Asset Management and Risk Analysis
The research group in Asset Management and Risk Analysis does research in statistics and financial decision-making.
Important applications are long term saving, active and passive fund management, responsible investments, climate risk, insurance, household finance, risk management in energy and commodity markets and predictive modelling.
The group has published in journals like Journal of Finance, Management Science, Operations Research, Journal of Econometrics, Journal of Climate Risk, Energy Journal, European Accounting Review, Financial Management, Journal of Business & Economic Statistics, Journal of the Royal Statistical Society Series B and C, Journal of Time Series Analysis, Statistics and Computing and Journal of Risk and Insurance.
The group hosts the annual Karl Borch lecture. Borch was Professor at NHH from 1963 to 1986 and is considered a founding father of the economics of uncertainty.
Core Faculty
- Professor Geir Drage Berentsen (Head)
- Professor Trond M. Døskeland (Deputy Head)
- Professor Jonas Andersson
- Professor Petter Bjerksund
- Professor Roman Kozlov
- Professor Håkon Otneim
- Professor Frode Sættem
- Associate Professor Aysil Emirmahmutoglu
- Associate Professor Lars Jaffke
- Associate Professor Andreas Ørpetveit
- Associate Professor André Wattø Sjuve
- Associate Professor Paloma Thomé de Lima
- Assistant Professor Bilal Ahmad
- Assistant Professor Sondre Nedreås Hølleland
- PhD Student Samaneh Sheybanivaziri
- Professor Emeritus Knut K. Aase
- Professor Emeritus Øystein Gjerde
- Professor Emeritus Jostein Lillestøl
- Professor Emeritus Gunnar Stensland
- Adjunct Professor Giulia Di Nunno
- Adjunct Associate Professor Nikhil Atreya
- Adjunct Associate Professor Ole-Petter Moe Hansen
- Adjunct Associate Professor Tørres Trovik
- Adjunct Lecturer Jon Mjølhus
Other Faculty
- Professor Mette Bjørndal
- Professor Gunnar S. Eskeland
- Professor Evelina Gavrilova-Zoutman
- Professor Mario Guajardo
- Professor Guttorm Schjelderup
- Professor Jan Ubøe
- Professor Stein W. Wallace
- Associate Professor Iver Bragelien
- Associate Professor Julio C. Goez
- Associate Professor Paul Pelzl
- Professor Floris Zoutman
- Assistant Professor Niaz Bashiri Behmiri
- Assistant Professor Giacomo Benini
- Postdoctoral Fellow Cosku Can Orhan
- PhD Student David Joseph Murphy
- Professor Emeritus Leif K. Sandal