Niels Groenborg

School of Economics and Business Economics, Aarhus University

Assistant Professor

Fuglesangs Allé 4

DK-8210 Aarhus V, 8210

Denmark

CREATES

School of Economics and Management

Fuglesangs Allé 4

DK-8210 Aarhus V

Denmark

Danish Finance Institute

  • School of Economics and Business Economics, Aarhus University

  • CREATES

  • Danish Finance Institute

SCHOLARLY PAPERS

5

DOWNLOADS

576

SSRN CITATIONS

7

CROSSREF CITATIONS

1

Scholarly Papers (5)

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1.

Asset Pricing and FOMC Press Conferences

Number of pages: 88 Posted: 03 Jan 2019 Last Revised: 10 Mar 2021
Simon Tranberg Bodilsen, Jonas N. Eriksen and Niels Groenborg
Aarhus University - Department of Economics and Business Economics, Aarhus University, DFI and School of Economics and Business Economics, Aarhus University
Downloads 264 (193,429)
Citation 6

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Asset Pricing, FOMC Press Conferences, Monetary Policy, Risk Premia

2.

Mutual Fund Selection for Realistically Short Samples

Number of pages: 57 Posted: 31 Dec 2018 Last Revised: 03 Dec 2019
Charlotte Christiansen, Niels Groenborg and Ole Linnemann Nielsen
Aarhus University - CREATES, School of Economics and Business Economics, Aarhus University and Aarhus University - CREATES
Downloads 132 (357,569)

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Mutual Funds, Fund Selection, Simulation, Small Sample Properties

3.

Realizing Correlations Across Asset Classes

Number of pages: 58 Posted: 02 Jan 2019 Last Revised: 14 Feb 2022
Niels Groenborg, Asger Lunde, Asger Lunde, Kasper Olesen, Kasper Olesen and Harry Vander Elst
School of Economics and Business Economics, Aarhus University, CREATESAarhus University - School of Business and Social Sciences, CREATESBank of America - Bank of America Merrill Lynch and Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management
Downloads 111 (406,334)

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commodities, futures markets, portfolio selection, Realized Beta GARCH

4.

Quiet, the dog is barking: Evidence of predictability from frequency-specific components

Number of pages: 30 Posted: 28 Nov 2021
Niels Groenborg
School of Economics and Business Economics, Aarhus University
Downloads 67 (555,497)

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Equity returns, Dividend growth, Predictability, Variance decompostion, Frequency-specific decomposition, Present value relation

5.

Picking Funds with Confidence

CEPR Discussion Paper No. DP11896
Number of pages: 61 Posted: 16 Mar 2017
Niels Groenborg, Asger Lunde, Asger Lunde, Allan Timmermann and Russ Wermers
School of Economics and Business Economics, Aarhus University, CREATESAarhus University - School of Business and Social Sciences, UCSD and University of Maryland - Robert H. Smith School of Business
Downloads 2 (1,015,831)
Citation 2
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equity mutual funds, Fund confidence set, risk-adjusted performance