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List of Bachelor’s Project Supervisors

For Economics and Management & Public Policy students

of the Department of Economics and Business Economics

October 2019

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On the following pages, you will find a list of the faculty members at the Department of Economics

and Business Economics, who may be relevant bachelor projects supervisors for Economics and

Management & Public Policy students.

The list is divided according to your degree programme:

Accounting ........................................................................................................................................... 2 Business (Department of Management).............................................................................................. 3 Econometrics and Business Statistics .................................................................................................. 4 Economics ............................................................................................................................................ 6 Finance ............................................................................................................................................... 10

Before you register a supervisor and a title for your bachelor's project, you must contact a

potential supervisor, who will commit to give you supervision within your chosen topic. The

registered title will typically be a draft for your problem statement rather than your final problem

statement. Please contact one supervisor at a time and await this supervisor's reply before you

contact any others.

Some topics (e.g. organisational behaviour) are often seen several times in the list of

topics/problem statements and therefore it can be a problem to find a possible supervisor with

capacity to supervise. In that case, please check the list of supervisors in the same area to find an

alternative supervisor, and if you still are not successful in finding a possible supervisor, please

write your tentative topic AND that you do not have an agreement with a supervisor. You may also

choose a topic, which are not on the list. However, you must find a supervisor, who is ready to

approve the topic and who is willing to supervise you.

Deadline for registration is December 2nd, 2019.

Shortly afterwards, the distribution of students across series, topics and supervisors takes place.

The supervisor allocation is then published on Blackboard and students receive an announcement

from the system. It is up to the programme coordinators to allocate students to supervisors. Note

that it is not guaranteed that you will get a particular supervisor even if you have chosen a topic

offered by him/her.

On the Study Portal for Economics and Management, you will find rules, requirements,

registration form and advice related to the writing of your bachelor’s project.

Contact persons:

Director of studies: Bo Sandemann Rasmussen (brasmussen@econ.au.dk)

Study administrator: Sidse Nielsen (skjn@econ.au.dk)

Programme coordinators:

- Accounting: Finn Schøler (fsc@econ.au.dk)

- Business (Department of Management): Ann Kristina Løkke Møller (aklm@mgmt.au.dk)

- Econometrics and Business Statistics: Morten Berg Jensen (mbj@econ.au.dk)

- Economics: Allan Sørensen (allans@econ.au.dk)

- Finance: Malene Kallestrup-Lamb (mkallestrup@econ.au.dk)

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Accounting

Topic# Topic Supervisor Contact ACC-1 Financial Accounting Thomas Krog

Bldg. 2631, 16 Tel. 87 16 61 08 tk@econ.au.dk

ACC-2 Financial Accounting Analysis

ACC-3 Financial Accounting and Valuation

ACC-4 Balanced Scorecard Karina Skovvang Christensen

Bldg. 2631, 145 Tel. 87 16 55 43 kschristensen@econ.au.dk ACC-5 Activity-Based Costing

ACC-6 Budgettering

ACC-7 Effektbaseret styring

ACC-8 Emner inden for økonomistyring

ACC-9 Strategi og økonomistyring

ACC-10 Økonomistyring og organisationsadfærd

ACC-11 Økonomistyring og motivation

ACC-12 Management

ACC-13 Leadership

ACC-14 Motivationsteori

ACC-15 Theoretical or empirical approaches to questions in financial or management accounting

Leonidas Enrique de la Rosa Bldg. 2630, 121a Tel. 87 16 55 43 delarosa@econ.au.dk ACC-16 Information economics

ACC-17 Contracts, incentives, performance measurement

ACC-18 Link between performance management and firm performance

ACC-19 Organisational architecture

ACC-20 Disagreement (heterogeneous beliefs) in markets and organisations

ACC-21 Evolutionary decision making, psychological biases

ACC-22 Earnings management Nikolaj Kirkeby Niebuhr Bldg. 2631, 15 Tel. 87 16 53 82 nkiebuhr@econ.au.dk

ACC-23 The information effect of earnings announcements

ACC-24 Incentive pay, accounting quality and earnings management

ACC-25 Meeting and beating benchmarks

ACC-26 Earnings discontinuities

ACC-27 Empirical financial accounting research

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ACC-28 Valuation (for a case company) Finn Schøler Bldg. 2631, 12 Tel. 87 16 53 97 fsc@econ.au.dk ACC-29 Financial statement analysis (for an industry)

ACC-30 Corporate governance in a financial accounting perspective

Business (Department of Management)

