Magnus Dahlquist
Magnus Dahlquist is the Handelsbanken Professor of Finance at the Stockholm School of Economics (SSE). He is also a Research Fellow with the Centre for Economic Policy Research (CEPR), London.
Dahlquist obtained his doctoral degree in 1995 at the Institute for International Economic Studies, Stockholm University. He joined SSE in 1996 and taught at the Fuqua School of Business at Duke University between 1998 and 2002. Dahlquist was the Director of the Institute for Financial Research (SIFR) in Stockholm between 2003 and 2008.
Dahlquist’s research interests lie in asset management, asset pricing, and international finance. His current research focuses on (i) individuals’ and institutions’ investment behavior and the design of pension plans, (ii) trading strategies in the bond and currency markets and their relation to fundamentals, and (iii) performance evaluation and practical issues related to asset management.
Dahlquist has taught courses on asset management, corporate finance, debt instruments and markets, investments, global financial markets, and international business in MSc, MBA, Executive MBA, and PhD programs at Duke University, London Business School, Stockholm School of Economics, UCLA, and University of North Carolina at Chapel Hill. Many of his PhD students are placed at academic institutions, central banks, and asset management firms.
Dahlquist has been an advisor to several financial institutions as well as government authorities, including the National Debt Office, the Swedish Pensions Agency, and the Swedish Central Bank. He has also reviewed the active management of the Government Pension Fund Global, the sovereign wealth fund of Norway. He currently serves as academic coordinator for Inquire Europe. Other activities include serving on the investment committees of the Apoteket AB’s Pension Fund, the Church of Sweden, the Nobel Foundation, and the Swedish Society for Medical Research, and being a board member of the mutual fund company Quartile Fonder AB ("Kvartil") and the foundation "Trygg-Stiftelsen" (related to the pension fund "Gamla Livförsäkrings-aktiebolaget SEB Trygg Liv").
Selected Publications
Magnus Dahlquist and Markus Ibert (2024).
Magnus Dahlquist, Mikhail Chernov and Lars Lochstoer (2023).
Magnus Dahlquist and Mikhail Chernov (2023).
Magnus Dahlquist and Julien Penasse (2022).
Magnus Dahlquist and Henrik Hasseltoft (2020). .
Magnus Dahlquist and Bernt Arne Odegaard (2018).
Magnus Dahlquist, Ofer Setty and Roine Vestman (2018).
Magnus Dahlquist, Jose Vicente Martinez and Paul Söderlind (2017).
Magnus Dahlquist, Adam Farago and Roméo Tédongap (2017).
Magnus Dahlquist and Henrik Hasseltoft (2016).
Magnus Dahlquist and Henrik Hasseltoft (2013).
Magnus Dahlquist and Frank de Jong (2008).
Magnus Dahlquist and Lee Pinkowitz and René M. Stulz, and Rohan Williamson (2003).
Magnus Dahlquist and Göran Robertsson (2001).
Magnus Dahlquist and Stefan Engström and Paul Söderlind (2000).
Magnus Dahlquist and Stephen Gray (2000).
Magnus Dahlquist and Ravi Bansal (2000).
Magnus Dahlquist and Paul Söderlind (1999).