Department of Finance

Claus Munk; Carsten Sørensen / Dynamic Asset Allocation with Stochastic Income and Interest Rates
In: Journal of Financial Economics, Vol. 96, No. 3, 2010, p. 433-462

Claus Munk; Carsten Sørensen / Optimal Consumption and Investment Strategies in Dynamic Stochastic Economies
In: Stochastic Economic Dynamics. ed. /Bjarne S. Jensen; Tapio Palokangas. Frederiksberg : Copenhagen Business School Press 2007, p. 271-316

Michael Møller; Carsten Sørensen; Jens Perch Nielsen / Er opsparing simplere end din investeringsrådgiver tror - eller mere indviklet end lærebogen tilsiger?
In: Finans - Invest, No. 8, 2006, p. 4-8, 20

Claus Munk; Carsten Sørensen / Dynamic Asset Allocation with Stochastic Income and Interest Rates
Paper presented at 33rd Annual Meeting of the European Finance Association (EFA 2006), 2005

Jesper Rangvid; Carsten Sørensen / International finansiering
In: Udviklingslinier i finansiering. ed. /Michael Christensen. 2005, p. 471-505

Claus Munk; Carsten Sørensen; Tina Nygaard / Dynamic Asset Allocation under Mean-reverting Returns, Stochastic Interest Rates, and Inflation Uncertainty : Are Popular Recommendations Consistens with Rational Behavior?.
In: International Review of Economics & Finance, Vol. 13, No. 2, 2004, p. 141-166

Carsten Sørensen; Anders Bjerre Trolle / Dynamic asset allocation and latent variables
København : Copenhagen Business School [wp] 2004, 55 p.

Claus Munk; Carsten Sørensen / Optimal Consumption and Investment Strategies with Stochastic Interest Rates
In: Journal of Banking & Finance, Vol. 28, No. 8, 2004, p. 1987-2013

Jan Bo Jakobsen; Carsten Sørensen / The Dynamics of Bond Yields and the Stock Index : With an Application to the UK Stock and Bond Market.
In: Applied Financial Economics, Vol. 13, No. 5, 5.2003, p. 387-399

Jesper Rangvid; Carsten Sørensen / Convergence in the ERM and Declining Numbers of Common Stochastic Trends
In: Journal of Emerging Market Finance, Vol. 1, No. 2, 2002, p. 184-213

Carsten Sørensen / Modeling Seasonality in Agricultural Commodity Futures
In: Journal of Futures Markets, Vol. 22, No. 5, 2002, p. 393-426

Claus Munk; Carsten Sørensen; Tina Nygaard Vinther / Portfolio Choice under Inflation : Are Popular Recommendations Consistent with Rational Behavior?.
Paper presented at European Financial Management Association 2002 Annual Meetings, 2002

Martin Christian Richter; Carsten Sørensen / Stochastic Volatility and Seasonality in Commodity Futures and Options : The Case of Soybeans.
In: EFA 2002 Berlin Meetings Presented Paper2002, p. 43

Martin Richter; Carsten Sørensen / Stochastic Volatility and Seasonality in Commodity Futures and Options : The Case of Soybeans.
Frederiksberg : Institut for Finansiering, Copenhagen Business School 2002, 45 p. (Working Papers / Department of Finance. Copenhagen Business School, No. 2002-4)

Jesper Rangvid; Carsten Sørensen / Determinants of the Implied Shadow Exchange Rates from a Target Zone
In: European Economic Review, Vol. 45, No. 9, 2001, p. 1665-1696

Bjarne Astrup Jensen; Carsten Sørensen / Paying for minimum interest rate guarantees : who should compensate who?.
In: European Financial Management, Vol. 7, No. 2, 2001, p. 29

Claus Munk; Carsten Sørensen; Tina Nygaard Vinther / Portfolio Choice under Inflation : Are Popular Recommendations Consistent with Rational Behavior?.
Frederiksberg : Institut for Finansiering, Copenhagen Business School 2001, 21 p. (Working Papers / Department of Finance. Copenhagen Business School, No. 2001-6)

Claus Munk; Carsten Sørensen / Skal investorer med lang investeringshorisont have større aktiehandel?
In: Finans - Invest, No. 7, 2001, p. 10-16

Jesper Rangvid; Carsten Sørensen / Convergence in the ERM and Declining Numbers of Common Stochastic Trends
Frederiksberg : Institut for Finansiering, Copenhagen Business School 2000, 24 p. (Working Papers / Department of Finance. Copenhagen Business School, No. 2000-8)

Bjarne Astrup Jensen; Carsten Sørensen / Hvorfor skal pensionsopsparere betale for generende rentegarantier?
In: Finans - Invest, No. 2, 2000, p. 18-23

Claus Munk; Carsten Sørensen / Optimal Consumption and Investment Strategies with Stochastic Interest Rates
Frederiksberg : Institut for Finansiering, Copenhagen Business School 2000, 40 p. (Working Papers / Department of Finance. Copenhagen Business School, No. 2000-9)

Bjarne Astrup Jensen; Carsten Sørensen / Paying for Minimum Interest Rate Guarantees : Who Should Compensate Who?.
In: FEN - European Financial Management Association, 2000 Athens Meeting, vol. 1, no. 82000

Bjarne Astrup Jensen; Carsten Sørensen / Paying for Minimum Interest Rate Guarantees : Who Should Compensate Who?.
Frederiksberg : Institut for Finansiering, Copenhagen Business School 2000, 29 p. (Working Papers / Department of Finance. Copenhagen Business School, No. 2000-1)

Carsten Sørensen / Seasonality in Agricultural Commodity Futures
In: Glasgow 2000 Symposium Proceedings2000 (Chicago Board of Trade Symposium Series)

Carsten Sørensen / Dynamic asset allocation and fixed income management
In: Journal of Financial and Quantitative Analysis, Vol. 34, No. 4, 1999, p. 513-531

Claus Munk; Carsten Sørensen / Optimal Investment Strategies with a Heath-Jarrow-Morton Term Structure of Interest Rates
Odense : Syddansk Universitet 1999, 20 p.

Carsten Sørensen / Seasonality in Agricultural Commodity Futures
Frederiksberg : Institut for Finansiering, Copenhagen Business School 1999, 37 p. (Working Papers / Department of Finance. Copenhagen Business School, No. 1999-14)

Carsten Sørensen / Stock Index Dynamics and Derivatives Pricing with Stochastic Interest Rates
In: Review of Derivatives Research, 1999, p. 261-285

Jesper Rangvid; Carsten Sørensen / Determinants of the Implied Shadow Exchange Rates from a Target Zone
Frederiksberg : Institut for Finansiering, Copenhagen Business School 1998, 45 p. (Working Papers / Department of Finance. Copenhagen Business School, No. 1998-15)