Topic# Topic Supervisor Contact BUS-1 Strategy Jesper Rosenberg Hansen Bldg. 2628, M332

Tel. 87 16 55 21 jhansen@mgmt.au.dk

BUS-2 Organisational Behavior and Leadership

BUS-3 Strategy in public organisations

BUS-4 Organisational behavior and leadership in public organisations

BUS-5 Public and private differences

BUS-6 Marketing management Robert Ormrod Bldg. 2623, D106b Tel. 87 16 52 78 rormrod@mgmt.au.dk

BUS-7 Business-to-consumer (B2C) marketing

BUS-8 Business-to-business (B2B) marketing

BUS-9 Branding

BUS-10 Marketing as storytelling

BUS-11 Stakeholder management

BUS-12 Behavioral Economics Panagiotis Mitkidis Bldg. 2610, S320 Tel. 50 40 78 67 pm@mgmt.au.dk

BUS-13 Organisational Behavior

BUS-14 Organisational Design

BUS-15 Ethics / Moral Psychology

BUS-16 Cooperation and Productivity

BUS-17 Donation Psychology

BUS-18 Health Decision Making

BUS-19 Management Sarah Maria Lysdal Krøtel

Bldg. 2628, M330a Tel. 30 27 90 60 smlk@mgmt.au.dk

BUS-20 Organisation theory

BUS-21 Organisational behavior

BUS-22 Organisational change

BUS-23 Public management

BUS-24 Public sector organisations

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BUS-25 Quantitative methods

BUS-26 Human ressource management Ann-Kristina Løkke Møller Bldg. 2628, M314 Tel. 20 26 90 40 akml@mgmt.au.dk

BUS-27 Leadership

BUS-28 Job attitude (job satisfaction, commitment, loyalty)

BUS-29 Public sector organisations

BUS-30 Sickness absence

BUS-31 Organisational Behavior

Econometrics and Business Statistics

Topic# Topic Supervisor Contact ECO/BS-1 Health care expenditures and socio-

economic status Alexander Marin Bldg. 2630, 111

aokm@econ.au.dk ECO/BS-2 Dynamics of health care expenditures and

socio-economic status

ECO/BS-3 Lifetime health care expenditures and socio-economic status

ECO/BS-4 Forecasting health care expenditures

ECO/BS-5 Moment selection

ECO/BS-6 Health insurance, socio-economic status and machine learning

ECO/BS-7 Econometric analysis of high-dimensional data

Anders Bredahl Kock

Bldg. 2621, 3c Tel. 87 16 54 98 akock@econ.au.dk ECO/BS-8 Forecasting with Big Data

ECO/BS-9 Financial econometrics Bent Jesper Christensen

Bldg. 2632, 211 Tel. 87 16 55 71 bchristensen@econ.au.dk ECO/BS-10 Labour market econometrics

ECO/BS-11 Econometrics and macroeconomics

ECO/BS-12 Volatility forecasting and performance evaluation

Chen Huang Bldg. 2621, 5b Tel. 87 16 61 45 chen.huang@econ.au.dk ECO/BS-13 Dimension reduction using penalized

regression

ECO/BS-14 Forecasting macroeconomic time series Eric Hillebrand Bldg. 2621, 9a Tel. 87 16 60 32 ehillebrand@econ.au.dk ECO/BS-15 Topics in climate econometrics

ECO/BS-16 Network analysis of macroeconomic/financial data

Guðmundur Stefán Guðmundsson

Bldg. 2621, 12 Tel. 87 16 50 19 gsgudmundsson@econ.au.dk

ECO/BS-17 Estimating parametric option pricing models Jorge Hansen Bldg. 2631, 13a Tel. 87 16 51 34 jorge@econ.au.dk

ECO/BS-18 Quantitative risk management with Score Driven models

Leopoldo Catania Bldg. 2621, 5a Tel. 87 16 55 36 leopoldo.catania@econ.au.dk

ECO/BS-19 Dynamic kernel density estimation with applications to VaR and ES

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ECO/BS-20 Applied Econometrics and Money Luca Neri Bldg. 2632, 216 Tel. 87 16 53 29 luca.neri@econ.au.dk ECO/BS-21 Econometrics in Macro Finance

ECO/BS-22 Nonparametric analysis in cross sectional data

Luke Nicholas Taylor Bldg. 2621, 3b Tel. 87 16 59 02 lntaylor@econ.au.dk ECO/BS-23 Discrimination in crime and justice

