Christian Skov Jensen

Bocconi University

Assistant Professor of Finance

Via Roentgen 1

Milano, MI 20136

Italy

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SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Generalized Recovery

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

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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
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Citation 3
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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

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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)

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