I am an Assistant Professor of Finance at the Yale School of Management. Prior to joining Yale, I obtained my Ph.D. in financial economics from Copenhagen Business School.

My primary research area is empirical asset pricing, where I like to explore new data sets, especially those related to subjective expectations. My research projects are typically data-intensive and use advanced statistical method,s such as machine learning. 


Yale School of Management165 Whitney Ave. New Haven, CT 06511theis.jensen@yale.edu


Global Finance Data

Research with non-US data used to be difficult, but now it's easy. Check out the data section of my webpage where you can find stock returns, firm characteristics, and equity factors from 93 countries!