Carsten Sørensen

Om

E-mail

cs.fi@cbs.dk

Telefon

Office: +4538153605

Mobile: +4525678026

Departments

Institut for Finansiering

Room: SOL/A5.04

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