Christian Skov Jensen

Bocconi University

Assistant Professor of Finance

Via Roentgen 1

Milano, MI 20136

Italy

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 18,678

SSRN RANKINGS

Top 18,678

in Total Papers Downloads

5,093

SSRN CITATIONS
Rank 17,896

SSRN RANKINGS

Top 17,896

in Total Papers Citations

54

CROSSREF CITATIONS

23

Scholarly Papers (6)

1.
Downloads 1,993 (15,382)
Citation 33

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 - Department of Finance and AQR Capital Management, LLC
Downloads 1,992 (15,131)
Citation 15

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 - Department of Finance, AQR Capital Management, LLC and Bocconi University
Downloads 1 (1,179,959)
Citation 18
  • Add to Cart

Abstract:

Loading...

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

2.

Higher-Moment Risk

Number of pages: 75 Posted: 15 Nov 2017 Last Revised: 26 Dec 2023
Niels Joachim Gormsen and Christian Skov Jensen
University of Chicago - Booth School of Business and Bocconi University
Downloads 1,562 (22,568)
Citation 9

Abstract:

Loading...

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

3.

Conditional Risk

Number of pages: 56 Posted: 16 Nov 2017 Last Revised: 27 Mar 2024
Niels Joachim Gormsen and Christian Skov Jensen
University of Chicago - Booth School of Business and Bocconi University
Downloads 847 (54,373)

Abstract:

Loading...

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 415 (132,816)

Abstract:

Loading...

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 181 (307,401)

Abstract:

Loading...

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

6.

Do Investors Learn from Prices? Evidence from the Securities Lending Market

Number of pages: 73 Posted: 20 Nov 2023 Last Revised: 05 Feb 2024
Paula Cocoma and Christian Skov Jensen
Frankfurt School of Finance & Management and Bocconi University
Downloads 95 (506,731)

Abstract:

Loading...

Rational expectations, differences-of-opinion, shorting demand, belief formation