ECO/BS-24 Exchange rates and credit risk Mads Markvart Kjær Bldg. 2621, 8 mads.markvant@econ.au.dk

ECO/BS-25 Bond risk premia and the macroeconomy

ECO/BS-26 Modeling and forecasting interest rates

ECO/BS-27 Econometric analysis of the development of expected longevity

Malene Kallestrup-Lamb Bldg. 2631, 141a Tel. 87 16 55 47 mkallestrup@econ.au.dk

ECO/BS-28 Estimation of dynamic term structure models

Martin M. Andreasen Bldg. 2632, 212 Tel. 87 16 59 82 mandreasen@econ.au.dk ECO/BS-29 Estimation of state space models

ECO/BS-30 Volatility estimation with high-frequency data

Mathias Siggaard Bldg. 2621, 8 siggaard@econ.au.dk

ECO/BS-31 Machine Learning methods in Finance

ECO/BS-32 Working with high-dimensional data and sparsity

Mathias V. Barløse Bldg. 2632, 215 Tel. 87 16 53 29 barlose@econ.au.dk

ECO/BS-33 Machine learning methods in Waste Management

Maximiliano Cubillos Bldg. 2621, 112 Tel. 87 16 55 37 mcub@econ.au.dk ECO/BS-34 Econometric analysis on recycling behavior

ECO/BS-35 Modelling and forecasting electricity prices Mikkel Bennedsen Bldg. 2621, 9 Tel. 87 16 61 04 mbennedsen@econ.au.dk

ECO/BS-36 Quantitative models in marketing research Morten Berg Jensen Bldg. 2621, 1a Tel. 87 16 50 24 mbj@econ.au.dk

ECO/BS-37 Machine Learning methods in Economics Nicolaj Mühlbach Bldg. 2632, 228 Tel. 87 16 60 13 muhlbach@econ.au.dk ECO/BS-38 Merging econometric analysis and machine

learning with high-dimensional data

ECO/BS-39 Applied Microeconometrics Nikolaj Hansen Bldg. 2631, 14 Tel. 87 16 60 21 nuh@econ.au.dk ECO/BS-40 Applied variable selection methods (LASSO,

L2 boosting)

ECO/BS-41 Health Econometrics

ECO/BS-42 Time-varying parameter models: observation- driven models vs parameter-driven models

Paolo Santucci de Magistris

Bldg. 2621, 16a Tel. 87 16 53 19 psantucci@econ.au.dk

ECO/BS-43 The economics and econometrics of the health care market

Peter Thingholm Bldg. 2622, 112 pthingholm@econ.au.dk

ECO/BS-44 Estimation of returns to education in Nordic (and/or other) countries, using regression, instrumental-variables, and/or treatment-effect models

Shin Kanaya Bldg. 2621, 5 Tel. 87 16 59 84 skanaya@econ.au.dk

ECO/BS-45 Seasonality in econometrics Svend Hylleberg Bldg. 2631, 133

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ECO/BS-46 An empirical analysis of the rising income and wealth inequalities in Denmark and in the World

Tel. 23 38 20 20 shylleberg@econ.au.dk

ECO/BS-47 Empirical analysis of price and return determination in stock and bond markets

Tom Engsted Bldg. 2631, 146 Tel. 87 16 55 72 tengsted@econ.au.dk ECO/BS-48 Empirical analysis of return predictability in

stock and bond markets

ECO/BS-49 Bayesian statistics and econometrics

Economics

Topic# Topic Supervisor Contact ECON-1 Topics in Experimental Economics Alexander Koch Bldg. 2632, 235

Tel. 87 16 55 39 akoch@econ.au.dk

ECON-2 Topics in Behavioral Economics

ECON-3 Topics in Applied Micro Theory

ECON-4 Behavioral Economics applied in Citizenscience Games

ECON-5 Trade theory and policy Allan Sørensen Bldg. 2632, 123 Tel. 87 16 49 89 allans@econ.au.dk

ECON-6 Topics in international economics

ECON-7 Economic policy in the open economy

ECON-8 Topics in international migration of workers Anna Piil Damm Bldg. 2622, 106 Tel. 87 16 31 09 apd@econ.au.dk ECON-9 Topics in urban real estate markets

ECON-10 Search and Matching Models Bastian Schulz Bldg. 2632, 208 bastian.schulz@econ.au.dk

ECON-11 Unemployment and Business Cycles

ECON-12 Wage and Income Inequality

ECON-13 Search frictions Bent J. Christensen Bldg. 2632, 211 Tel. 87 16 55 71 bjchristensen@econ.au.dk

