Copenhagen Business School
Professor of Finance, Department of Finance, FRIC Center for Financial
Frictions, 2011-present.
New York University Stern School of Business
Distinguished Visiting Research Professor, 2014-present.
John A. Paulson Professor of Finance and Alternative Investments, 2009-
2014.
Professor of Finance, 2007-2009.
Associate Professor of Finance, with tenure, 2005-2007.
Charles Schaefer Family Fellow, 2003-2006.
Assistant Professor of Finance, 2001-2005.
University of Chicago
Milton Friedman Institute Fellow, Fall 2010.
IGM Visiting Professor, Booth School of Business, Spring
2010.
Visiting Professor, Spring 2009.
Federal Reserve Bank of New York
Monetary Policy Panel, 2010-2011.
Liquidity Working Group, 2009-2011.
Academic Consultant, 2004-2007.
American Finance Association
National Bureau of Economic Research (NBER)
Research Associate, 2006-2014.
Faculty Research Fellow, 2004-2006.
Centre for Economic Policy Research (CEPR)
Research Fellow, 2004-present.
Quarterly Journal of Economics, Associate Editor, 2011-2017.
Journal of Finance, Associate Editor, 2006-2012.
Journal of Economic Theory, Associate Editor, 2005-2012.
The Review of Asset Pricing Studies, Associate Editor, 2010-
2012.
PROFESSIONAL EXPERIENCE
AQR Capital
Management, LLC
Vice President, 2007-2008.
Advisory Board, 2009-2012.
Economic Advisory Board, 2008-2011.
State Street Bank, State Street Global Markets
Advisory Board, 2006-2008.
Dronninggårdskolen Member of the school’s board of directors, 2014-2018.
Speaking Engagements
Misc. compensated and non-compensated speaking engagements (see full curriculum vitae).
EDUCATION
Stanford University, Graduate School of Business
Ph.D. in Business, June 2001.
Advisors: Darrell Duffie and Ken Singleton.
M.S. in Mathematics-Economics (cand.scient.oecon.), August
1997.
B.S. in Mathematics-Economics, July 1995.
AWARDS AND HONORS
Career Awards
Prize from Thule Foundation at Skandia, Stockholm, Sweden, for "relevant contributions to banking, insurance, and financial services", 2018 EliteForsk Award, the Danish government's award to five of Denmark’s most talented researchers, 2015.
Nykredit
Researcher Prize, 2012.
Stephen A. Ross Prize, 2020. Fama/DFA Second Place Winner, Journal of Financial Economics, 2018.Brattle Distinguished Paper Prize, Journal of Finance, 2018 Graham and Dodd Award of Excellence, Top Award, Financial Analysts Journal, 2018 AIM Investment Center Best Paper Award, 2016 Fama/DFA First Prize for best papers in the Journal of Financial Economics, 2014. Michael Brennan
Award Winner for the best paper in the Review
of Financial Studies, 2012
Whitebox Prize for Best Financial Research, 2012
Swiss Finance
Institute Outstanding Paper Award, 2011.
Roger F. Murray Prize, 2011.
Geewax, Terker & Company First Prize, 2006.
Fama/DFA First Prize for best papers in the Journal of Financial
Economics, 2005.
CDC Award for best research paper in finance, NYU
2004.
NYSE Award for the best paper on equity trading, Western Finance Association
2003.
Barclays Global Investors Award for best the paper at
the European Finance Association, 2003.
Glucksman First-Place Award for best research paper in finance, NYU 2002-
2003.
NYSE Award for the best paper on equity trading, Western Finance Association
2002.
Academic Societies
Elected Member of The Royal Danish Academy of Sciences and Letters, 2017. Elected Member of Academia Europaea (the Academy of Europe),
2012.
Other Awards and Honors
European Research Council (ERC) Grant, 2013.
American
Economic Review, Excellence in Refereeing Award, 2011.
Foundation Banque de France, 2011, “International Systemic Risk Rankings”
(w/ Rob Engle et al.).
Review of
Economic Studies Tour, 2001.
Lieberman Award, Stanford University, 2000, awarded biennially to a business
school student with a demonstrated potential for a leadership role in the academic community.
Jaedicke Merit Award, Stanford University, Graduate School of
Business, 1997-98.
Danish Research Academy Scholar 1997-2000.
Fulbright Fellowship Awarded 1997 (declined).
Sasakawa Young Leaders Winner 1997.
Peter and Emma Thomsens Award 1994, 1995, and 1996.
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