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Niels Joachim Gormsen

Copenhagen Business School

Solbjerg Plads 3

Frederiksberg C, DK - 2000

Denmark

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Time Variation of the Equity Term Structure

Number of pages: 40 Posted: 21 Jun 2017

Niels Joachim Gormsen

Copenhagen Business School

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2.

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

Number of pages: 62 Posted: 08 Feb 2017 Last Revised: 30 Jun 2017

Clifford S. Asness, Andrea Frazzini, Niels Joachim Gormsen and Lasse Heje Pedersen

AQR Capital Management, LLC, AQR Capital Management, LLC, Copenhagen Business School and AQR Capital Management, LLC

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