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

SCHOLARLY PAPERS

5

DOWNLOADS

141

0

!

Under construction: SSRN citations while be offline until July when we will launch a brand new and improved citations service, check here for more details.

For more information

Scholarly Papers (5)

1.

Standing at Attention: The Impact of FOMC Press Conferences on Asset Prices

Number of pages: 66 Posted: 03 Jan 2019 Last Revised: 16 May 2019
Jonas N. Eriksen and Niels Groenborg
Aarhus University and CREATES and School of Economics and Business Economics, Aarhus University
Downloads 52 (374,731)

Abstract:

Loading...

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

2.

Realizing Correlations Across Asset Classes

Number of pages: 48 Posted: 02 Jan 2019
School of Economics and Business Economics, Aarhus University, Aarhus University - School of Economics and Management, CREATES and Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management
Downloads 34 (440,855)

Abstract:

Loading...

commodities, futures markets, portfolio selection, Realized Beta GARCH

3.

Time-Varying Parameters: New Test Tailored to Applications in Finance and Macroeconomics

Number of pages: 30 Posted: 23 Aug 2018 Last Revised: 24 Mar 2019
Russell Davidson and Niels Groenborg
McGill University and School of Economics and Business Economics, Aarhus University
Downloads 29 (463,403)

Abstract:

Loading...

Nonparametric Estimator, Time-Varying Parameters, Bootstrap, Finance, Macroeconomics

4.

Mutual Fund Selection for Realistically Short Samples

Number of pages: 50 Posted: 31 Dec 2018 Last Revised: 16 Jan 2019
Aarhus University - CREATES, School of Economics and Business Economics, Aarhus University and Aarhus University - CREATES
Downloads 25 (483,986)

Abstract:

Loading...

Mutual Funds, Fund Selection, Simulation, Small Sample Properties

5.

Picking Funds with Confidence

CEPR Discussion Paper No. DP11896
Number of pages: 61 Posted: 16 Mar 2017
Niels Groenborg, Asger Lunde, Allan Timmermann and Russ Wermers
School of Economics and Business Economics, Aarhus University, Aarhus University - School of Economics and Management, UCSD and University of Maryland - Robert H. Smith School of Business
Downloads 1 (637,860)
  • Add to Cart

Abstract:

Loading...

equity mutual funds, Fund confidence set, risk-adjusted performance