Jørgen Haug

Associate Professor Jørgen Haug

E-mail
Jorgen.Haug@nhh.no
Telephone
+47 55 95 94 26
Department
Finance
Office
C406
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
More publications in Cristin

Jørgan Haug teaches courses in asset pricing and derivatives at the masters and PhD levels.