Jesper Rangvid
Professor
Department of Finance
Copenhagen Business School
Denmark
Biography
" Jesper Rangvid is a Professor of Finance at the Copenhagen Business School (CBS). In his research, Jesper focus on the relation between financial markets and the wider economy, and more specifically on asset pricing, return predictability, international finance, financial crises, household finance, and mutual funds. Jesper Rangvid has published the results of his research in international journals such as the Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Review of Finance, Journal of Empirical Finance, and European Economic Review. Jesper Rangvid is very often cited and used as an expert on financial issues in the Danish media. Jesper is a member of the Board of Directors at the Doctors’ Pension Fund and the SKAGEN AS mutual fund. Jesper frequently give talks in the Danish financial sector. Jesper Rangvid is currently Chairman of the Committee investigating the causes and consequences of the financial crisis in Denmark."
Research Interest
"Financial markets and the macroeconomy International finance Financial crises Household finance Mutual funds "
Publications
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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.
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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.
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Dividend predictability around the world. Rangvid, M. Schmeling and A. Schrimpf. Journal of Financial and Quantitative Analysis, forthcoming.
