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.