Torben Andersen

  • Source: Scopus
1994 …2021

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Research Interests

Professor Andersen has published widely in asset pricing, empirical finance, and empirical market microstructure. His work centers on the modeling of volatility fluctuations in financial returns with applications to asset and derivatives pricing, portfolio selection, and the term structure of interest rates. His current work explores the use of large sets of high-frequency data for volatility forecasting, portfolio choice and risk management.

Education/Academic qualification

Economics, PhD, Yale University

… → 1992

Economics, MPhil, Yale University

… → 1988

Economics and Mathematics, MA, Aarhus University

… → 1985

Economics, BA, Aarhus University

… → 1980

Research interests

  • Asset pricing
  • Econometrics
  • Equity Markets (Stock Market)
  • Financial engineering
  • International finance
  • Investments and portfolio choice
  • Microeconomics

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