In this paper the duration of studying the master program Applied Economics and Finance at Copenhagen Business School is studied. The data applied are all students beginning the program summer 2010. The length of their study time is modeled using various independent variables such as age, gender and nationality. It turns out that only the capability of student as measured by their average grade obtained after one years of studying and their nationality have an impact of the duration. Especially surprising is that students coming from the other Scandinavian countries are much quicker than the Danish students.