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Carsten Sørensen
Carsten Sørensen
Professor of Finance, Copenhagen Business School
Verified email at cbs.dk
Title
Cited by
Cited by
Year
Modeling seasonality in agricultural commodity futures
C Sørensen
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2002
3202002
Dynamic asset allocation with stochastic income and interest rates
C Munk, C Sørensen
Journal of Financial economics 96 (3), 433-462, 2010
2232010
Dynamic asset allocation and fixed income management
C Sørensen
Journal of financial and quantitative analysis 34 (4), 513-531, 1999
2151999
Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty: are popular recommendations consistent with rational behavior?
C Munk, C Sørensen, TN Vinther
International Review of Economics & Finance 13 (2), 141-166, 2004
1772004
Optimal consumption and investment strategies with stochastic interest rates
C Munk, C Sørensen
Journal of Banking & Finance 28 (8), 1987-2013, 2004
1742004
Optimal consumption and investment strategies with stochastic interest rates
C Munk, C Sørensen
Journal of Banking & Finance 28 (8), 1987-2013, 2004
1742004
Stochastic volatility and seasonality in commodity futures and options: The case of soybeans
MC Richter, C Sørensen
Available at SSRN 301994, 2002
1242002
Paying for minimum interest rate guarantees: Who should compensate who?
BA Jensen, C Sørensen
European Financial Management 7 (2), 183-211, 2001
792001
Paying for minimum interest rate guarantees: Who should compensate who?
BA Jensen, C Sørensen
European Financial Management 7 (2), 183-211, 2001
792001
Convergence in the ERM and declining numbers of common stochastic trends
J Rangvid, C Sørensen
Journal of emerging market finance 1 (2), 183-213, 2002
572002
An equilibrium approach to pricing foreign currency options
C Sørensen
European Financial Management 3 (1), 63-84, 1997
281997
Optimal real consumption and investment strategies in dynamic stochastic economies
C Munk, C Sørensen
Stochastic Economic Dynamics, 271-316, 2007
212007
Determinants of the implied shadow exchange rates from a target zone
J Rangvid, C Sørensen
European Economic Review 45 (9), 1665-1696, 2001
152001
Option pricing in a Gaussian two-factor model of the term structure of interest rates
C Sørensen
Handelshøjskolen i København, 1994
61994
En sammenligning af konverteringsstrategier for konverterbare realkreditlån
PL Jørgensen, KR Miltersen, C Sørensen
Finans/Invest, 22-29, 1996
51996
Seasonality in agricultural commodity futures
C Sørensen
Available at SSRN 245931, 1999
31999
Interest rate uncertainty and strategic asset allocation with borrowing and short sales constraints
C Sørensen
Available at SSRN 966207, 2007
22007
Portfolio Choice under Inflation: Are Popular Recommendations Consistent with Rational Behavior?
C Munk, C Sørensen, T Nygaard Vinther
Available at SSRN 302126, 2002
22002
Hvorfor skal pensionsopsparere betale for generende rentegarantier?
BA Jensen, C Sørensen
Finans-Invest, 18-23, 2000
22000
Optimal Investment Strategies with a Heath-Jarrow-Morton Term Structure of Interest Rates
C Munk, C Sørensen
Available at SSRN 192928, 1999
21999
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