19982020

Research output per year

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Research Output

1998

The Structure of Binomial Lattice Models for Bonds

Astrup Jensen, B. & Nielsen, J. A., 1998, In : Obozrenie Prikladnoi i Promyshlennoi Matematiki. p. 361-386

Research output: Contribution to journalJournal articleResearchpeer-review

1999

On Makeham´s formula and fixed income mathematics

Astrup Jensen, B., 1999, København: Copenhagen Business School [wp], 22 p.

Research output: Working paperResearch

Open Access
File

Option Pricing Bounds and the Pricing of Bond Options

Astrup Jensen, B. & Aase Nielsen, J., 1999, In : Journal of Business Finance & Accounting. p. 535-556

Research output: Contribution to journalJournal articleResearchpeer-review

2000

Fakta og fantasier om kommunale sælg-og-lej-tilbage arrangementer

Astrup Jensen, B., 2000, In : Finans - Invest. p. 20-27 8 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Hvorfor skal pensionsopsparere betale for generende rentegarantier?

Astrup Jensen, B. & Sørensen, C., 2000, In : Finans - Invest. 2, p. 18-23 6 p.

Research output: Contribution to journalJournal articleResearchpeer-review

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

Astrup Jensen, B. & Sørensen, C., 2000, FEN - European Financial Management Association, 2000 Athens Meeting, vol. 1, no. 8.

Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearch

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

Astrup Jensen, B. & Sørensen, C., 2000, Frederiksberg: Institut for Finansiering, Copenhagen Business School, 29 p. (Working Papers / Department of Finance. Copenhagen Business School; No. 2000-1).

Research output: Working paperResearch

Open Access
File
20 Downloads (Pure)

Paying for minimum interest rate guarantees: who should compensate who?

Astrup Jensen, B. & Sørensen, C., 2001, In : European Financial Management. 7, 2, p. 29

Research output: Contribution to journalJournal articleResearchpeer-review

Rentesregning

Astrup Jensen, B., 2001, 3. ed. København: Djøf Forlag. 262 p.

Research output: Book/ReportBookEducation

2002

On Valuation Before and After Tax in No Arbitrage Models: Tax Neutrality in the Discrete Time Model

Astrup Jensen, B., 2002, Frederiksberg: Institut for Finansiering, Copenhagen Business School, 24 p. (Working Papers / Department of Finance. Copenhagen Business School; No. 2002-1).

Research output: Working paperResearch

Open Access
File
1 Downloads (Pure)
2004

Energy Options in an HJM Framework

Lyse Hansen, T. & Astrup Jensen, B., 2004, København, 38 p.

Research output: Working paperResearch

Open Access
File
19 Downloads (Pure)

On a Class of Adjustable Rate Mortgage Loans Subject to a Strict Balance Principle

Astrup Jensen, B., 2004, Frederiksberg: Institut for Finansiering, Copenhagen Business School, 37 p. (Working Papers / Department of Finance. Copenhagen Business School; No. 2004-11).

Research output: Working paperResearch

Open Access
File

TK på vej mod konkurs?

Astrup Jensen, B. & Lando, D., 2004, In : Boersen.

Research output: Contribution to journalContribution to newspaper - Newspaper articleCommunication

2005

Rammepantebreve: Realkreditsektorens iturevne ønskeseddel

Astrup Jensen, B. & Meding, F., 2005, In : Finans - Invest. 7, p. 4-9 5 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Rentesregning

Astrup Jensen, B., 2005, 4. ed. København: Djøf Forlag. 249 p.

Research output: Book/ReportBookEducation

Term Structure Models with Parallel and Proportional Shifts

Armerin, F., Björk, T. & Astrup Jensen, B., 2005, Frederiksberg: Institut for Finansiering, Copenhagen Business School, 18 p. (Working Papers / Department of Finance. Copenhagen Business School; No. 2005-5).

Research output: Working paperResearch

Open Access
File
21 Downloads (Pure)
2006

On Volatility Induced Stationarity for Stochastic Differential Equations

Albin, J. M. P., Astrup Jensen, B., Muszta, A. & Richter, M., Jun 2006, Frederiksberg: Danish Center for Accounting and Finance (D-CAF), 34 p. (D-CAF Working Paper; No. 10).

Research output: Working paperResearch

Open Access
File
3 Downloads (Pure)
2007

Term Structure Models with Parallel and Proportional Shifts

Armerin, F., Astrup Jensen, B. & Björk, T., 2007, In : Applied Mathematical Finance. 14, 3, p. 243-260 18 p.

