Carsten Sørensen

Søgeresultater

• 2004

  Dynamic asset allocation and latent variables

  Sørensen, C. & Trolle, A. B., 2004, København: Copenhagen Business School [wp], 55 s.

  Publikation: Working paper › Forskning

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• 2002

  Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans

  Richter, M. & Sørensen, C., 2002, Frederiksberg: Institut for Finansiering, Copenhagen Business School, 45 s. (Working Papers / Department of Finance. Copenhagen Business School; Nr. 2002-4).

  Publikation: Working paper › Forskning

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  468 Downloads (Pure)
• 2001

  Portfolio Choice under Inflation: Are Popular Recommendations Consistent with Rational Behavior?

  Munk, C., Sørensen, C. & Vinther, T. N., sep. 2001, Frederiksberg: Institut for Finansiering, Copenhagen Business School, 21 s. (Working Papers / Department of Finance. Copenhagen Business School; Nr. 2001-6).

  Publikation: Working paper › Forskning

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• 2000

  Convergence in the ERM and Declining Numbers of Common Stochastic Trends

  Rangvid, J. & Sørensen, C., nov. 2000, Frederiksberg: Institut for Finansiering, Copenhagen Business School, 24 s. (Working Papers / Department of Finance. Copenhagen Business School; Nr. 2000-8).

  Publikation: Working paper › Forskning

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• Optimal Consumption and Investment Strategies with Stochastic Interest Rates

  Munk, C. & Sørensen, C., 2000, Frederiksberg: Institut for Finansiering, Copenhagen Business School, 40 s. (Working Papers / Department of Finance. Copenhagen Business School; Nr. 2000-9).

  Publikation: Working paper › Forskning

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  375 Downloads (Pure)

• Paying for Minimum Interest Rate Guarantees: Who Should Compensate Who?

  Astrup Jensen, B. & Sørensen, C., 2000, Frederiksberg: Institut for Finansiering, Copenhagen Business School, 29 s. (Working Papers / Department of Finance. Copenhagen Business School; Nr. 2000-1).

  Publikation: Working paper › Forskning

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• 1999

  Optimal Investment Strategies with a Heath-Jarrow-Morton Term Structure of Interest Rates

  Munk, C. & Sørensen, C., 1999, Odense: Syddansk Universitet, 20 s.

  Publikation: Working paper › Forskning

• Seasonality in Agricultural Commodity Futures

  Sørensen, C., dec. 1999, Frederiksberg: Institut for Finansiering, Copenhagen Business School, 37 s. (Working Papers / Department of Finance. Copenhagen Business School; Nr. 1999-14).

  Publikation: Working paper › Forskning

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• 1998

  Determinants of the Implied Shadow Exchange Rates from a Target Zone

  Rangvid, J. & Sørensen, C., dec. 1998, Frederiksberg: Institut for Finansiering, Copenhagen Business School, 45 s. (Working Papers / Department of Finance. Copenhagen Business School; Nr. 1998-15).

  Publikation: Working paper › Forskning

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