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

4

DOWNLOADS

124

CITATIONS

1

Scholarly Papers (4)

1.

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

Number of pages: 67 Posted: 03 Jan 2019 Last Revised: 10 Jul 2019
Jonas N. Eriksen and Niels Groenborg
Aarhus University and CREATES and School of Economics and Business Economics, Aarhus University
Downloads 59 (357,375)
Citation 1

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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 35 (442,213)

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commodities, futures markets, portfolio selection, Realized Beta GARCH

3.

Mutual Fund Selection for Realistically Short Samples

Number of pages: 50 Posted: 31 Dec 2018 Last Revised: 02 Jul 2019
Aarhus University - CREATES, School of Economics and Business Economics, Aarhus University and Aarhus University - CREATES
Downloads 29 (469,320)

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Mutual Funds, Fund Selection, Simulation, Small Sample Properties

4.

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 (648,128)
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equity mutual funds, Fund confidence set, risk-adjusted performance