PhD Defence: Niels Joachim Gormsen
In order to obtain the PhD degree, Niels Joachim Gormsen has submitted his thesis entitled:
Essays on Empirical Asset Pricing
The thesis concerns the empirical relation between risk and return in equities. It studies why the expected return on stocks as a whole varies over time and why there are predictable cross-sectional differences in the return on individual stocks. The thesis consists of three chapters which can be read independently.
Primary Supervisor:
Professor Lasse Heje Pedersen
Department of Finance
Copenhagen Business School
Secondary Supervisors:
Professor Kristian Miltersen
Department of Finance
Copenhagen Business School
Assessment Committee:
Associate Professor Linda Sandris Larsen (Chair)
Department of Finance
Copenhagen Business School
Associate Professor Dong Lou
Department of Finance
London School of Economics
Professor Tom Engsted
Institut for Økonomi
Aarhus Universitet
Location
The defence will take place in SPs13
Thesis:
The thesis will be available from http://openarchive.cbs.dk
Reception:
The Doctoral School of Economics and Management will host a reception, which will take place immediately after the defence in FUHU Faculty Club.