Projects per year
Personal profile
Research profile
I am a Full Professor of Finance at Aalborg University. My main research areas are portfolio choice, asset pricing and banks' risk-taking behavior. My research has been published in well-established academic journals, such as the European Economic Review, the Journal of Banking and Finance and Economica. Prior to joining Aalborg University, I have taught Finance at the Stockholm School of Economics and the Universities of St. Gallen and Lund. During my PhD studies, I spent one year at the University of California, Los Angeles (UCLA) and, as a faculty member, I have visited various academic institutions abroad, including the Institute of Economics at Academia Sinica in Taipei.
For more information, check my personal homepage:
https://sites.google.com/site/frederiklundtofte/
Education/Academic qualification
Economics, PhD, Essays on Incomplete Information in Financial Markets, Lund University
1 Sept 2000 → 14 Jan 2005
Economics and Finance, PhD studies, University of California at Los Angeles
1 Aug 2001 → 15 Jul 2002
Economics, MSc, Lund University
1 Sept 1996 → 30 Aug 2000
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Collaborations and top research areas from the last five years
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Green Transitions in Port of Aalborg
Larsen, M. V. (PI), Roschk, H. (PI), Lundtofte, F. S. (CoPI), Østergaard, C. R. (CoPI), Slepniov, D. (CoPI), Jakobsen, B. K. (Project Coordinator), Holm, J. R. (Project Participant), Hu, Y. (Project Participant), Wang, D. (Project Participant), Nowinska, A. U. (Project Participant), Rana, M. B. (Project Participant), Crovini, C. (Project Participant), Bürkland, S. D. (Project Participant) & Zachariassen, F. D. (Project Participant)
30/09/2024 → 31/12/2026
Project: Research
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Cross-Border Banking
Lundtofte, F. S. (CoI), Vilhelmsson, A. (PI), Forssbaeck, J. (CoI) & Strieborny, M. (CoI)
01/07/2020 → 30/06/2023
Project: Research
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Green Portfolios
Fischer, T., Lundtofte, F. & Parra-Alvarez, J. C., 29 Dec 2025, SSRN: Social Science Research Network, 92 p.Research output: Working paper/Preprint › Preprint
Open Access -
Enhancing Portfolio Optimization: A Theoretical Exploration of the Multi-Factor Treynor-Black Model
Lundtofte, F., 4 Jul 2024, SSRN: Social Science Research Network, 7 p.Research output: Working paper/Preprint › Preprint
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Institutional Quality, Trust, and Stock Market Participation: Learning to Forget
Asgharian, H., Liu, L. & Lundtofte, F., 1 Mar 2024, In: Quarterly Journal of Finance. 14, 1, 2450002.Research output: Contribution to journal › Journal article › Research › peer-review
Open AccessFile5 Link opens in a new tab Citations (Scopus)81 Downloads (Pure) -
Tax avoidance and state ownership — The case of Sweden
Hilling, A., Lundtofte, F., Sandell, N., Sonnerfeldt, A. & Vilhelmsson, A., Nov 2021, In: Economics Letters. 208, 110063.Research output: Contribution to journal › Journal article › Research › peer-review
Open AccessFile8 Link opens in a new tab Citations (Scopus)152 Downloads (Pure) -
Unequal returns: Using the Atkinson index to measure financial risk
Fischer, T. & Lundtofte, F., Jul 2020, In: Journal of Banking & Finance. 116, 105819.Research output: Contribution to journal › Journal article › Research › peer-review
8 Link opens in a new tab Citations (Scopus)
Activities
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Journal of Asset Management (Journal)
Lundtofte, F. S. (Peer reviewer)
15 Aug 2025Activity: Editorial work and peer review › Peer review of manuscripts › Research
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37th Asian Finance Association Conference (Presenter and Discussant)
Lundtofte, F. S. (Lecturer)
26 Jun 2025 → 28 Jun 2025Activity: Talks and presentations › Conference presentations
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Investment Analysts Journal (Journal)
Lundtofte, F. S. (Peer reviewer)
27 May 2025Activity: Editorial work and peer review › Peer review of manuscripts › Research
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Financial Markets and Portfolio Management (Journal)
Lundtofte, F. S. (Peer reviewer)
21 Mar 2025Activity: Editorial work and peer review › Peer review of manuscripts › Research
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Economics Letters (Journal)
Lundtofte, F. S. (Peer reviewer)
5 Mar 2025Activity: Editorial work and peer review › Peer review of manuscripts › Research
Press/Media
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Fintechs Are Doing Wealth Management Differently
08/09/2021
1 item of Media coverage
Press/Media: Press / Media