Assistant Professor of Finance
Room: G-213 (Chydenia 2nd floor)
Office hours: Thursdays 13:00 - 15:00
Tel: +358 50 383 6195
Email: peter.nyberg [at] aalto [dot] fi
Curriculum Vitae (pdf)
“Equity premium in Finland and long-term performance of the Finnish equity and money markets”, Cliometrica, forthcoming. With Mika Vaihekoski.
“Volatility risk premium, risk aversion and the cross-section of stock returns”, The Financial Review 45(4), 1079–1100, 2010. With Anders Wilhelmsson.
“Measuring event risk”, Journal of Financial Econometrics 7(3), 265–287, 2009. With Anders Wilhelmsson.
“Asset Pricing Models”, invited chapter in Free, R. C. (Ed.), 21st Century Economics: A Reference Handbook, Sage Publications (forthcoming).
“Common factors in stock market seasonalities”, Chicago Booth Research Paper No. 13-15. With Matti Keloharju and Juhani Linnainmaa.
“A new value-weighted total return index for the Finnish stock market”, Bank of Finland Research Discussion Papers, 21, 2009. With Mika Vaihekoski.
“Descriptive analysis of Finnish equity, bond and money markets 1912-2007”. With Mika Vaihekoski.
“The dynamic behavior of the idiosyncratic volatility discount: Aggregate idiosyncratic volatility and return reversals revisited”.
Rahoituksen perusteet (in Finnish), lectures
Investment Management, lectures
Theoretical Asset Pricing
Empirical Asset Pricing