Christian Skov Jensen

Bocconi University

Assistant Professor of Finance

Via Roentgen 1

Milano, MI 20136

Italy

SCHOLARLY PAPERS

3

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Top 19,760

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25

CROSSREF CITATIONS

21

Scholarly Papers (3)

1.
Downloads 1,688 ( 10,693)
Citation 20

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 1,687 (10,517)
Citation 13

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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 (736,465)
Citation 7
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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 655 (42,930)
Citation 5

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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 382 (83,900)

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