Magnus Dahlquist is Peter Wallenberg Professor of Finance at the Stockholm School of Economics (SSE) and Research Fellow at the Institute for Financial Research (SIFR) in Stockholm. Dahlquist is also a Research Fellow of the Centre for Economic Policy Research (CEPR), London, and of the Network for Studies on Pensions, Aging and Retirement (NETSPAR) in the Netherlands.

Dahlquist obtained his doctorate in 1995 at the Institute for International Economic Studies, Stockholm University. He joined the Stockholm School of Economics in 1996 and served on the faculty of Fuqua School of Business, Duke University, between 1998 and 2002. Dahlquist was the Director of SIFR between 2003 and 2008.

Dahlquist's research interests lie in the fields of asset pricing and international finance. His current research focuses on (i) risks and returns in global equity markets, (ii) information and incentives as determinants of the portfolio choice of individual and institutional investors, (iii) the behavior and determination of exchange rates and interest rates, and (iv) performance evaluation and practical problems related to portfolio selection.

He has taught courses on debt instruments and markets, investment management, global financial markets, and international business in Master of Science, MBA, Executive MBA, and PhD programs at Duke University, London Business School, Stockholm School of Economics, and University of North Carolina at Chapel Hill.

Dahlquist is a member of the Board at the Stockholm School of Economics.

• Evaluating Portfolio Performance with Stochastic Discount Factors (with Paul Söderlind), Journal of Business 72 (1999), 347-383.
  [Reprinted in New Research in Financial Markets, edited by Bruno Biais and Marco Pagano, Oxford University Press, 2002.] [PDF file]
• The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies (with Ravi Bansal), Journal of International Economics 51 (2000), 115-144.
  [Winner of the Chicago Board of Trade Award for Best Paper on Futures or Options on Futures at the 1999 Western Finance Association Meetings.] [PDF file]
• Regime-Switching and Interest Rates in the European Monetary System (with Stephen Gray), Journal of International Economics 50 (2000), 399-419. [PDF file]
• Performance and Characteristics of Swedish Mutual Funds (with Stefan Engström and Paul Söderlind), Journal of Financial and Quantitative Analysis 35 (2000), 409-423. [PDF file]
• Direct Foreign Ownership, Institutional Investors, and Firm Characteristics (with Göran Robertsson), Journal of Financial Economics 59 (2001), 413-440. [PDF file]
• Corporate Governance and the Home Bias (with Lee Pinkowitz, René M. Stulz, and Rohan Williamson), Journal of Financial and Quantitative Analysis 38 (2003), 87-110.
  [Winner of the William F. Sharpe Award for Scholarship in Financial Research for the best article in Journal of Financial and Quantitative Analysis in 2003.] [PDF file]
• A Note on Foreigners' Trading and Price Effects across Firms (with Göran Robertsson), Journal of Banking and Finance 28 (2004), 615-632. [PDF file]
• Pseudo Market Timing: A Reappraisal (with Frank de Jong), Journal of Financial and Quantitative Analysis. 43 (2008), 547-580. [PDF file]

• An Evaluation of International Asset Pricing Models (with Torbjörn Sällström), Working Paper (2002). Also published as CEPR Discussion Paper 3145.
• The Forward Premium Puzzle in a Model with Traded and Non-Traded Goods (with Ravi Bansal and John Coleman), Working Paper (2002).
• Dynamic Trading Strategies and Portfolio Choice (with Ravi Bansal and Campbell Harvey), Working Paper (2005). Also published as NBER Working Paper 10820.
• Sample Selectivity and Expected Returns in Global Equity Markets (with Ravi Bansal), Working Paper (2005). Also published as CEPR Discussion Paper 3034.
• Empirical Evidence of Dividend Tax Clienteles (with Göran Robertsson and Kristian Rydqvist), Working Paper (2011). [PDF file]
• International Bond Risk Premia (with Henrik Hasseltoft), Working Paper (2011). [PDF file]
• Investor Inattention: A Hidden Cost of Choice in Pension Plans? (with Jose Vicente Martinez), Working Paper (2012). [PDF file]
• Individual Investor Activity and Performance (with Jose Vicente Martinez and Paul Söderlind), Working Paper (2011). [PDF file]