Peter O. Christensen

Copenhagen Business School - Department of Finance

Professor

Solbjerg Plads 3

Frederiksberg, DK-2000

Denmark

  • Copenhagen Business School - Department of Finance

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    • Tel: +45 6140 3237
SCHOLARLY PAPERS

17

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2,010

SSRN CITATIONS
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Top 21,512

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21

CROSSREF CITATIONS

25

Scholarly Papers (17)

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1.

Dynamic Capital Structure with Callable Debt and Debt Renegotiations

Number of pages: 40 Posted: 24 Jul 2002
Peter O. Christensen, David Lando, Christian Riis Flor and Kristian R. Miltersen
Copenhagen Business School - Department of Finance, Copenhagen Business School, University of Southern Denmark and Copenhagen Business School
Downloads 792 (47,821)
Citation 23

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2.

Modeling Uncertainty in Climate Change: A Multi‐Model Comparison

Downloads 55 (108,273)
Citation 12

Modeling Uncertainty in Climate Change: A Multi-Model Comparison

CESifo Working Paper Series No. 5538
Number of pages: 67 Posted: 28 Oct 2015
Kenneth Gillingham, William D. Nordhaus, David Anthoff, Geoffrey J. Blanford, Valentina Bosetti, Peter O. Christensen, Haewon McJeon, John M. Reilly and Paul Sztorc
Yale University, Yale University - Department of Economics, University of California, Berkeley - Energy and Resources Group, Electric Power Research Institute, Bocconi University, Copenhagen Business School - Department of Finance, University of Maryland - Joint Global Change Research Institute, Massachusetts Institute of Technology (MIT) - Joint Program on the Science and Policy of Global Change and Yale University - Department of Economics
Downloads 55 (559,282)

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climate change, integrated assessment models

3.

Equilibrium in Securities Markets with Heterogeneous Investors and Unspanned Income Risk

Number of pages: 38 Posted: 23 Mar 2009 Last Revised: 24 Dec 2016
Peter O. Christensen, Kasper Larsen and Claus Munk
Copenhagen Business School - Department of Finance, Rutgers, The State University of New Jersey and Copenhagen Business School
Downloads 295 (156,540)
Citation 1

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Unspanned income, heterogeneous preferences, continuous-time equilibrium, risk-free rate puzzle, equity premium, incomplete markets, Brownian motion

4.

The Stewardship Role of Analyst Forecasts, and Discretionary Versus Non-Discretionary Accruals

Downloads 280 (165,278)
Citation 4

The Stewardship Role of Analyst Forecasts, and Discretionary Versus Non-Discretionary Accruals

Number of pages: 32 Posted: 18 Mar 2011
Peter O. Christensen, Hans Frimor, Hans Frimor and Florin Sabac
Copenhagen Business School - Department of Finance, Aarhus UniversityUniversity of Southern Denmark - Department of Business and Economics and University of Alberta - Department of Accounting, Operations & Information Systems
Downloads 280 (164,367)
Citation 4

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Stewardship, Analyst forecasts, Earnings Management, Renegotiation, Discretionary and Nondiscretionary, Accruals, Accounting Regulation

The Stewardship Role of Analyst Forecasts, and Discretionary Versus Non-Discretionary Accruals

European Accounting Review, Forthcoming, University of Alberta School of Business Research Paper No. 2014-08
Posted: 15 Apr 2012
Peter O. Christensen, Hans Frimor, Hans Frimor and Florin Sabac
Copenhagen Business School - Department of Finance, Aarhus UniversityUniversity of Southern Denmark - Department of Business and Economics and University of Alberta - Department of Accounting, Operations & Information Systems

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stewardship, analyst forecasts, earnings management, renegotiation, discretionary and non-discretionary, accruals, accounting regulation

5.

Incomplete Continuous-Time Securities Markets with Stochastic Income Volatility

Number of pages: 40 Posted: 18 Mar 2011 Last Revised: 27 Apr 2013
Peter O. Christensen and Kasper Larsen
Copenhagen Business School - Department of Finance and Rutgers, The State University of New Jersey
Downloads 233 (198,353)
Citation 5

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Incomplete markets, non-Pareto efficiency, stochastic volatility, stochastic interest rates, stochastic risk premia

6.

Contractual Incentives and Career Concerns

AAA 2015 Management Accounting Section (MAS) Meeting
Number of pages: 24 Posted: 19 Aug 2014
Peter O. Christensen, Hans Frimor, Hans Frimor and Florin Sabac
Copenhagen Business School - Department of Finance, Aarhus UniversityUniversity of Southern Denmark - Department of Business and Economics and University of Alberta - Department of Accounting, Operations & Information Systems
Downloads 143 (304,278)

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dynamic agency, renegotiation, career concerns, non-contractible information

7.

Consumption-Based Equity Valuation

Review of Accounting Studies, Forthcoming
Number of pages: 67 Posted: 11 Nov 2015 Last Revised: 05 Apr 2016
Christian Bach and Peter O. Christensen
Danske Commodities and Copenhagen Business School - Department of Finance
Downloads 125 (337,225)
Citation 3

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Equity valuation, residual income, risk-adjusted discounting, CAPM, CCAPM

8.

