Christian Skov Jensen

Bocconi University

Assistant Professor of Finance

Via Roentgen 1

Milano, MI 20136

Italy

  • Bocconi University

SCHOLARLY PAPERS

4

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31

CROSSREF CITATIONS

22

Scholarly Papers (4)

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1.

Generalized Recovery

Downloads 1,735 ( 11,224)
Citation 22

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 1,734 (11,022)
Citation 14

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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 (781,032)
Citation 9
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asset pricing theory, financial economics, pricing kernel, risk aversion

2.

Higher-Moment Risk

Number of pages: 62 Posted: 15 Nov 2017 Last Revised: 19 Feb 2020
Niels Joachim Gormsen and Christian Skov Jensen
University of Chicago - Booth School of Business and Bocconi University
Downloads 740 (39,729)
Citation 9

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

3.

Conditional Risk in Global Stock Returns

Number of pages: 73 Posted: 16 Nov 2017 Last Revised: 09 Jan 2020
Niels Joachim Gormsen and Christian Skov Jensen
University of Chicago - Booth School of Business and Bocconi University
Downloads 429 (79,143)

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

4.

The Ex Ante Physical Distributions of Individual Stock Returns

Number of pages: 55 Posted: 02 Dec 2020 Last Revised: 16 Feb 2021
Christian Skov Jensen
Bocconi University
Downloads 115 (279,061)

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Physical distributions, individual stocks, option implied, physical co-skewness