Department of Finance

pffi

Department of Finance

  • Center for Big Data in Finance (BIGFI)
Peter
¹ó±ð±ô»å³óü³Ù³Ù±ð°ù
Professor


Room: SOL/A4.07
Tel:
+4538153753
E-mail: pf.fi@cbs.dk
Presentation

Peter ¹ó±ð±ô»å³óü³Ù³Ù±ð°ù joined the Department of Finance as Professor in 2017. He obtained his PhD from casino 168 and worked at London Business School before returning to casino 168. His research focuses on how prices in fixed income markets are affected by illiquidity, credit risk, and supply/demand imbalances. In particular, he has published several studies on the illiquidity of the U.S. corporate bond market. He has received a number of research awards, including the Best Paper in Quantitative Investments Award at the Western Finance Association’s annual meeting, Q-Group’s Jack Treynor Prize, Wharton’s Jacobs Levy Equity Management Center for Quantitative Research’s Outstanding Paper Award, and Nykredit’s Talented Researcher Award.

Primary research areas

Empirical asset pricing

Credit Risk

Fixed income

Liquidity risk

Links

Link to this homepage
www.cbs.dk/en/staff/pffi
Selected publications

The myth of the credit spread puzzle (with Stephen Schaefer), 2018, Review of Financial Studies

Leveraged buyouts and bond credit spreads (with Yael Eisenthal-Berkovitz and Vikrant Vig), 2018, Journal of Financial Economics, forthcoming

The value of creditor control in corporate bonds (with Edie Hotchkiss and OÄŸuzhan KarakaÅŸ), 2016, Journal of Financial Economics

The same bond at different prices: Identifying search frictions and selling pressures, 2012, Review of Financial Studies

Corporate bond liquidity before and after the onset of the subprime crisis (with Jens Dick-Nielsen and David Lando), 2012, Journal of Financial Economics

Publications sorted by:
2024
Peter ¹ó±ð±ô»å³óü³Ù³Ù±ð°ù; Lasse Heje Pedersen /
In: The Review of Financial Studies, 14.10.2024
Journal article > peer review
Peter ¹ó±ð±ô»å³óü³Ù³Ù±ð°ù; Kristoffer Halskov; Arthur Krebbers /
In: Journal of Financial Economics, Vol. 162, 12.2024
Journal article > peer review
2023
Peter ¹ó±ð±ô»å³óü³Ù³Ù±ð°ù; Stephen M. Schaefer /
In: Journal of Financial Economics, Vol. 149, No. 3, 9.2023, p. 497-535
Journal article > peer review
2021
Lorenzo Bretscher; Peter ¹ó±ð±ô»å³óü³Ù³Ù±ð°ù; Andrew Kane; Lukas Schmidt /
Paper presented at China International Conference in Finance 2021, 2021
Paper > peer review
2020
Peter ¹ó±ð±ô»å³óü³Ù³Ù±ð°ù; Stephen Schaefer /
Paper presented at The 55th Annual Conference of the Western Finance Association. WFA 2020, 2020
Paper > peer review
Peter ¹ó±ð±ô»å³óü³Ù³Ù±ð°ù; Yael Eisenthal-Berkovitz; Vikrant Vig /
In: Journal of Financial Economics, Vol. 135, No. 3, 3.2020, p. 577-601
Journal article > peer review
2018
Peter ¹ó±ð±ô»å³óü³Ù³Ù±ð°ù; Christian Heyerdahl-Larsen; Philipp Illeditsch /
In: Review of Finance, Vol. 22, No. 1, 2.2018, p. 337–380
Journal article > peer review
Peter ¹ó±ð±ô»å³óü³Ù³Ù±ð°ù; Stephen M. Schaefer /
In: Review of Financial Studies, Vol. 31, No. 8, 8.2018, p. 2897-2942
Journal article > peer review
2008
Peter ¹ó±ð±ô»å³óü³Ù³Ù±ð°ù; David Lando /
In: Journal of Financial Economics, Vol. 88, No. 2, 2008, p. 375-405
Journal article > peer review
2007
Peter ¹ó±ð±ô»å³óü³Ù³Ù±ð°ù /
Frederiksberg : Samfundslitteratur 2007, 169 p. (PhD series, No. 17.2007)
PhD thesis
Outside activities
  • Individual citizen, Pricing of warrants, 2024
  • NTC Parent, Legal advice, 2018-2021
  • Shell, Legal advice, June 2019-2021
  • Copenhagen Economics, Academic advice, 2018
  • FourWorld Capital Management, Academic advice, 2022-2023
  • External Teacher at London Business School and University College London