Lasse Bork

  • Fibigerstræde 2, 51

    9220 Aalborg Ø



Research activity per year

Personal profile

Research profile

Lasse Bork is professor of finance. His main research interests include asset pricing, financial econometrics and empirical finance. In general, he is interested in macro-finance, i.e. the linkages between the financial markets and the economy, the housing market in general, and energy markets.

His research has been published in leading international journals like Management Science, Journal of Banking and Finance, International Journal of Forecasting, and Real Estate Economics. Working papers are available at his personale web page and SSRN.

External positions

Senior Quantitative Researcher, Norlys Energy Trading

31 May 2001 → …


  • Business Economics and Trade
  • Asset Pricing and Macro-Finance
  • Yield curve models with macroeconomic factors
  • Financial econometrics
  • Dynamic factor models.
  • State-space models
  • Kalman filter and applications in finance and macroeconomics
  • Forecasting
  • Monetary economics
  • Energy Markets


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Collaborations from the last five years

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