Publications
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Stenbo Nielsen, Mads | Essays on Correlation Modelling | 2011 |
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Tang Andersen, Allan Sall | Essays on the Modeling of Risks in Interest-rate and Inflation Markets | 2011 |
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Dick-Nielsen, Jens | Three Essays on Corporate Bond Market Liquidity | 2010 |
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Forssbæck, Jens | Essays on market discipline in commercial and central banking | 2009 |
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Bajlum, Claus | Essays on Credit Risk and Credit Derivatives | 2008 |
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Lunde, Jens | The housing price downturn and its effects – a discussion | 2008 |
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Bajlum, Claus | Capital structure arbitrage | 2007 |
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Bajlum, Claus | Accounting transparency and the term structure of credit default swap spreads | 2007 |
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Lunde, Jens | Distributions of owner-occupiers’ housing wealth, debt and interest expenditure ratios as financial soundness indicators | 2007 |
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Bechmann, Ken L. | Disclosed Values of Option-Based Compensation - Incompetence, Deliberate Underreporting or the Use of Expected Time to Maturity? | 2007 |
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J.M.P., Albin | On Volatility Induced Stationarity for Stochastic Differential Equations | 2006 |
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Løchte Jørgensen, Peter | Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs | 2006 |
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Lunde, Jens | The owner-occupiers’ capital structure during a house price boom | 2005 |
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Bechmann, Ken L. | Rating mutual funds | 2005 |
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Østrup, Finn | The Choice of Monetary Regime | 2005 |
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Khoury, Sarkis Joseph | Outsourcing central banking | 2005 |
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Bechmann, Ken L. | Taxable Cash Dividends | 2005 |
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Østrup, Finn | Fiscal Policy and Welfare under Different Exchange Rate Regimes | 2005 |
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Armerin, Frederik | Term Structure Models with Parallel and Proportional Shifts | 2005 |
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Lyse Hansen, Thomas | Energy Options in an HJM Framework | 2004 |
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Lando, David | On the Pricing of Step-Up Bonds in the European Telecom Sector | 2004 |
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Bechmann, Ken L. | The Differences Between Stock Splits and Stock Dividends | 2004 |
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Astrup Jensen, Bjarne | On a class of adjustable rate mortgage loans subject to a strict balance principle | 2004 |
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Raahauge, Peter | Upper Bounds on Numerical Approximation Errors | 2004 |
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Raahauge, Peter | Higher-Order Finite Element Solutions of Option Prices | 2004 |
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Lunde, Jens | Lack of balance in after-tax returns - lack of tenure neutrality. The Danish case. | 2004 |
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Sørensen, Carsten | Dynamic asset allocation and latent variables | 2004 |
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Holst, Anders | Modelling Callable Annuity Bonds with Interest-Only Optionality | 2004 |
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Christensen, Bent Jesper | Latent Utility Shocks in a Structural Empirical Asset Pricing Model | 2004 |
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Mallin, Chris | The Financial Sector and Corporate Governance | 2004 |
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Lando, Henrik | On the Enforcement of Specific Performance in Civil Law Countries | 2003 |
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Florentsen, Bjarne | Reimbursement of VAT on written-off Receivables | 2003 |
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Bechmann, Ken | Short sales, price pressure, and the stock price response to convertible bond calls | 2003 |
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Bechmann, Ken L. | The Value and Incentives of Option-based Compensation in Danish Listed Companies | 2003 |
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Raahauge, Peter | Empirical Rationality in the Stock Market | 2003 |
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Christensen, Jens | Confidence sets for continuous-time rating | 2002 |
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Rose, Caspar | Aktiemarkedets reaktion på indførelsen af incitamentsprogrammer | 2002 |
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Thomsen, Steen | Foundation ownership and financial performance | 2002 |
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Rangvid, Jesper | Output and expected returns | 2002 |
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Bechmann, Ken L. | Optionsaflønning i danske børsnoterede selskaber | 2002 |
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Richter, Martin | Stochastic volatility and seasonality in commodity futures and options | 2002 |
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Rose, Caspar | Impact of takeover defenses on managerial incentives | 2002 |
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Bechmann, Ken L. | Price and volume effects associated with changes in the danish blue-chip index | 2002 |
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Astrup Jensen, Bjarne | On valuation before and after tax in no arbitrage models | 2002 |
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Bhatti, Jonas Aziz | Pensionsafkastbeskatning og optimal porteføljesammensætning | 2002 |
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Møller, Michael | Legal pre-emption rights as call-options, redistribution and efficiency loss | 2001 |
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Astrup Jensen, Bjarne | Mean variance efficient portfolios by linear programming | 2001 |
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Rose, Caspar | Impact of investor meetings | 2001 |
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Bechmann, Ken L. | Evidence on the limits of arbitrage | 2001 |
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Munk, Claus | Portfolio choice under inflation | 2001 |
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Rose, Caspar | Corporate financial performance and the use of takeover defenses | 2001 |
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Gangopadhyay, Shubhashis | The impact of bankruptcy rules on risky project choice and skill formation under credit rationing | 2001 |
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Raahauge, Peter | Empirical rationality in the stock market | 2001 |
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Jakobsen, Jan | Decomposing and testing long-run returns | 2000 |
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Jakobsen, Jan | Post-acquisition performance in the short and long-run | 2000 |
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Voetmann, Torben | Change in the bid-ask components around earning announcements | 2000 |
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Jakobsen, Jan | Volatility-adjusted performance | 2000 |
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Astrup Jensen, Bjarne | Paying for minimum interest rate guarantees | 2000 |
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Munk, Claus | Optimal Consumption and Investment Strategies with Stochastic Interest Rates | 2000 |
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Rangvid, Jesper | Convergence in the ERM and declining numbers of common stochastic trends | 2000 |
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Møller, Michael | Den nye pensionsafkastbeskatningslov | 2000 |
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Rose, Caspar | On specific performance in civil law and enforcement costs | 2000 |
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Bechmann, Ken L. | A regulation of bids for dual class shares | 2000 |
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Lando, Henrik | The Optimal Standard of Proof in Criminal Law When Both Fairness and Deterrence Matter | 2000 |
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Astrup Jensen, Bjarne | On Makeham´s formula and fixed income mathematics | 1999 |
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Neumann, Robert | CEO turnovers and corporate governance | 1999 |
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Neumann, Robert | Does ownership matter? | 1999 |
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Florentsen, Bjarne | Momsafløftning og kreditforvridning | 1999 |
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Sørensen, Carsten | Seasonality in agricultural commodity futures | 1999 |
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Rangvid, Jesper | Determinants of the implied shadow exchange rates from a target zone | 1998 |
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Foss, Nicolai Juul | The theory of the firm | 1998 |
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Lando, Henrik | On the use of economic theory in the design of accident law | 1998 |
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Bechmann, Ken L. | Anvendelsen af optionsaflønning i danske børsnoterede selskaber i perioden 1995-2006 | 2007 |
FI News
Reception
Reception for Niels Christian Nielsen
Inaugural lecture: Professor Lasse Heje Pedersen
Lasse Heje Pedersens inaugural lecture takes place on 13th October
Assistant professor from The Department of Finance receives Education Prize
Assistant professor Mads Stenbo Nielsen received the CBS Education Prize 2011 at a ceremony on April 14.
The prize is awarded to permanent staff at CBS for extraordinary contributions to teaching through courses which are innovative in their organizational approach, organization and realization.
