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

182

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Asset Pricing and FOMC Press Conferences

Number of pages: 68 Posted: 03 Jan 2019 Last Revised: 06 Dec 2019
Jonas N. Eriksen and Niels Groenborg
Aarhus University, CREATES, DFI and School of Economics and Business Economics, Aarhus University
Downloads 95 (284,614)
Citation 1

Abstract:

Loading...

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
Aarhus University - CREATES, School of Economics and Business Economics, Aarhus University and Aarhus University - CREATES
Downloads 48 (409,794)

Abstract:

Loading...

Mutual Funds, Fund Selection, Simulation, Small Sample Properties

3.

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 38 (448,859)

Abstract:

Loading...

commodities, futures markets, portfolio selection, Realized Beta GARCH

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 (675,073)
Citation 1
  • Add to Cart

Abstract:

Loading...

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