Fingerprint The fingerprint is based on mining the text of the scientific documents related to the associated persons. Based on that an index of weighted terms is created, which defines the key subjects of research unit

Jump Mathematics
Semimartingale Mathematics
Volatility Mathematics
Loans Business & Economics
High-frequency Data Mathematics
Limit Theorems Mathematics
Assets Business & Economics
Pricing Mathematics

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Profiles

No photo of Torben Andersen

Torben Andersen

Person: Academic

19942019
No photo of Scott Ross Baker
20112018

Research Output 1957 2019

A model of safe asset determination

He, Z., Krishnamurthy, A. & Milbradt, K., Apr 1 2019, In : American Economic Review. 109, 4, p. 1230-1262 33 p.

Research output: Contribution to journalArticle

Assets
Float
Debt
Rollover
Sovereign bonds

Directed attention and nonparametric learning

Dew-Becker, I. L. & Nathanson, C. G., May 1 2019, In : Journal of Economic Theory. 181, p. 461-496 36 p.

Research output: Contribution to journalArticle

Ambiguity aversion
Income
Overreaction
Extrapolation
Deviation
2 Citations (Scopus)

Dividend Dynamics, Learning, and Expected Stock Index Returns

Jagannathan, R. & Liu, B., Feb 1 2019, In : Journal of Finance. 74, 1, p. 401-448 48 p.

Research output: Contribution to journalArticle

Dividends
Learning dynamics
Stock index
Investors
Time horizon

Grants 2013 2020