S.O.R. (Rasmus) Lonn
Assistant Professor

Dr. S.O.R. (Rasmus) Lonn

Department of Econometrics

Erasmus School of Economics (ESE)

Erasmus University Rotterdam

Associate Member ERIM

Affiliated since 2020

Publications

Academic (1)
- Lönn, R., & Schotman, P. C. (2024). Empirical Asset Pricing with Many Test Assets. Journal of Financial Econometrics, 22(5), 1236-1263. https://doi.org/10.1093/jjfinec/nbae002

Academic (1)
- Conrad, C., Kleen, O., & Lonn, R. (2022). Volatility forecasting for low-volatility investing. https://doi.org/10.2139/ssrn.4158925

Financial Econometrics meets Machine Learning (FinEML)

Organising and contributing to an event (Academic)

Visiting address

Burgemeester Oudlaan 50
3062 PA Rotterdam

Postal address

Postbus 1738
3000 DR Rotterdam
Netherlands