Associate Professor Jørgen Haug
- Jorgen.Haug@nhh.no
- Telephone
- +47 55 95 94 26
- Department
- Finance
- Office
- C613
- Expertise
- Asset Pricing Risk Management Portfolio-consumption Choice
BIOGRAPHY
Jørgen Haug joined NHH in 1999, following completion of his PhD at the same school. He has been a Fulbright Fellow at Wharton, and a visiting scholar at the Haas School of Business. His main research interests are capital markets theory, derivatives, and risk management. Haug has published work on consumption-based asset pricing, derivatives, and accounting economics.
Selected publications
| Author(s) | Title | Publisher |
|---|---|---|
| Haug, Jørgen; Hens, Thorsten; Woehrmann, Peter | Risk aversion in the large and in the small | Economics Letters Volume 118 (2); page 310 - 313; 2013 |
| Gaarder Haug, Espen; Haug, Jørgen | Knock-in/out Margrabe | Derivatives : models on models / Espen Gaarder Haug; page 145 - 153; 2007 |
| Gaarder Haug, Espen; Haug, Jørgen; Margrabe, William | Asian Pyramid Power | Derivatives : models on models / Espen Gaarder Haug; page 177 - 190; 2007 |
| Gaarder Haug, Espen; Haug, Jørgen | Resetting Strikes, Barriers and Time | Derivatives : models on models / Espen Gaarder Haug; page 157 - 164; 2007 |
Jørgan Haug teaches courses in asset pricing and derivatives at the masters and PhD levels.