Welcome to my personal home page!

I am a Postdoctoral researcher affiliated with the Finance Research Group at Aalborg University  Business School, a Research Fellow at the Center for Research in Econometric Analysis of TimE Series (CREATES), and a Research Fellow at the Danish Finance Institute (DFI). 

My research focuses on the formulation, solution, estimation and statistical evaluation of dynamic equilibrium models used for the study of business cycles, asset pricing, asset allocation, and macro-finance. 

News:
September 2021:  My paper "Risk Matters: Breaking Certainty Equivalence in Linear Models" (with Olaf Posch and Hamza Polattimur) has been accepted for publication in Journal of Economic Dynamics and Control. The accepted manuscript can be found here.

July 2021:  My paper "Optimal Control of Investment, Premium and Deductible for a Non-life Insurance Company" (with Bent Jesper Christensen and Rafael Serrano) has been accepted for publication in Insurance: Mathematics and Economics. 

June 2021:  My paper "Peso Problems in the Estimation of the C-CAPM" (with Olaf Posch and Andreas Schrimpf) has been accepted for publication in Quantitative Economics. The CEPR Working Paper version can be found here.​​

Contact Information:
AAU Business School
Fibigerstræde 11
9220, Aalborg Øst
Denmark
E-mail: jcpalva@business.aau.dk