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Christian Heyerdahl-Larsen

Assistant Professor of Finance


MSc (Cass Business School), PhD (BI Norwegian Business School)

Dr Christian Heyerdahl-Larsen specialises in asset pricing. His recent work has covered how heterogeneity in risk aversion affects stock return correlations, how disagreement about inflation influences the yield curve, and how good specific habit formation might help us understand exchange rate dynamics and the failure of uncovered interest rate parity.

Dr Heyerdahl-Larsen was a postdoc at The Institute for Financial Research (SIFR) in Stockholm, Prior to joining London Business School in 2010. He completed his PhD at the BI Norwegian Business School in 2009.

2016

Risk Premia and Volatilities in a Non-Linear Term Structure Model

Feldhutter P; Heyerdahl-Larsen C; Illeditsch P

Working Paper

Correlations

Ehling P; Heyerdahl-Larsen C

Management Science

2014

Asset Prices and Portfolio Choice with Learning from Experience

Ehling P; Graniero A; Heyerdahl-Larsen C

IFA Working Paper

2013

Disagreement about Inflation and the Yield Curve

Ehling P; Gallmeyer M; Heyerdahl-Larsen C; Illeditsch P

IFA Working Paper

2012

Complete and Incomplete Financial Markets in Multi-Good Economies

Ehling P; Heyerdahl-Larsen C

IFA Working Paper

E207 Elective Course in International Finance

Research Interests

Asset pricing, international finance, heterogeneous agent models.