jrfi

Department of Finance

Jesper
Rangvid
Professor
,
Cand. Polit., Ph.d


Room: SOL/A5.30
Tel:
+4538153784
E-mail: jr.fi@cbs.dk
Presentation

Jesper Rangvid is Professor of Finance and Director of the Pension Research Centre (PeRCent) at Copenhagen Business School. In his research, Jesper studies asset return determination and forecasting, financial crises, financial institutions (in particular asset managers and banks), and household finance. He is chairman of the Council for Return Expectations and member of several boards of directors and committees, both private and public. Jesper was chairman of the government-appointed committee that investigated the causes and consequences of the financial crisis in Denmark. His book ’From Main Street to Wall Street’ was published by Oxford University Press in 2021. He maintains Rangvid’s Blog, a blog on finance and economics.

Primary research areas
  • Financial markets and the macroeconomy
  • International finance
  • Financial crises
  • Household finance
  • Mutual funds
Social media
Links
Link to this homepage
www.cbs.dk/en/staff/jrfi
Courses

International Finance

Other teaching activities

Associate Dean, Executive MBA

Selected publications
  • Dividend predictability around the world. Rangvid, M. Schmeling and A. Schrimpf. Journal of Financial and Quantitative Analysis, forthcoming.
  • End-of-the-year economic growth and time-varying expected returns. S.V. Moeller and J. Rangvid. Journal of Financial Economics, Vol. 115 (1),136-154, 2015.
  • Are economists more likely to hold stocks? C. Christiansen, J.S. Joensen and J. Rangvid. Review of Finance, Vol. 12 (3), 465-496, 2008.
  • Output and expected returns. J. Rangvid. Journal of Financial Economics, Vol. 81 (3), 595-624, 2006.
  • Determinants of the implied shadow exchange rates from a target zone. J. Rangvid and C. Sørensen. European Economic Review, Vol. 45 (9), 1665-1696, 2001.
Publications sorted by:
2024
Mads Hebsgaard; Henrik Ramlau-Hansen; Jesper Rangvid / Danskernes samlede opsparing : Hvor stor pension er virkelig mulig?.
In: Finans/Invest, No. 4, 8.2024, p. 4-12
Journal article > peer review
Linda Sandris Larsen; Claus Munk; Rikke Sejer Nielsen; Jesper Rangvid / How Do Interest-only Mortgages Affect Consumption and Saving over the Life Cycle?
In: Management Science, Vol. 70, No. 3, 3.2024, p. 1970-1991
Journal article > peer review
2023
Henrik Ramlau-Hansen; Jesper Rangvid / ATP : Investeringsafkast og ny model for opsparing.
In: Finans/Invest, No. 1, 2.2023, p. 5-13
Journal article > peer review
Torben M. Andersen; Peter Engberg Jensen; Jesper Rangvid / Aktivklasser for langsigtede afkastforventninger
In: Finans/Invest, No. 4, 8.2023, p. 15-20
Journal article > peer review
David Blake; Andrew J. G. Cairns; Malene Kallestrup-Lamb; Jesper Rangvid / Longevity Risk and Capital Markets : The 2021–22 Update.
In: Journal of Demographic Economics, Vol. 89, No. 3, 2023, 14 p., p. 299-312
Editorial > peer review
Torben M. Andersen; Peter Engberg Jensen; Jesper Rangvid / Niveau af langsigtede afkastforventninger
In: Finans/Invest, No. 4, 8.2023, p. 21-27
Journal article > peer review
2022
Peter Løchte Jørgensen; Henrik Ramlau-Hansen; Jesper Rangvid / Asset Allocation, Investment Policies, and Returns
In: The Danish Pension System: Design, Performance, and Challenges. . ed. /Torben M. Andersen; Svend E. Hougaard Jensen; Jesper Rangvid. Oxford : Oxford University Press 2022, p. 118-156
Book chapter > peer review
Linda Sandris Larsen; Ulf Nielsson; Jesper Rangvid / Gender and Choice of Pension Product
In: Finance Research Letters, Vol. 47, 6.2022
Journal article > peer review
Bjarne Florentsen; Ulf Nielsson; Peter Raahauge; Jesper Rangvid / How Important Is Affiliation Between Mutual Funds and Distributors for Fund Flows?
In: Review of Finance, Vol. 26, No. 4, 7.2022, p. 971-1009
Journal article > peer review
Torben M. Andersen (Editor) ; Svend E. Hougaard Jensen (Editor) ; Jesper Rangvid (Editor) / The Danish Pension System : Design, Performance, and Challenges.
Oxford : Oxford University Press 2022, 278 p.
Anthology > peer review
More results... (total 91 results)
Research Projects
Outside activities

·  I am a member of the Board of Directors at Formuepleje. 2023–

·  I am a member of the Board of Directors at Advantage Investment Partners. 2021–

·  I am a member of the Board of Directors at Finansiel Stabilitet. 2020–

·  I am an advisor at HomeSlice. 2024–

·  I am a member of the Board of Directors at the Danish Finance Institute (pro bono). 2020-

·  I chair the Council for Return Expectations. 2018-

·  I am a consultant for Levring & Levring. 2024-

·  I wrote an expert report ordered by a Danish court (syns- og skønsrapport). 2024

·  I sometimes give talks in the industry.

·  I was a member of the Board of Directors at CBS (Copenhagen Business School). 2020-2024.

·  I wrote blogposts on Nordnet. 2020-2021.

·  I wrote a report for Forenet Kredit. 2021.

·  I wrote a report for BankInvest. 2019.

·  I was a member of the Advisory Board (Investments) of Forenet Kredit. 2018-2023.

·  I was a member of the Board of Directors at Grandhood. 2017–2023.

·  I was a member of the Systemic Risk Council of the Faroe Islands. 2018-2022

·  I was a member of the Board of Directors at The Medical Doctors Pension Fund. 2009–2019.

·  I was a member of the Board of Directors at The Medical Doctors Bank. 2013–2019.

·  I was a member of the Board of Directors at SKAGEN mutual funds. 2011–2017.

·  I was an advisor to the Financial Stability Department at Riksbanken (The Swedish Central Bank). 2017-2019.