Expertise

Finance, financial econometrics, computational finance, econometrics

Biography

A CIRANO Researcher and Fellow since 2007, Lars Stentoft is Associate Professor in the Department of Economics at the University of Western Ontario. He is also affiliated with Interuniversity Centre on Risk, Economic Policies, and Employment (CIRPÉE), the Center for Research in Econometric Analysis of Time Series (CREATES) and the Danish Center for Accounting and Finance (D-CAF).

Holding a Ph.D. in Economics from Aarhus University, his field of research is concerned with financial econometrics.

He has published in journals such as Management Science, Journal of Empirical Finance, and Review of Derivatives Research.

[ - ]
[ + ]

CIRANO Publications by Lars Stentoft

As an author