Rasmus Tangsgaard Varneskov
Associate professor, at CBS Executive
Biography
CBS Executive
Presentation
Rasmus Varneskov is an Associate Professor of Finance and Senior Quantitative Analyst at Nordea Asset Mangement. He is also a research fellow at CREATES. His research interests cover a variety of fields in time series and financial econometrics, asset pricing and financial economics. He has published his research in leading academic journals such as Journal of Econometrics, Econometric Theory and Journal of Business and Economic Statistics. Before joining CBS in 2017, Rasmus was a postdoctoral researcher at Kellogg School of Management, Northwestern University.
Primary research areas
- Econometrics
- High-Dimensional Statistics
- Asset Pricing
- Financial Economics
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