ECON-14 Unemployment and inflation

ECON-15 Asset prices and the macroeconomy

ECON-16 Topics in monetary economics Bo Sandemann Rasmussen

Bldg. 2632, 223 Tel. 87 16 55 51 brasmussen@econ.au.dk

ECON-17 Income tax reforms

ECON-18 Social mobility Carsten B. H. Andersen Bldg. 2620, 201 Tel. 87 16 53 82 candersen@econ.au.dk

ECON-19 Student debt Elena Mattana Bldg. 2622, 104 Tel. 87 16 54 21 emattana@econ.au.dk ECON-20 Intergenerational mobility

ECON-21 Family interactions

ECON-22 Student Aid

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ECON-23 School Demand and School Integration

ECON-24 Economics of Education

ECON-25 Labour Economics

ECON-26 Applied Microeconometrics

ECON-27 Monetary Economics Giovanni Pellegrino

Bldg. 2632, 215 Tel. 87 16 53 24 gpellegrino@econ.au.dk ECON-28 Macroeconomics and Uncertainty

ECON-29 Applied Macroeconomics with New Keynesian DSGE Models

ECON-30 Identification in Structural VARs and the Effects of Macroeconomic Shocks

ECON-31 Topics in Open-Economy Macroeconomics

ECON-32 Applied Microeconometrics Helena Skyt Nielsen

Bldg. 2622, 109 Tel. 29 21 69 71 hnielsen@econ.au.dk ECON-33 Economics of education

ECON-34 Labour economics

ECON-35 International Economics Ina Charlotte Jäkel

Bldg. 2632, 115 Tel. 87 16 51 95 inaj@econ.au.dk ECON-36 Firms in international trade

ECON-37 Behavioral Economics Jonas Pilgaard Kaiser

Bldg. 2632, 216 jkaiser@econ.au.dk

ECON-38 Experimental Economics

ECON-39 Industrial Economics and strategic interaction of firms

Jos Jansen

Bldg. 2632, 135 Tel. 87 16 61 86 jjansen@econ.au.dk

ECON-40 Competition Policy and anticompetitive strategies

ECON-41 Topics in Innovation and Digital Strategies

ECON-42 Microeconomic applications in Marketing

ECON-43 Information and markets

ECON-44 Behavioral Economics applied in Citizenscience Games

Julia Nafziger

Bldg. 2632, 134 Tel. 87 16 52 86 jnafziger@econ.au.dk ECON-45 Topics in Experimental Economics

ECON-46 Topics in Behavioral Economics

ECON-47 Topics in Applied Micro Theory

ECON-48 Microeconometric applications in education or health economics

Maria Humlum

Bldg. 2622, 102a Tel. 87 16 55 68 mhumlum@econ.au.dk ECON-49 School starting age and academic

performance

ECON-50 Peer effects in adolescent risky behavior

ECON-51 Macroeconomics: Business cycles and monetary policy

Mark Weder Bldg. 2632, 213 mweder@econ.au.dk

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ECON-52 Topics – MACRO

ECON-53 Topics in Monetary Economics

ECON-54 Expectations and Macroeconomics

ECON-55 The New Keynesian Model and its extensions

Martin M. Andreasen Bldg. 2632, 212 Tel. 87 16 5982 mandreasen@econ.au.dk

ECON-56 Topics in Behavioral Economics Mette Trier Damgaard Bldg. 2622, 107 Tel. 87 16 62 16 mdamgaard@econ.au.dk ECON-57 Nudging

ECON-58 The microeconomics of globalization Michael Koch Bldg. 2632, 114 Tel. 87 16 81 14 mkoch@econ.au.dk

ECON-59 The role of multinational firms in the global economy

ECON-60 Firms in international trade

ECON-61 Topics in macro labour Michael Svarer Bldg. 2632, 222 Tel. 87 16 55 54 msvarer@econ.au.dk ECON-62 Topics on empirical and theoretical labour

economics

ECON-63 Health Economics Nabanita Datta Gupta Bldg. 2622, 116 Tel. 87 16 52 07 ndg@econ.au.dk

ECON-64 Economics of Aging and Pension systems

ECON-65 Economics of Gender and Family

ECON-66 Development Economics

ECON-67 Applied Micro Theory Nicola Maaser Bldg. 2632, 131 Tel. 87 16 54 18 nmaaser@econ.au.dk

