Finance Research Unit (FRU)
The major goal of FRU is to strengthen the expertise in finance within the department and the University of Copenhagen, enhance the interaction between the university and the finance community, and to build up international reputation in the field of finance. It provides a platform for co-operations and collaborations with international researchers as well as with the financial sector in Denmark.
The Finance Research Unit (FRU) was founded within the Department of Economics at the University of Copenhagen in Autumn 2004. The founding idea of the research group is to bring together people with interests in finance (economists, mathematicians, econometricians and financial practitioners) to promote financial research. The major goal of FRU is to strengthen the expertise in finance within the department and the University of Copenhagen, enhance the interaction between the university and the finance community, and to build up international reputation in the field of finance. It provides a platform for co-operations and collaborations with international researchers as well as with the financial sector in Denmark.
The director of the research unit is Peter Norman Sørensen, Professor of Finance at the Department of Economics. FRU is organized around a set of "core" members consisting primarily of researchers from the Department of Economics and the Department of Mathematical Sciences and a a set of associated members (external researchers and teachers, post-docs and graduate students).
The FRU has several key objectives:
- Pooling and extending research resources in financial economics, quantitative finance and mathematical finance in order to strengthen the expertise in financial research.
- Building up an academic and institutional environment for external collaborations, to invite and to host international researchers and to organize workshops and conferences.
- Strengthening the finance education at the University of Copenhagen by establishing a specialization in finance within the economic master's program and by promoting Ph.D. dissertations in the field of finance.
- Building up co-operations and collaborations with the financial industry in Denmark.
Research at the FRU is both theoretically and quantitatively orientated and concentrates on two major areas:
- Financial economics, finance theory as well as mathematical finance.
- Financial econometrics and statistics as well as quantitative finance.
Core Members
| Name | Title | Job responsibilities | Image |
|---|---|---|---|
| Search in Name | Search in Title | Search in Job responsibilities | |
| Bennedsen, Morten | Professor | Ownermanaged Firms, Family Business and Corporate Governance;Applied Microeconomics |
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| Bergman, Michael | Associate Professor | European, Danish and Swedish Economic Policy; Fiscal Frameworks; Foreign Exchange Rates; Business Cycles; Monetary Unions |
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| Johannesen, Niels | Professor | Tax Policy; Tax Havens; Tax Evasion; International Taxation; Financial Crisis |
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| Mahlstedt, Robert | Assistant Professor - Tenure Track | Labor Economics; Behavioral Economics; Public Policy Evaluation; Applied Microeconometrics; Job Search and Unemployment |
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| Pedersen, Rasmus Søndergaard | Associate Professor | Financial Econometrics; Time Series Econometrics; Econometric Theory; Heavy-Tailed Time Series; Models for Time-Varying Volatility |
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| Rahbek, Anders | Professor | Financial Econometrics; Econometric Time Series Analysis; Bootstrap; GARCH and Volatility Modeling; Co-integration Analysis |
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| Sørensen, Peter Norman | Professor | Asymmetric Information in Finance and Economics; Herding Behavior; Prediction Markets; Microstructure of Financial Markets |
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| Voigt, Stefan | Assistant Professor - Tenure Track | Market microstructure; financial econometrics; asset pricing; blockchain technology; big data in financial applications |
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