I was born on March 19th, 1972, in Aarhus , Denmark. Since 1985, I have resided in the UK, where I have studied at Southbank International School, where I took GCSE's, Advanced High School Diploma and the International Baccalaureate (IB), The London School of Economics and Political Science, where I was awarded a BSc in Economics with first class honours and an MSc in Discrete and Applicable Mathematics, and Trinity College, Cambridge University, where I was awarded an MPhil in Economics and the PhD-degree for a thesis entitled, Four Essays on Risk in Finance . I have published articles in the fields of Financial Risk and Decision Theory, which can be viewed and downloaded in Acrobat format at Publications, and have acted as referee for the Journal of Applied Econometrics. My present research interests include relating Decision Theory and theoretical risk analysis to Empirical Finance, in particular asset pricing, risk measurement and performance measurement. I am a member of the Decision Analysis Society, a subsidiary of the Institute for Operational Research and Management Science (InfORMS). As of September 1999, I am joining the Financial Consulting firm Oliver, Wyman and Company in London as an Associate Consultant. My main interests outside work center around sports, where, apart from playing basketball, football, tennis and rugby, I am a devoted fan of Wimbledon Football Club.
In addition to the more detailed information available on the webpages cited above, I here include further sites I have found useful for my work, both on the academic and more practitioner-oriented side. Please contact me with further suggestions. Finally, I include my favourite sites used for non-work purposes.
Useful Academic Sites for Risk and Decision Theory
Decision Theory Journals
Netexposure: Electronic Journal of Financial Risk
The Geneva Association
Decision Theory Working Papers
Decision Theory Journals (Europe)
Decision Sciences Institute (DSI)
Journal of Risk and Insurance
Internet Journals
Journal of Risk Research
Finance Journals
Practitioner-Oriented Sites for Risk and Decision Theory
Global Association of Risk Professionals
Society for Risk Analysis
Risk and Insurance Management Society
BARRA
Contingency Analysis
Riskworld
Risk Management Online
Riskmetrics Group
Swiss Re (Insurance)
Equity Analytics
Investure (IT)
Non-work Favourites
Soccernet: Football News
Danish Overseas Service
Morgenavisen Jyllandsposten