ECON-68 Political Economy

ECON-69 Collective Decision-making

ECON-70 Theories of the Firm Niels Peter Mols Bldg. 2632, 133 nmols@econ.au.dk ECON-71 Transaction cost analysis

ECON-72 Strategy and marketing

ECON-73 Empirical human resource management Nina Smith Bldg. 2622, 114 Tel. 87 65 55 65 nsmith@econ.au.dk

ECON-74 Compensation schemes for top managers

ECON-75 Promotions in organisations

ECON-76 The gender gap in top management

ECON-77 International Economics Philipp Schröder Bldg. 2632, 124 Tel. 87 16 49 71 psc@econ.au.dk

ECON-78 Economic Policy

ECON-79 Public Economics

ECON-80 International Economics Rui Zhang Bldg. 2632, 121

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ECON-81 Spatial and Urban Economics Tlf. 87 16 48 31 rayzhangrui23@econ.au.dk ECON-82 Chinese Economy

ECON-83 Search and Matching Models Rune Majlund Vejlin Bldg. 2632, 220 Tel. 87 16 51 98 rvejlin@econ.au.dk

ECON-84 Topics in Labor economics

ECON-85 Unemployment durations and labor market policies

ECON-86 Search and matching models

ECON-87 Search and Matching Models Similan Rujiwattanapong Bldg. 2632, 209 Tel. 87 16 55 35 rujiwatt@econ.au.dk

ECON-88 Business Cycles Fluctuations

ECON-89 Labour Market Dynamics

ECON-90 Macro with Heterogeneous Agents

ECON-91 Inflation in DSGE models Simon Christiansen Bldg. 2632, 217 Tel. 87 15 25 12 simonch@econ.au.dk

ECON-92 Family policies Timo Hener Bldg. 2622, 103 thener@econ.au.dk

ECON-93 Topics in demographic economics

ECON-94 Effects of environmental pollution

ECON-95 Microeconometric evaluation of public policies

ECON-96 Topics in Environmental Economics

ECON-97 Topics in Health and Labour Economics

ECON-98 Economics of crime

ECON-99 Fiscal Policy Timo Trimborn Bldg. 2632, 227 tt@econ.au.dk ECON-100 Economic Growth

ECON-101 Population Economics

ECON-102 Environmental Economics

ECON-103 Housing Economics

ECON-104 Economic Policy Torben M. Andersen Bldg. 2632, 224 Tel. 87 16 55 57 tandersen@econ.au.dk

ECON-105 Economics of the Welfare State

ECON-106 Labour Economics

ECON-107 Applied Micro-Econometrics Victor Ronda Bldg. 2622, 9a ronda@econ.au.dk

ECON-108 Economics of Education

ECON-109 Cognitive and Socio-emotional Skill Formation

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ECON-110 The Determinants of Physical and Mental Health

Finance

Topic# Topic Supervisor Contact FIN-1 Corporate finance Anil Kumar Bldg. 2630, 114

Tel. 87 16 51 58 akumar@econ.au.dk

FIN-2 Corporate real estate

FIN-3 Real estate valuation

FIN-4 Real estate indexes

FIN-5 Return comovement

FIN-6 Financial econometrics, empirical finance,

high-frequency data

Bent Jesper Christensen Bldg. 2632, 211 Tel. 87 16 55 71 bjchristensen@econ.au.dk FIN-7 Stocks, portfolio choice, asset allocation,

asset pricing

FIN-8 Bonds, interest rates, term structure

analysis

FIN-9 Options, futures, commodities, derivative

pricing, hedging

FIN-10 Corporate finance, event studies, dividend

policy, capital structure

FIN-11 Corporate valuation, discounted cash flows,

risk adjustment

FIN-12 Executive compensation, pay and

performance

FIN-13 International finance, exchange rates,

inflation

FIN-14 Risk management, Value at Risk, credit risk

FIN-15 Financial frictions, trading, market

imperfections, asymmetric information

FIN-16 Energy markets, OTC contracts, seasonality,

price jumps

FIN-17 Investments, real options, uncertainty

FIN-18 Børsnotering af små selskaber Carsten Tanggaard Bldg. 2631, 143 Tel. 87 16 55 73 ctanggaard@econ.au.dk

FIN-19 Anbefalinger om pensionsopsparing for

nyuddannede

FIN-20 Finansielle væddemål

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FIN-21 Investeringsomkostninger og

tilbagetrækningsalder

FIN-22 Pension, boliggæld og balanceoppustning

FIN-23 Pensionsprognoser

FIN-24 Contagion in international financial markets Charlotte Christiansen Bldg. 2631, 134 Tel. 87 16 55 76 cchristiansen@econ.au.dk FIN-25 Risk-return trade-off

