Department of Finance

csfi

Department of Finance

Carsten
Sørensen
Institutleder
,
Cand.Scient.Oecon, Ph.d.


Kontor: SOL/A5.04
Tel:
+4538153605
E-mail: cs.fi@cbs.dk
Primære forskningsområder
  • Dynamisk asset allocation
  • Porteføljeteori
  • Rentestruktur
  • Afledte instrumenter
  • Reale optioner og afledte instrumenter på råvarer
     
Curriculum Vitae
Download langt CV som PDF
Link til denne hjemmeside
www.cbs.dk/staff/csfi
Udvalgte publikationer
  • Munk, C., & Sørensen, C. (2010). Dynamic asset allocation with stochastic income and interest rates. Journal of Financial Economics, 96, 433-462.
  • Munk, C., & Sørensen, C. (2004). Optimal Consumption and Investment Strategies with Stochastic Interest Rates. Journal of Banking and Finance, 28(8), 1987-2013.
  • Sørensen, C. (2002). Modeling Seasonality in Agricultural Commodity Futures, Journal of Futures Markets, 22(5), 393-426.
  • Rangvid, J., & Sørensen, C. (2001). Determinants of the implied shadow exchange rates from a target zone. European Economic Review, 45(9), 1665-1696.
  • Sørensen, C. (1999). Dynamic Asset Allocation and Fixed Income Management, Journal of Financial and Quantitative Analysis, 34(4), 513-531.
Publikationer sorteret efter:
2010
Claus Munk; Carsten Sørensen / Dynamic Asset Allocation with Stochastic Income and Interest Rates
I: Journal of Financial Economics, Vol. 96, Nr. 3, 2010, s. 433-462
Tidsskriftartikel > peer review
2007
Claus Munk; Carsten Sørensen / Optimal Consumption and Investment Strategies in Dynamic Stochastic Economies
I: Stochastic Economic Dynamics. red. /Bjarne S. Jensen; Tapio Palokangas. Frederiksberg : Copenhagen Business School Press 2007, s. 271-316
Bidrag til bog/antologi
2006
Michael Møller; Carsten Sørensen; Jens Perch Nielsen / Er opsparing simplere end din investeringsrådgiver tror - eller mere indviklet end lærebogen tilsiger?
I: Finans - Invest, Nr. 8, 2006, s. 4-8, 20
Tidsskriftartikel > peer review
2005
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
Paper
Jesper Rangvid; Carsten Sørensen / International finansiering
I: Udviklingslinier i finansiering. red. /Michael Christensen. 2005, s. 471-505
Bidrag til bog/antologi
2004
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?.
I: International Review of Economics & Finance, Vol. 13, Nr. 2, 2004, s. 141-166
Tidsskriftartikel > peer review
Carsten Sørensen; Anders Bjerre Trolle / Dynamic asset allocation and latent variables
København : Copenhagen Business School [wp] 2004, 55 s.
Working paper
Claus Munk; Carsten Sørensen / Optimal Consumption and Investment Strategies with Stochastic Interest Rates
I: Journal of Banking & Finance, Vol. 28, Nr. 8, 2004, s. 1987-2013
Tidsskriftartikel > peer review
2003
Jan Bo Jakobsen; Carsten Sørensen / The Dynamics of Bond Yields and the Stock Index : With an Application to the UK Stock and Bond Market.
I: Applied Financial Economics, Vol. 13, Nr. 5, 5.2003, s. 387-399
Tidsskriftartikel > peer review
2002
Jesper Rangvid; Carsten Sørensen / Convergence in the ERM and Declining Numbers of Common Stochastic Trends
I: Journal of Emerging Market Finance, Vol. 1, Nr. 2, 2002, s. 184-213
Tidsskriftartikel > peer review
Flere resultater ...(i alt 29 )
Forskningsprojekter
Bibeskæftigelse
  • Member of the academic committee under the Danish FSA for the approval of learning objectives for the certification of financial advisors, 2011 - present
  • Director for Danish Finance Institute, April 2019-present