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
- Associate Professor Geir Drage Berentsen (Head)
- Professor Trond M. Døskeland (Deputy Head)
- Professor Jonas Andersson
- Professor Petter Bjerksund
- Professor Øystein Gjerde
- Professor Roman Kozlov
- Professor Frode Sættem
- Associate Professor Håkon Otneim
- Assistant Professor Aysil Emirmahmutoglu
- Assistant Professor Sondre Nedreås Hølleland
- Assistant Professor Andreas Ørpetveit
- Assistant Professor André Wattø Sjuve
- PhD Student Thomas Michael Fjærvik
- PhD Student Rabia Masood
- PhD Student Samaneh Sheybanivaziri
- PhD Student Yue Shi
- Professor Emeritus Knut K. Aase
- Professor Emeritus Jostein Lillestøl
- Professor Emeritus Eivind Stensholt
- Professor Emeritus Gunnar Stensland
- Adjunct Associate Professor Nikhil Atreya
- Adjunct Associate Professor Ole-Petter Moe Hansen
- Adjunct Associate Professor Nils E. Joachim Høegh-Krohn
Other Faculty
- Professor Mette Bjørndal
- Professor Gunnar S. Eskeland
- Professor Evelina Gavrilova-Zoutman
- Professor Mario Guajardo
- Professor Leif K. Sandal
- Professor Guttorm Schjelderup
- Professor Jan Ubøe
- Professor Stein W. Wallace
- Associate Professor Iver Bragelien
- Associate Professor Julio C. Goez
- Associate Professor Floris Zoutman
- Assistant Professor Giacomo Benini
- Assistant Professor Paul Pelzl
- PhD Student Christian Braathen
- PhD Student David Joseph Murphy
- PhD Student Benjamin Narum
- PhD Student Cosku Can Orhan
- Adjunct Associate Professor Jens Bengtsson