FIN-26 Corporate finance Einar Kjenstad Bldg. 2630, 110 Tel. 87 16 62 32 einar.kjenstad@econ.au.dk

FIN-27 Capital structure

FIN-28 Debt contracting

FIN-29 Strategic interaction and corporate policies

FIN-30 Financial intermediation

FIN-31 Stock return predictability Eric Hillebrand Bldg. 2621, 9a Tel. 87 16 60 32 ehillebrand@econ.au.dk

FIN-32 Forecasting realized volatility

FIN-33 Forecasting yield curve data with dynamic

factor models

FIN-34 Forecasting Financial Data using Machine

Learning

Jacob Hald Hansen Bldg. 2630, 111 jacobhald@econ.au.dk

FIN-35 Empirical Asset Pricing

FIN-36 Empirical corporate finance Jan Bartholdy Bldg. 2630, 107 Tel. 87 16 49 18 jby@econ.au.dk

FIN-37 Efficiency of financial markets

FIN-38 Corporate valuation

FIN-39 Empirical asset pricing Jonas Nygaard Eriksen Bldg. 2632, 132 Tel. 87 16 53 21 jeriksen@econ.au.dk

FIN-40 Return predictability (stock, bond, and/or

currency markets)

FIN-41 Risk premia in currency markets

FIN-42 Financial market risk premia and the

macroeconomy

FIN-43 Longevity Risk Malene Kallestrup-Lamb Bldg. 2631, 141a Tel. 87 16 55 47 mkallestrup@econ.au.dk

FIN-44 Pension Fund Management

FIN-45 Life Insurance

FIN-46 Mortality modelling

FIN-47 Retirement Planning

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FIN-48 Fixed-income modelling Martin Møller Andreasen Bldg. 2632, 212 Tel. 87 16 59 82 mandreasen@econ.au.dk

FIN-49 Consumption-based asset pricing

FIN-50 The variance risk premium Martin Thyrsgaard Bldg. 2631, 13a Tel. 87 16 51 34 thyrsgaard@econ.au.dk

FIN-51 Jump Risk

FIN-52 High-frequency financial econometrics

FIN-53 Performance evaluation of mutual funds Ole Linnemann Nielsen Bldg. 2630, 20 olni@econ.au.dk

FIN-54 Topics in asset management, eg index

investing, tracking error, performance

measurement, risk measures, etc

Peter Løchte Jørgensen Bldg. 2630, 106 Tel. 87 16 51 17 plj@econ.au.dk

FIN-55 Socially responsible investing (SRI) and ESG

investing (E=environmental, S=social,

G=governance)

FIN-56 Estimating/calibrating the term structure of

risk-free interest rates

FIN-57 Hedging currency/FX risk in financial

portfolios

FIN-58 Empirical Asset Pricing Ran Xing Bldg. 2631, 139 Tel. 87 15 24 85 ran.xing@econ.au.dk

FIN-59 Evaluation of Mutual Fund Performance

FIN-60 Quantitative Investment Strategies

FIN-61 Capital structure Stefan Hirth Bldg. 2631, 136 Tel. 87 16 60 23 shirth@econ.au.dk

FIN-62 Corporate finance

FIN-63 Corporate valuation

FIN-64 Financial intermediation

FIN-65 Investments, real options, uncertainty

FIN-66 Portfolio management

FIN-67 Strategic interaction and corporate policies

FIN-68 Credit ratings & rating agencies

FIN-69 Asset pricing Stig Vinther Møller Bldg. 2631, 141b Tel. 87 16 48 25 svm@econ.au.dk FIN-70 Empirical finance

FIN-71 Credit risk Thomas Kokholm Bldg. 2630, 112 Tel. 87 16 52 16 thko@econ.au.dk

FIN-72 Derivatives pricing

FIN-73 Fixed income securities

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FIN-74 Volatility modelling and volatility derivatives

FIN-75 Asset pricing Thomas Quistgaard Pedersen

Bldg. 2631, 140 Tel. 87 16 60 74 tqpedersen@econ.au.dk

FIN-76 Empirical finance

FIN-77 Empirical analysis of price and return

determination in stock and bond markets

Tom Engsted Bldg. 2631, 146 Tel. 87 16 55 72 tengsted@econ.au.dk FIN-78 Empirical analysis of return predictability in

stock and bond markets