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Objectives

The FRU has several key objectives:

  1. Pooling and extending research resources in financial economics, quantitative finance and mathematical finance in order to strengthen the expertise in financial research.
  2. Building up an academic and institutional environment for external collaborations, to invite and to host international researchers and to organize workshops and conferences.
  3. Strengthening the finance education at the University of Copenhagen by establishing a specialization in finance within the economic master's program and by promoting Ph.D. dissertations in the field of finance.
  4. Building up co-operations and collaborations with the financial industry in Denmark.

Research at the FRU is both theoretically and quantitatively orientated and concentrates on two major areas:

  1. Financial economics, finance theory as well as mathematical finance.
  2. Financial econometrics and statistics as well as quantitative finance.