Personer Jan Antell

Jan Antell

Titel

Universitetslektor

Telephone:

0403521384

Email:

jan.antell@hanken.fi

Department

Finance

I am an associate professor in finance.

I have a doctoral degree in Finance from Hanken, and two master's degrees, one in Finance from Hanken, and another in Economics from the University of Helsinki.

My research interests are within asset pricing, quantitative finance, and generally within areas of financial markets and investing.

Till forskningsdatabasen

Languages

SvenskaFinskaEngelska

Erfarenhet

I have a long experience in teaching at all levels, i.e., basic, bachelor's, master's, and doctoral level in a wide array of courses. I have also engaged in several executive education programs. The courses include basic finance, portfolio management and wealth management, corporate finance, derivatives, economics, and quantitative research methods in finance.

Publikationer

Valda publikationer

Reassessing the evidence on factor and portfolio premia

Statistics & Risk Modeling : with Applications in Finance and Insurance,vol. 41,no. 3-4,pp. 73-82.

Countercyclical and Time-Varying Risk Aversion and Equity Premium

pp. 104-104.

Testing weak cross-sectional correlation of abnormal returns using spacings

pp. 58-59.

Controlling Owners and Corporate Cash Holdings in the Nordic Countries

Expected Return and Variance: Lambda is Alive, Positive and Significant

Strong and weak cross-sectional dependence in factor models for returns in event studies

vol. 11,pp. 53-53.

Countercyclical and time-varying reward to risk and the equity premium

Research in International Business and Finance,vol. 66,

Long-term equity investing and withdrawal rules

Financial Markets and Portfolio Management,

Tests for Abnormal Returns in the Presence of Event-Induced Cross-Sectional Correlation

Journal of Financial Econometrics,vol. 15,no. 2,pp. 286-301.

Expected and realized returns in conditional asset pricing models: A new testing approach

Journal of Empirical Finance,vol. 52,no. June,pp. 220-236.