It seems as if Danish somehow dislikes the word 'af'. Our 'of' will be translated as an -s ending, or as i, på or some other preposition. Hard to find a pattern.
Can study be used as in an artistic study (for example still life) or only as an academic study?
It's not really Danish. It's the Latin neuter, which is why it's "et studium". But then it does have Danish declension: studiet, studier. And it's been turned into a verb: studere, studerede, studerende (=students. 'Studenter' are students who've completed gymnasiet. Another 'um' word.)