Timeliness, Accuracy, and Relevance in Dynamic Incentive Contracts

Number of pages: 57 Posted: 19 Mar 2022
Peter O. Christensen, Gerald A. Feltham, Christian Hofmann and Florin Sabac
Copenhagen Business School - Department of Finance, University of British Columbia (UBC) - Sauder School of Business, Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management) and University of Alberta - Department of Accounting, Operations & Information Systems
Downloads 87 (431,063)

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Dynamic incentives, Performance measure precision, contract renegotiation

9.

Real Incentive Effects of Soft Information

Contemporary Accounting Research, Forthcoming
Posted: 23 Jun 2019
Peter O. Christensen, Hans Frimor, Hans Frimor and Florin Sabac
Copenhagen Business School - Department of Finance, Aarhus UniversityUniversity of Southern Denmark - Department of Business and Economics and University of Alberta - Department of Accounting, Operations & Information Systems

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dynamic agency, renegotiation, career concerns, non-contractible information

10.

Dynamic Incentives and Responsibility Accounting: A Comment

Journal of Accounting & Economics, Aug 2003, Volume: 35 Issue: 3 pp.423-441 , University of Alberta School of Business Research Paper No. 2013-1096
Posted: 02 Jul 2013
Peter O. Christensen, Gerald A. Feltham and Florin Sabac
Copenhagen Business School - Department of Finance, University of British Columbia and University of Alberta - Department of Accounting, Operations & Information Systems

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Agency Theory, Contracts, Incentives, USA

11.

A Contracting Perspective on Earnings Quality

Journal of Accounting and Economics Volume 39, Issue 2, June 2005, Pages 265–294, University of Alberta School of Business Research Paper No. 2013-1095
Posted: 02 Jul 2013
Peter O. Christensen, Gerald A. Feltham and Florin Sabac
Copenhagen Business School - Department of Finance, University of British Columbia and University of Alberta - Department of Accounting, Operations & Information Systems

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Contracting, Management compensation, Accruals, Earnings quality, Performance measure autocorrelation

12.

Information and Heterogeneous Beliefs: Cost of Capital, Trading Volume, and Investor Welfare

Accounting Review, Forthcoming
Posted: 21 Jul 2011 Last Revised: 25 Dec 2013
Peter O. Christensen and Zhenjiang Qin
Copenhagen Business School - Department of Finance and University of Macau

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heterogeneous beliefs, public information, dynamic trading, cost of capital, real effects, investor welfare

13.

Ranking Performance Measures in Multi-Task Agencies

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Ranking Performance Measures in Multi-Task Agencies

The Accounting Review, Forthcoming
Posted: 31 Mar 2010
Peter O. Christensen, Florin Sabac and Jie (Joyce) Tian
Copenhagen Business School - Department of Finance, University of Alberta - Department of Accounting, Operations & Information Systems and University of Alberta - Department of Accounting, Operations & Information Systems

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Likelihood ratios, Multiple tasks, LEN

Ranking Performance Measures in Multi-Task Agencies

The Accounting Review, 85(5), September 2010, pp 1545-1575, University of Alberta School of Business Research Paper No. 2013-1091
Posted: 02 Jul 2013
Peter O. Christensen, Florin Sabac and Jie (Joyce) Tian
Copenhagen Business School - Department of Finance, University of Alberta - Department of Accounting, Operations & Information Systems and University of Alberta - Department of Accounting, Operations & Information Systems

Abstract:

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Likelihood ratios, Multiple tasks, LEN

14.

Information and the Cost of Capital: An Ex-Ante Perspective

AAA 2009 Financial Accounting and Reporting Section (FARS) Paper
Posted: 16 May 2008 Last Revised: 25 Dec 2013
Peter O. Christensen, Leonidas Enrique de la Rosa and Gerald A. Feltham
Copenhagen Business School - Department of Finance, Aarhus University - Department of Economics and Business Economics and University of British Columbia

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15.

Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model

Posted: 11 Sep 2001
Peter O. Christensen, Svend Erik Graversen and Kristian R. Miltersen
Copenhagen Business School - Department of Finance, University of Aarhus - Department of Mathematical Sciences and Copenhagen Business School

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Consumption-based capital asset pricing model, CCAPM, dynamic trading

16.

'Cost of Capital' in Residual Income for Performance Evaluation

Sauder School of Business Working Paper
Posted: 11 Jul 2000
Peter O. Christensen, Gerald A. Feltham and Martin G. H. Wu
Copenhagen Business School - Department of Finance, University of British Columbia and University of Illinois at Urbana-Champaign

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Cost of capital; Residual income; Performance evaluation

17.

Sequential Communication in Agencies

REVIEW OF ACCOUNTING STUDIES, Vol. 2, No. 2, 1997
Posted: 17 Sep 1997
Peter O. Christensen and Gerald A. Feltham
Copenhagen Business School - Department of Finance and University of British Columbia

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