Henrik Andersson
Assistant Professor at Stockholm School of Economics
Schools
- Stockholm School of Economics
Links
Biography
Stockholm School of Economics
Henrik Andersson joined the department in 2004 after previously having lectured at Karlstad University from 1994 and onwards. He holds MSc:s in engineering from Cranfield Inst. of Tech. (U.K) and Linköping Inst. Of Tech (Sweden) and has worked at Ericsson and Aston Martin Lagonda. He received his Ph.D. from the Stockholm School of Economics in 2003. The dissertation studied real option pricing and commodity price behavior. One conclusion was that commodity prices are more mean reverting than statistical tests reveal. He teaches corporate valuation, cost accounting and is the course director for the master thesis in accounting and financial management.
Research interests
- Investment analysis
- Financial risk management
- Real option pricing
- Long-term returns
Projects
- Modelling of stock mispricing
- Valuation of Guarantee commitments
- Price behaviour and option values in the forestry industry
- The use of Garch processes in option pricing
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