Nicolai Søgaard Laursen

Copenhagen Business School

SCHOLARLY PAPERS

2

DOWNLOADS

61

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Unsystematic Mortality and Time-Varying Returns

Number of pages: 57 Posted: 02 Nov 2023
Nicolai Søgaard Laursen
Copenhagen Business School
Downloads 33 (836,989)

Abstract:

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Return Predictability, Unsystematic mortality risk, Industry anddividend-price sorted portfolios, U.S. stock market

2.

Longevity Hedge Effectiveness Using Socioeconomic Indices

Number of pages: 48 Posted: 29 Sep 2022
Malene Kallestrup Lamb and Nicolai Søgaard Laursen
Aarhus University and Copenhagen Business School
Downloads 28 (879,580)

Abstract:

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longevity risk, hedge effectiveness, basis risk, socioeconomic groups, q-forwards