BS MS (Copenhagen) PhD (Copenhagen Business School)
Assistant Professor of Finance
‘Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis’ (with J Dick-Nielsen and D Lando), Journal of Financial Economics (2012). ‘The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures’, Review of Financial Studies (2012). ‘Decomposing Swap Spreads’ (with D Lando), Journal of Financial Economics (2008).
Asset Pricing, Credit Risk, Fixed Income, Liquidity Risk
Assistant Professor, Copenhagen Business School.