PhD defence: Niels Joachim Gormsen
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
Thesis:
The thesis is available here
Reception:
The Doctoral School of Economics and Management will host a reception, which will take place immediately after the defence in FUHU Faculty Club.
Organised by | The Doctoral School of Economics and Management |
Date | 15 June 2018 |
Time | 13.00 - 15.00 |
Location | Copenhagen Business School Solbjerg Plads 3 2000 Frederiksberg SPs13 |