dr. SOR (Rasmus) Lonn

Erasmus School of Economics

Assistant professor | Econometrics

Email: lonn@ese.eur.nl

Pure profile

Work

Rasmus Lönn & Peter C. Schotman (2024) - Empirical Asset Pricing with Many Test Assets - Journal of Financial Econometrics, 22 (5), 1236-1263 - doi: 10.1093/jjfinec/nbae002 - [link]
Christian Conrad, Onno Kleen & Rasmus Lonn (2022) - Volatility forecasting for low-volatility investing - doi: 10.2139/ssrn.4158925

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Onno Kleen, Anastasija Tetereva, Gustavo Bulhoes Carvalho da Paz Freire, Maria Grith, Alberto Quaini & Rasmus Lonn (2023) - Financial Econometrics meets Machine Learning (FinEML) (Organiser)
Activity: Organising and contributing to an event › Academic

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Portfolio Management

Year: 2024
Course Code: FEM21010

Master’s thesis Quantitative Finance

Year: 2024
Course Code: FEM21057

Thesis Hub Master Econometrics & MS

Year: 2024
Course Code: FEM61008H