Academic Appointments

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.

Columbia Business School

Visiting Professor, Spring 2009.

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.

Editorial Boards

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.


Stanford University, Graduate School of Business

Ph.D. in Business, June 2001.

Advisors: Darrell Duffie and Ken Singleton.

University of Copenhagen

M.S. in Mathematics-Economics (cand.scient.oecon.), August 1997.

B.S. in Mathematics-Economics, July 1995.

Professional Experience

AQR Capital Management, LLC

Principal, 2009-present.

Vice President, 2007-2008.

Consultant, 2006-2007.

Danmarks Nationalbank

Research Advisory Council, 2021-present

American Finance Association

Director, 2011-2014.


Advisory Board, 2009-2012.


Economic Advisory Board, 2008-2011.

Federal Reserve Bank of New York

Monetary Policy Panel, 2010-2011.

Liquidity Working Group, 2009-2011.

Academic Consultant, 2004-2007.

State Street Bank, State Street Global Markets

Consultant, 2005-2007.

Benchmark Metrics

Advisory Board, 2006-2008.


Member of the school’s board of directors, 2014-2018.

Speaking Engagements

Misc. compensated and non-compensated speaking engagements (see full curriculum vitae).

Awards and Honors

Career Awards

Prize from Thule Foundation at Skandia, Stockholm, Sweden, for "relevant contributions to banking, insurance, and financial services", 2018

Clarivate Highly Cited Researcher (formerly The World’s Most Influential Scientific Minds), 2015, 2016, 2017, 2018, 2019, 2020, 2021.

EliteForsk Award, the Danish government's award to five of Denmark’s most talented researchers, 2015.

Banque de France-TSE Prize in Monetary Economics and Finance, 2013.

Nykredit Researcher Prize, 2012.

Germán Bernácer Prize to the Best European Union Economist Under 40 Years of Age, 2011.

Best Paper Awards in Academic Journals

Bernstein Fabozzi/Jacobs Levy Award, The Journal of Portfolio Management, 2022

Graham and Dodd Award of Excellence, Top Award, Financial Analysts Journal, 2021

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

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

Fama/DFA First Prize for best papers in the Journal of Financial Economics, 2005.

Other Paper Awards

Stephen A. Ross Prize, 2020.

AIM Investment Center Best Paper Award, 2016

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.

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.