Thomas Quistgaard Pedersen
Thomas Quistgaard Pedersen is full Professor. He acquired his PhD in 2010 from the Department of Economics and Business Economics, Aarhus University.
His research interests include financial econometrics, empirical finance, asset pricing, and return predictability. He has published in Journal of Financial and Quantitative Analysis and Journal of Empirical Finance.
Pedersen, T. Q. (2010). Return predictability and dynamic asset allocation. Institut for Økonomi, Aarhus Universitet. PhD Theses No. 2010-7
Engsted, T. & Pedersen, T. Q. (2010). The dividend-price ratio does predict dividend growth: International evidence. Journal of Empirical Finance, 17(4), 585-605. https://doi.org/10.1016/j.jempfin.2010.01.003
Engsted, T., Pedersen, T. Q. & Tanggaard, C. (2010). The log-linear return approximation, bubbles, and predictability. Aarhus University. School of Economics and Management.
Engsted, T. & Pedersen, T. Q. (2009). The dividend-price ratio does predict dividend growth: International evidence. Institut for Økonomi, Aarhus Universitet.
Pedersen, T. Q. (2008). Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution. Institut for Økonomi, Aarhus Universitet.
Engsted, T. & Pedersen, T. Q. (2008). Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model. Institut for Økonomi, Aarhus Universitet. ftp://ftp.econ.au.dk/creates/rp/08/rp08_27.pdf
Larsen, A. L. & Pedersen, T. Q. (2006). Strategisk og taktisk aktivallokering - forudsigelige afkasts betydning for den langsigtede investor. Finans/Invest, (6), 9-15.
