Christian Skov Jensen

Bocconi University

Assistant Professor of Finance

Via Roentgen 1

Milano, MI 20136

Italy

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 19,514

SSRN RANKINGS

Top 19,514

in Total Papers Downloads

2,444

SSRN CITATIONS
Rank 26,451

SSRN RANKINGS

Top 26,451

in Total Papers Citations

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.
Downloads 1,605 ( 10,436)
Citation 11

Generalized Recovery

Journal of Financial Economics, 133 (1), 154-174, 2019
Number of pages: 62 Posted: 08 Dec 2015 Last Revised: 28 May 2019
Christian Skov Jensen, David Lando and Lasse Heje Pedersen
Bocconi University, Copenhagen Business School and AQR Capital Management, LLC
Downloads 1,604 (10,250)
Citation 8

Abstract:

Loading...

asset pricing theory, financial economics, pricing kernel, risk aversion

Generalized Recovery

CEPR Discussion Paper No. DP12665
Number of pages: 66 Posted: 05 Feb 2018
David Lando, Lasse Heje Pedersen and Christian Skov Jensen
Copenhagen Business School, AQR Capital Management, LLC and Bocconi University
Downloads 1 (685,321)
Citation 3
  • Add to Cart

Abstract:

Loading...

asset pricing theory, financial economics, pricing kernel, risk aversion

2.

Higher-Moment Risk

Number of pages: 52 Posted: 15 Nov 2017 Last Revised: 26 Mar 2019
Niels Joachim Gormsen and Christian Skov Jensen
University of Chicago - Booth School of Business and Bocconi University
Downloads 527 (51,856)
Citation 3

Abstract:

Loading...

asset pricing, financial economics, higher order moments, tail risk

3.

Conditional Risk

Number of pages: 67 Posted: 16 Nov 2017 Last Revised: 21 Dec 2018
Niels Joachim Gormsen and Christian Skov Jensen
University of Chicago - Booth School of Business and Bocconi University
Downloads 312 (96,667)

Abstract:

Loading...

Asset Pricing, Conditional CAPM, Factor Models, Time-Varying Discount Rates