Theis Ingerslev Jensen

Yale University

493 College St

New Haven, CT CT 06520

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 2,678

SSRN RANKINGS

Top 2,678

in Total Papers Downloads

23,385

SSRN CITATIONS
Rank 5,652

SSRN RANKINGS

Top 5,652

in Total Papers Citations

317

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.
Downloads 13,947 ( 595)
Citation 155

Is There a Replication Crisis in Finance?

NYU Stern School of Business Forthcoming
Number of pages: 106 Posted: 05 Mar 2021 Last Revised: 07 Mar 2022
Theis Ingerslev Jensen, Bryan T. Kelly and Lasse Heje Pedersen
Yale University, Yale SOM and AQR Capital Management, LLC
Downloads 13,714 (604)

Abstract:

Loading...

Asset Pricing, Factors, Data Mining, Replication, Multiple Testing, External Validity, Empirical Bayes, Bayesian Statistics

Is There a Replication Crisis in Finance?

NBER Working Paper No. w28432
Number of pages: 54 Posted: 08 Feb 2021 Last Revised: 10 Mar 2023
Theis Ingerslev Jensen, Bryan T. Kelly and Lasse Heje Pedersen
Yale University, Yale SOM and AQR Capital Management, LLC
Downloads 233 (242,718)
Citation 72

Abstract:

Loading...

2.

Machine Learning and the Implementable Efficient Frontier

Swiss Finance Institute Research Paper No. 22-63
Number of pages: 70 Posted: 18 Aug 2022 Last Revised: 19 Aug 2022
Theis Ingerslev Jensen, Bryan T. Kelly, Semyon Malamud and Lasse Heje Pedersen
Yale University, Yale SOM, Ecole Polytechnique Federale de Lausanne and AQR Capital Management, LLC
Downloads 6,172 (2,404)
Citation 6

Abstract:

Loading...

asset pricing, machine learning, transaction costs, economic significance, investments

3.

Big Data Asset Pricing: Exercises

Number of pages: 14 Posted: 24 Apr 2022 Last Revised: 27 Apr 2023
Theis Ingerslev Jensen and Lasse Heje Pedersen
Yale University and AQR Capital Management, LLC
Downloads 1,576 (22,227)

Abstract:

Loading...

4.

In Search of the True Greenium

Number of pages: 76 Posted: 04 Apr 2024 Last Revised: 17 May 2024
Marc Eskildsen, Markus Ibert, Theis Ingerslev Jensen and Lasse Heje Pedersen
Copenhagen Business School - Department of Finance, Copenhagen Business School - Department of Finance, Yale University and AQR Capital Management, LLC
Downloads 1,027 (41,824)

Abstract:

Loading...

Greenium, cost of capital, ESG, replication, climate, sustainable finance

5.

Subjective Risk and Return

Number of pages: 112 Posted: 22 Nov 2022 Last Revised: 26 Mar 2024
Theis Ingerslev Jensen
Yale University
Downloads 663 (74,902)
Citation 3

Abstract:

Loading...

Asset pricing, risk-return tradeoff, subjective risk, subjective expected returns, optimism bias