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Charlotte Strunk Hansen
Assistant Professor of Finance
Charlotte_Hansen@baruch.cuny.edu
http://faculty.baruch.cuny.edu/chansen/
Education:
BS University of Aarhus Mathematics-Economics 1995 MS University of Aarhus Mathematic-Economics (cand.scient.oecon) 1997 PhD School of Economics and Management, University of Aarhus Finance Finance 2001
Areas of Expertise:
Stock return predictability, Financial Econometrics, Implied and realized volatility, Option pricing, Term structure analysis, Corporate Finance, Non-stationary Time-Series
Selected Publications:
Hansen, C. S and Tuypens, B. "Proxying for Expected Returns with Price Earnings Ratios," 2004, Forthcoming in Finance Letters
Christensen, B.J. and Hansen, C.S. "New Evidence on the Implied-Realized Volatility Relation", European Journal of Finance, Vol. 8, No. 2, 2002, pp187-205.
Christiansen, C. and Hansen, C.S. "Implied Volatility of Interest Rate Options; An Empirical Investigation of the Market Model", Review of Derivatives Research, Vol. 5, No. 1, 2002, pp 51-80.
Hansen, C.S. "The Relation Between Implied and Realized Volatility in the Danish Option and Equity Markets", Accounting and Finance, Vol. 41, No. 3, 2001, pp 197-228.
Professional Activities:
Referee for Multinational Journal of Finance
Member, Econometric Society (ES)
Member, Center of Analytical Finance (CAF), Aarhus University, Denmark
Member, Financial Management Association (FMA)
Reviewer, Journal of Futures MarketsReviewer, Global Finance Journal
Member, American Finance Association (AFA)
Awards, Honors, etc.:
Eugene M. Lang Junior Faculty Research Fellowship, 2004-2005
PSC-CUNY Research Award, 2003-2004
PSC-CUNY Research Award, 2003-2004
The Danish Social Science Research Council, Postdoctoral Fellowship, 2001-2002.
Research Grant from the Research Foundation of Aarhus University, 1999-2000.
Research Award from the Memorial Foundation of Counselor Axel Nielsen, 1999.
Full scholarship, University of Aarhus, 1997-2000.