Christian Skov Jensen

Bocconi University

Assistant Professor of Finance

Via Roentgen 1

Milano, MI 20136

Italy

  • Bocconi University

SCHOLARLY PAPERS

5

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SSRN CITATIONS
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47

CROSSREF CITATIONS

23

Scholarly Papers (5)

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1.

Generalized Recovery

Downloads 1,917 (13,927)
Citation 29

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 1,916 (13,675)
Citation 15

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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 (1,014,764)
Citation 15
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asset pricing theory, financial economics, pricing kernel, risk aversion

2.

Higher-Moment Risk

Number of pages: 69 Posted: 15 Nov 2017 Last Revised: 14 Sep 2022
Niels Joachim Gormsen and Christian Skov Jensen
University of Chicago - Booth School of Business and Bocconi University
Downloads 1,336 (24,142)
Citation 9

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

3.

Conditional Risk

Number of pages: 80 Posted: 16 Nov 2017 Last Revised: 21 Jul 2022
Niels Joachim Gormsen and Christian Skov Jensen
University of Chicago - Booth School of Business and Bocconi University
Downloads 694 (60,421)

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

4.

Are Risk-Neutral Variance and Skewness Good Proxies for their Physical Counterparts?

Number of pages: 92 Posted: 02 Dec 2020 Last Revised: 15 Nov 2022
Christian Skov Jensen
Bocconi University
Downloads 329 (147,609)

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Option implied moments, physical moments, risk-neutral moments

5.

Differences of Opinion Predict Volatility

Number of pages: 29 Posted: 12 Jul 2021
Christian Skov Jensen and Mads Vestergaard Jensen
Bocconi University and Copenhagen Business School
Downloads 142 (324,263)

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Differences of opinion, equity volatility, costs of shorting, short interest