Niels Joachim Gormsen

Copenhagen Business School

Solbjerg Plads 3

Frederiksberg C, DK - 2000

Denmark

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 8,812

SSRN RANKINGS

Top 8,812

in Total Papers Downloads

4,240

CITATIONS

0

Scholarly Papers (2)

1.

Time Variation of the Equity Term Structure

Number of pages: 40 Posted: 21 Jun 2017
Niels Joachim Gormsen
Copenhagen Business School
Downloads 0 (349,324)

Abstract:

asset pricing, equity term structure, time varying discount rates

2.

Betting Against Correlation: Testing Theories of the Low-Risk Effect

Number of pages: 57 Posted: 08 Feb 2017
AQR Capital Management, LLC, AQR Capital Management, LLC, Copenhagen Business School and AQR Capital Management, LLC
Downloads 0 (1,489)

Abstract:

asset pricing, leverage constraints, lottery demand, margin, sentiment