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- 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