Global Factor Data
A Stanford PhD, I am a finance professor at Copenhagen Business School a n d a principal at AQR. I ha ve served as Director of the American Finance Association, in the Liquidity Working Group meeting at the Federal Reserve Bank of New York to address liquidity issues, on the Economic Advisory Boards of NASDAQ and FTSE, and on several editorial boards, including the Journal of Finance and Quarterly Journal of Economics.
My academic awards include the Bernácer Prize to the best E.U. economist under 40 years of age, the Banque de France-TSE Prize, the Stephen A. Ross Prize, Fama-DFA Prizes, the Michael Brennan Award, the Brattle Prize, and Graham and Dodd Top Awards.
News 1/2023. I am the Director of the new Center for Big Data in Finance (BIGFI)
Global Factor Data