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Carsten Sørensen

Professor , Cand.scient.oecon, ph.d.
Carsten Sørensen

Institut for Finansiering

Solbjerg Plads 3, A5
2000 Frederiksberg
Tlf.: +45 3815 3605
Fax:+45 3815 3600
E-mail: cs.fi@cbs.dk



Link til denne hjemmeside: www.cbs.dk/staff/cs


Primære forskningsområder

  • Dynamisk asset allocation
  • Porteføljeteori
  • Afledte instrumenter
  • Rentestrukturteori
  • Reale optioner og afledte instrumenter på råvarer

Administrative funktioner

Medlem af MØK-studienævnet


Udvalgte publikationer

Dynamic Asset Allocation and Fixed Income Management, Journal of Financial and Quantitative Analysis, Vol. 34, No. 4, 1999, 513-531.
Determinants of the implied shadow exchange rates from a target zone (with Jesper Rangvid), European Economic Review, Vol. 45, No. 9, 2001, 1665-1696.
Modeling Seasonality in Agricultural Commodity Futures, Journal of Futures Markets, Vol. 22, No. 5, 2002, 393-426.
Optimal Consumption and Investment Strategies with Stochastic Interest Rates (with Claus Munk), Journal of Banking and Finance, Vol 28, No. 8, 2004, 1987-2013.
Dynamic asset allocation with stochastic income and interest rates (with Claus Munk), forthcoming in Journal of Financial Economics.


Sidst opdateret af Betina Thestrup 22.10.2009