Resume

Curriculum Vitae

Anders Vilhelmsson

Dept. of Economics

Lund University

Box 7082

SE- 220 07 Lund, Sweden

Phone: +46 46 222 46 48

E-mail: anders.vilhelmsson@nek.lu.se

EDUCATION

Swedish School of Economics Helsinki, Ph.D. in Economics, 2006

Lund University, Sweden, M.Sc. in Economics , 2002

ACADEMIC POSITIONS

Lund University, Associate Professor 2012-

Director Knut Wicksell Centre for Financial Studies 2018-2021

Lund University, Assistant Professor, 2010-2012

Lund University, Post doc researcher, 2007-2010

RESEARCH GRANTS

Jan Wallander and Tom Hedelius foundation, Competition Effects Of Cross-Border Banking 2020-2024 (PI)

VINNOVA, "Sentiment in the Forex Markets", 2019-2022 (PI)

Jan Wallander and Tom Hedelius foundation, “Tax reporting for a sustainable society ”, 2019-2022 (Amanda Sonnerfeldt PI)

Jan Wallander and Tom Hedelius foundation, “Doing well by doing good? Sustainability and performance ”, 2019-2022 (Hossein Asgharian PI)

Jan Wallander and Tom Hedelius foundation, “Model free finance”, 2016-2020 (Hans Byström PI)

Jan Wallander and Tom Hedelius foundation, “Domestic Firms and Foreign Banks: Cross-Border Bank Loans from the Borrower’s Perspective”, 2015-2019 (PI)

Marianne och Marcus Wallenberg foundation. Alternative Financial Markets. 2015-2017 (Hans Byström PI)

Jan Wallander and Tom Hedelius foundation, “Financial Marktets –Abusus non tollit usum”, 2013-2014 (Lars Norden PI)

Jan Wallander and Tom Hedelius foundation, “Financial Risk Management and Derivatives”, 2009-2013 (Lars Norden PI)

Bankforskningsinstitutet, Post Doc Scholarship, 2007-2008 (PI)

JOURNAL PUBLICATIONS

Non-Standard Errors. with Menkveld, Albert et al. see the paper for all co-authors. Journal of Finance, forthcoming
Vilhelmsson, Anders with Hilling A., Sandell N., Sonnerfeldt A. The development of a multidimensional meaning of tax: from unfair tax to fair , Discourse and Communication, forthcoming
Systemic Risk and Centrality: The Role of Interactions with Asgharian Hossein and Dominika Krygier. European Financial Management, 28(5), 1199-1226, 2022
Tax avoidance and state ownership. With Hilling Axel, Lundtofte Frederik, Sandell Niklas, Sonnerfeldt Amanda. Economics Letters, 208, 2021
The Investor-Base Hypothesis of Stock Return Volatility: Empirical Evidence. with Håkan Jankensgård Financial Management 47:1, 55-79, 2018
Enterprise Risk Management and Default Risk: Evidence from the Banking Industry, with Sara Lundqvist, Journal of Risk and Insurance, 85:1, 127-157, 2018.
Lagen är lika för alla, men är alla verkligen lika inför lagen?, with Hilling, A., Sandell, N. Förvaltningsrättslig tidskrift, pp. 269-286, 2018.
Tax Planning in Partner-owned Close Corporations. with Hilling, A., Sandell, N.., Nordic Tax Journal, 1(1), pp.108-120, 2017.
Equal taxation as a basis for classifying financial instruments as debt or equity – a Swedish case study, eJournal of Tax Research, with Axel Hilling, 13:3, 677-715, 2015. (Lead article)
Non-Parametric Forward looking Value-at-Risk, with Marcus Nossman, Journal of Risk, (2014), 16:4, 103-123
Risk Premia: Exact Solutions vs. Log-Linear Approximations, with Frederik Lundtofte, Journal of Banking & Finance, (2013), 37:11, 4256-4264
Density Forecasting with Time Varying Higher Moments – A Model Confidence Set Approach, Journal of Forecasting, (2013), 32:1, 19-31
The Pernicious Effects of Contaminated Data in Risk Management , with Laurent Frésard and Christophe Pérignon, Journal of Banking & Finance, (2011), 35:10, 2569-2583
Volatility risk premium, risk aversion and the cross-section of stock returns. with Peter Nyberg, The Financial Review, (2010), 45:4, 1079-1100
Is the Vix Futures Market Able to Predict the Vix Index? A Test of the Expectation Hypothesis with Marcus Nossman, Journal of Alternative Investments (2009), 12:2, 54-67
Measuring Event Risk, with Peter Nyberg. Journal of Financial Econometrics, (2009), 7:3, 265-287
Value at Risk with time-varying variance, skewness and kurtosis – The NIG-ACD model. The Econometrics Journal, (2009) 12, 82-104
GARCH forecasting under different distribution assumptions. Journal of Forecasting, (2006) 25:8, 561-578

AD-HOC REVIEWER

Applied Economics, Applied Stochastic Models in Business and Industry, European Journal of Finance, Financial Review, International Journal of Forecasting, Journal of Alternative Investments, Journal of Banking and Finance, Journal of Financial Econometrics, Journal of Forecasting, Journal of Nonlinear Dynamics and Control

PUBLIC DISCUSSANT PH.D DEFENCE

Mikko Niemenmaa, Aalto University 2018

PH.D. GRADING COMMITTEES

Erik Grenestam, Lund University 2019

Tamas Kiss, Gothenburg University 2019

Alemu Chala, Lund University 2017

Mohammad Irani, Stockholm Business School 2016

Milda Norkute, Lund University 2016

Caren Yinxia Nielsen, Lund University 2015

Rustam Vosilov, Umeå University 2015

Emanuel Alfranseder, Lund University 2015

Mingfa Ding, Lund University 2015