Journal articles
Publications in international journals:
How do Interest-Only Mortgages Affect Consumption and Saving over the Life Cycle? With Claus Munk, Rikke Sejer Nielsen, and Jesper Rangvid. Management Science, forthcoming
The Design and Welfare Implications of Mandatory Pension Savings (2023). With Claus Munk. Journal of Financial and Quantitative Analysis, vol. 58, no. 8, pp. 3420-3449.
Gender and choice of pension product (2022). With Ulf Nielsson and Jesper Rangvid. Finance Research Letters, vol. 47.
Hedging Recessions (2019). With Nicole Branger and Claus Munk. Journal of Economic Dynamics and Control, vol. 107, pp. 1-24.
Robust Portfolio Choice with Stochastic Interest Rates (2014). With Christian Riis Flor. Annals of Finance, vol. 10, no. 2, pp. 243-265.
Robust Portfolio Choice with Uncertainty about Jump and Diffusion Risk (2013). With Nicole Branger. Journal of Banking and Finance, vol. 37, no. 12, pp. 5036-5047.
Robust Portfolio Choice with Ambiguity and Learning about Return Predictability (2013). With Nicole Branger and Claus Munk. Journal of Banking and Finance, vol. 35, no. 5, pp. 1397-1411.
The Costs of Suboptimal Dynamic Asset Allocation: General Results and Applications to Interst Rate Risk, Stock Volatility Risk, and Growth/Value Tilts (2012). With Claus Munk. Journal of Economic Dynamics and Control, vol. 36, no. 2, pp. 266-293.
Optimal Investment Strategies in an International Economy with Stochastic Interest Rates (2010). International Review of Economics and Finance, vol. 19, no. 1, pp. 145-165.