Ole Linnemann Nielsen

Aarhus University - CREATES

School of Economics and Management

Building 1322, Bartholins Alle 10

DK-8000 Aarhus C

Denmark

SCHOLARLY PAPERS

2

DOWNLOADS

94

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

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 52 (399,837)

Abstract:

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Mutual Funds, Fund Selection, Simulation, Small Sample Properties

2.

Betting on Mean Reversion in the VIX? Evidence From the Revealed Preferences of Investors

Number of pages: 42 Posted: 02 Mar 2020
Ole Linnemann Nielsen and Anders Merrild Posselt
Aarhus University - CREATES and Aarhus University - CREATES
Downloads 42 (440,575)

Abstract:

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VIX ETPs, Asset Pricing Tests, Flows, VIX Premium