Research output: Contribution to journalJournal articleResearchpeer-review

2009

Rentesregning

Astrup Jensen, B., 2009, 5. ed. København: Djøf Forlag. 245 p.

Research output: Book/ReportBookEducation

Valuation Before and after Tax in the Discrete Time, Finite State no Arbitrage Model

Astrup Jensen, B., 2009, In : Annals of Finance. 5, 1, p. 91-123 33 p.

Research output: Contribution to journalJournal articleResearchpeer-review

2010

Kreditaftaleloven og ÅOP: Økonomisk set

Astrup Jensen, B., Jan 2010, In : Finans - Invest. 4, p. 20-25

Research output: Contribution to journalJournal articleResearchpeer-review

2011

Optimal Portfolio Choice with Wash Sale Constraints

Astrup Jensen, B. & Marekwica, M., 2011, In : Journal of Economic Dynamics and Control. 35, 11, p. 1916-1937

Research output: Contribution to journalJournal articleResearchpeer-review

Rapport om obligationsinvesteringer: Udarbejdet for Penge- og Pensionspanelet

Christensen, C., Hasager, L. & Astrup Jensen, B., 2011, København: Penge- og Pensionspanelet. 37 p.

Research output: Book/ReportReportResearch

Open Access
File
7 Downloads (Pure)
2013

Makeham's Formula: Some Applications in Fixed Income Analysis

Astrup Jensen, B., 2013. 30 p.

Research output: Contribution to conferencePaperResearchpeer-review

Rentesregning

Astrup Jensen, B., 2013, 6. ed. København: Djøf Forlag. 246 p.

Research output: Book/ReportBookEducation

Rentesregning: Særtryk af 6. udgave

Astrup Jensen, B., 2013, København: Djøf Forlag. 88 p.

Research output: Book/ReportBookEducation

2015

Indefrys grundskylden

Rangvid, J. & Jensen, B. A., 26 Mar 2015, In : Berlingske Tidende. p. 23

Research output: Contribution to journalContribution to newspaper - Feature articleCommunication

Lån til skatten mod pant i boligen

Jensen, B. A. & Rangvid, J., 13 Apr 2015, In : Boersen. p. 4

Research output: Contribution to journalContribution to newspaper - Feature articleCommunication

Sådan kan boligskatten indefryses

Rangvid, J. & Jensen, B. A., 31 Mar 2015, In : Berlingske Tidende. p. 25

Research output: Contribution to journalContribution to newspaper - Feature articleCommunication

Taxation, Transfer Income and Stock Market Participation

Fischer, M. & Astrup Jensen, B., 2015, In : Review of Finance. 19, 2, p. 823-863 41 p.

Research output: Contribution to journalJournal articleResearchpeer-review

2016

How Suboptimal are Linear Sharing Rules?

Jensen, B. A. & Nielsen, J. A., May 2016, In : Annals of Finance. 12, 2, p. 221–243 23 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File
225 Downloads (Pure)
2017

The First Difference Property of the Present Value Operator

Buser, S. A. & Jensen, B. A., 2017, In : Quarterly Journal of Finance. 7, 4, 41 p., 1750012.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File
97 Downloads (Pure)
2018

Behov for mere fleksibilitet i pensionssystemet

Jensen, B. A. & Hougaard Jensen, S. E., 18 Oct 2018, In : Børsen. p. 4

Research output: Contribution to journalContribution to newspaper - Feature articleCommunication

Den nyreligiøse dyrkelse af drømmelånet

Jensen, B. A., 5 Feb 2018, In : Jyllands-Posten. p. 16

Research output: Contribution to journalContribution to newspaper - Comment/debateCommunication

Pensionsopsparing bør følge borgernes livscyklus

Hougaard Jensen, S. E. & Jensen, B. A., 21 Sep 2018, In : Børsen. p. 4

Research output: Contribution to journalContribution to newspaper - Feature articleCommunication

2019

Optimal risikospredning for små aktieinvestorer i en kompliceret verden

Møller, M. & Jensen, B. A., Jun 2019, In : Finans/Invest. 3, p. 16-22 7 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File
49 Downloads (Pure)

The Debt Tax Shield, Economic Growth and Inequality

Fischer, M. & Jensen, B. A., 2019. 48 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access
File
5 Downloads (Pure)

The Debt Tax Shield in General Equilibrium

Fischer, M. & Jensen, B. A., Mar 2019, In : Journal of Banking & Finance. 100, p. 151-166 16 p.

Research output: Contribution to journalJournal articleResearchpeer-review

2020

Economic Growth and the Debt Tax Shield

Fischer, M. & Jensen, B. A., 2020.

Research output: Contribution to conferencePosterResearchpeer-review