Laurs Randbøll Leth

Laurs Randbøll Leth

Assistant Lecturer

In January 2016 I started my PhD project in economics. The project attempts explaining bubble formation in financial markets using microstructure models of asymmetric information, Bayesian learning and herding behaviour. My doctoral position is affiliated with the Center for Information and Bubble Studies (CIBS), University of Copenhagen, and I am supervised by Professor Peter Norman Sørensen, Department of Economics, and co-supervised by Professor and Center Director Vincent Hendricks.

Primary fields of research

  • Mathematical finance
  • Microstructure modelling
  • Models of asymmetric information
  • High frequency trading


I have been responsible for the tutorials as supplements to the lectures (TA) in the following list of courses  at the Department of Mathematical Sciences

  • Introduction to Economics (ØkIntro)
  • Introduction to National Economy (MakØk1)
  • Statistics 1 (Stat1)
  • Statistics 2 (Stat2)
  • Stochastic Processes (Stok)
  • Measure and Integrals (MI)
  • Advanced Probability 2 (VidSand2)
  • Microeconomics 2: Market Imperfections (MikØk2)

Current research

  • Microstructure modelling
  • Herding and information-based trading
  • Betting and high frequency

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