The Quarterly Review of Economics and Finance, 87, 46-67. https://doi.org/10.1016/j.qref.2022.11.005
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
Bauer, R., Christiansen, C. & Døskeland, T. (2022). A Review of the Active Management of Norway's Government Pension Fund Global. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4003433
Bauer, R., Christiansen, C. & Døskeland, T. (2022). Innlegg om Oljefondet og aktiv forvaltning: Følg Tinbergen-regelen! Dagens Næringsliv. https://www.dn.no/innlegg/oljefondet/kapitalforvaltning/aktiv-forvaltning/innlegg-om-oljefondet-og-aktiv-forvaltning-folg-tinbergen-regelen/2-1-1140858
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
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
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
Christiansen, C., Grønborg, N. S. & Nielsen, O. L. (2020). Mutual Fund Selection for Realistically Short Samples. Journal of Empirical Finance, 55(January), 218-240. https://doi.org/10.1016/j.jempfin.2019.12.001
Christiansen, C., Xing, R. & Xu, Y. (2020). Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2020-14
