Department of Finance

msnfi

Department of Finance

  • Center for Statistics
Mads Stenbo
Nielsen
Lektor


Kontor: SOL/A4.28
Tel:
+4538153602
E-mail: msn.fi@cbs.dk
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Mads Stenbo Nielsen holds a M.Sc. in Statistics from University of Copenhagen and a Ph.D. in Finance from Copenhagen Business School. His research interests include the interaction between business cycle and credit risk, corporate capital structure, and default correlation modeling. His research has been published in Journal of Financial Intermediation and Journal of Financial Econometrics.

Ìý

Primære forskningsområder
  • Credit risk
  • Corporate bonds
Administrative opgaver


Link til denne hjemmeside
www.cbs.dk/staff/msnfi
Kurser
  • Statistics
  • Introductory Finance
  • Term Structure Theory
Vejledning

B.Sc. and M.Sc. theses

Andre undervisningsaktiviteter


Udvalgte publikationer
  • Lando, D. & Nielsen, M.S. (2010). Correlation in corporate defaults: Contagion or conditional independence? Journal of Financial Intermediation 19, 355-372
  • Feldhütter, P. & Nielsen, M.S. (2012). Systematic and Idiosyncratic Default Risk in Synthetic Credit Markets. Journal of Financial Econometrics 10, 292-324
Publikationer sorteret efter:
2021
Frank J. Fabozzi; Sven Klingler; Pia Mølgaard; Mads Stenbo Nielsen /
I: Journal of Financial Intermediation, Vol. 46, 4.2021
Tidsskriftartikel > peer review
Stine Louise von Rüden; Jens Dick-Nielsen; Mads Stenbo Nielsen /
København : Danmarks Nationalbank 2021, 62 s. (Danmarks Nationalbank. Working Papers, Nr. 170)
Working paper
Jens Dick-Nielsen; Mads Stenbo Nielsen; Stine Louise von Rüden /
I: Journal of Corporate Finance, Vol. 68, 6.2021
Tidsskriftartikel > peer review
2020
Nils Lodberg; Mads Stenbo Nielsen; Mikkel Zobbe /
I: Finans/Invest, Nr. 5, 10.2020, s. 6-13
Tidsskriftartikel > peer review
2018
Frank J. Fabozzi; Sven Klingler; Pia Mølgaard; Mads Stenbo Nielsen /
København : Danmarks Nationalbank 2018, 45 s. (Danmarks Nationalbank. Working Papers, Nr. 127)
Working paper
Stine Louise Daetz; Jens Dick-Nielsen; Mads Stenbo Nielsen /
Paper presented at The Eighth Annual Applied Finance Conference of the Financial Management Association International 2018, 2018
Paper > peer review
Stine Louise Daetz; Jens Dick-Nielsen; Mads Stenbo Nielsen /
Paper presented at 2018 Financial Management Association European Conference, 2018
Paper > peer review
2017
Ken L. Bechmann; Mads Stenbo Nielsen /
I: Finans/Invest, Nr. 2, 4.2017, s. 15-22
Tidsskriftartikel > peer review
Stine Louise Daetz; Jens Dick-Nielsen; Mads Stenbo Nielsen /
Paper presented at The 15th International Paris December Finance Meeting, 2017
Paper > peer review
2016
Ken L. Bechmann; Mads Stenbo Nielsen /
I: Finans/Invest, Nr. 1, 2016, s. 5-11
Tidsskriftartikel > peer review
Flere resultater ...(i alt 15 )
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Forskningsprojekter
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  • Economical censor
  • Mathematical censor
  • Portfolio manager at BankInvest, initiating August 2019