Nydalsveien 37
Oslo, 0442
Norway
BI Norwegian Business School
mutual funds, asset pricing, bias, learning, expected returns, behavioural finance, revealed expectations, first impressions, disagreement, primacy, recency, mutual fund managers, trading volume, volatility
Housing Market, Property Tax, Consumer Economics, Public Finance, Behavioral Finance
price manipulation, dynamic arbitrage, market impact, initial margin, collateral, haircuts, VaR, constraints, risk-control, volatility-managed, forced liquidation, procyclicality, volatility targeting, low risk, endogenous risk, endogenous manipulability, mechanical rebalancing, capacity test, structured products, indexed annuities, stress test, financial stability, predatory trading, systematic risk
Investor Behaviour, Biased Beliefs, Financial Intermediation, Portfolio Choice, Institutional Herding, Leveraged Loans, CLOs, Market Dynamics
collateral design, margins and haircuts, secured funding constraints, endogenous risk measurement, central clearing, haircuts, VaR, volatility-managed, constraints, endogenous risk, manipulability, market impact, trading rule design, margin design
