Homepage of Simon Lysbjerg Hansen

about me research interests working papers

About me

Simon Lysbjerg Hansen
Assistant Professor of Finance, Ph.D.
Department of Business and Economics
University of Southern Denmark
Phone (+45) 6550 3212
Email slh@sam.sdu.dk

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Research interests

Asset pricing
Portfolio choice
Asymmetric information
Mathematical finance
Numerical methods

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Working papers

Asset pricing with heterogenous beliefs in a two trees setting, working paper, 2007.
Insider versus outsider information: An asset allocation perspective, working paper, 2008.

A Malliavin-based Monte-Carlo approach for numerical solution of stochastic control problems: Experiences from Merton's problem, working paper, 2005.

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