E-mail:

Loran.Chollete@nhh.no

Telephone:

+47 55 95 92 66

Fax:

+47 55 95 96 50

Title:

Assistant Professor, Ph.D., Columbia University 2005

Teaching languages:

English

Teaching areas:

Finance, Statistics

• Frequent Extreme Events? A Dynamic Copula Approach, Discussion Paper no. 2006/10, Department of Finance and Management Science, NHH, 2006 (with Andreas Heinen).

• What Captures Liquidity Risk? A Comparison of Trade and Order-Based Factors, Discussion Paper no. 2006/9, Department of Finance and Management Science, NHH, 2006 (with Randi Næs and Johannes A. Skjeltorp).

• Financial Distress and Idiosyncratic Volatility: An Empirical Investigation, Discussion Paper no. 2006/8, Department of Finance and Management Science, NHH, 2006 (with Jing Chen).

• The Scope of International Diversification: Implications of Alternative Measures, Working paper, Columbia University, 2005 (with Victor de la Peña and Ching-Chih Lu).

Selected publications:

Involvements:

• Research Fellow Norwegian Central Bank

• Norwegian Central Bank Workshop "Copula Methods in Financial Economics"

• NHH Workshop: "New Developments in Financial Markets"