Magnus Dahlquist is the Director of Swedish Institute for Financial Research (SIFR) in Stockholm, Sweden, and Peter Wallenberg Professor of Finance at the Stockholm School of Economics. He is also Visiting Professor at the Fuqua School of Business, Duke University, USA.

Dahlquist obtained his doctorate at the Institute for International Economic Studies, Stockholm University, in 1995. He served on the faculty of the Stockholm School of Economics and the Fuqua School of Business, Duke University, prior to joining SIFR. Dahlquist is also a Research Fellow of the Centre for Economic Policy Research (CEPR), London.

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 Ph.D. programs at the Duke University, Stockholm School of Economics, and the University of North Carolina at Chapel Hill.

• 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.]
• 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.]
• Regime-Switching and Interest Rates in the European Monetary System (with Stephen Gray), Journal of International Economics 50 (2000), 399-419.
• Performance and Characteristics of Swedish Mutual Funds (with Stefan Engström and Paul Söderlind), Journal of Financial and Quantitative Analysis 35 (2000), 409-423.
• Direct Foreign Ownership, Institutional Investors, and Firm Characteristics (with Göran Robertsson), Journal of Financial Economics 59 (2001), 413-440.
• 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.]
• A Note on Foreigners' Trading and Price Effects across Firms (with Göran Robertsson), Journal of Banking and Finance 28 (2004), 615-632.

• The Forward Premium Puzzle in a Model with Traded and Non-Traded Goods (with Ravi Bansal and John Coleman), Working Paper (2002).
• An Evaluation of International Asset Pricing Models (with Torbjörn Sällström), Working Paper (2002).
• Sample Selectivity and Expected Returns in Global Equity Markets (with Ravi Bansal), Working Paper (2005).
• Dynamic Trading Strategies and Portfolio Choice (with Ravi Bansal and Campbell Harvey), Working Paper (2005).
• Pseudo Market Timing: Fact or Fiction? (with Frank de Jong), Working Paper (2006).
• Empirical Evidence of Dividend Tax Clienteles (with Göran Robertsson and Kristian Rydqvist), Working Paper (2006).