Modeling seasonality in agricultural commodity futures C Sørensen Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2002 | 320 | 2002 |
Dynamic asset allocation with stochastic income and interest rates C Munk, C Sørensen Journal of Financial economics 96 (3), 433-462, 2010 | 223 | 2010 |
Dynamic asset allocation and fixed income management C Sørensen Journal of financial and quantitative analysis 34 (4), 513-531, 1999 | 215 | 1999 |
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 | 177 | 2004 |
Optimal consumption and investment strategies with stochastic interest rates C Munk, C Sørensen Journal of Banking & Finance 28 (8), 1987-2013, 2004 | 174 | 2004 |
Optimal consumption and investment strategies with stochastic interest rates C Munk, C Sørensen Journal of Banking & Finance 28 (8), 1987-2013, 2004 | 174 | 2004 |
Stochastic volatility and seasonality in commodity futures and options: The case of soybeans MC Richter, C Sørensen Available at SSRN 301994, 2002 | 124 | 2002 |
Paying for minimum interest rate guarantees: Who should compensate who? BA Jensen, C Sørensen European Financial Management 7 (2), 183-211, 2001 | 79 | 2001 |
Paying for minimum interest rate guarantees: Who should compensate who? BA Jensen, C Sørensen European Financial Management 7 (2), 183-211, 2001 | 79 | 2001 |
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 | 57 | 2002 |
An equilibrium approach to pricing foreign currency options C Sørensen European Financial Management 3 (1), 63-84, 1997 | 28 | 1997 |
Optimal real consumption and investment strategies in dynamic stochastic economies C Munk, C Sørensen Stochastic Economic Dynamics, 271-316, 2007 | 21 | 2007 |
Determinants of the implied shadow exchange rates from a target zone J Rangvid, C Sørensen European Economic Review 45 (9), 1665-1696, 2001 | 15 | 2001 |
Option pricing in a Gaussian two-factor model of the term structure of interest rates C Sørensen Handelshøjskolen i København, 1994 | 6 | 1994 |
En sammenligning af konverteringsstrategier for konverterbare realkreditlån PL Jørgensen, KR Miltersen, C Sørensen Finans/Invest, 22-29, 1996 | 5 | 1996 |
Seasonality in agricultural commodity futures C Sørensen Available at SSRN 245931, 1999 | 3 | 1999 |
Interest rate uncertainty and strategic asset allocation with borrowing and short sales constraints C Sørensen Available at SSRN 966207, 2007 | 2 | 2007 |
Portfolio Choice under Inflation: Are Popular Recommendations Consistent with Rational Behavior? C Munk, C Sørensen, T Nygaard Vinther Available at SSRN 302126, 2002 | 2 | 2002 |
Hvorfor skal pensionsopsparere betale for generende rentegarantier? BA Jensen, C Sørensen Finans-Invest, 18-23, 2000 | 2 | 2000 |
Optimal Investment Strategies with a Heath-Jarrow-Morton Term Structure of Interest Rates C Munk, C Sørensen Available at SSRN 192928, 1999 | 2 | 1999 |