Carsten Sørensen

Copenhagen Business School - Frederiksberg / Denmark

Economics & Econometrics / Accounting & Finance

AD Scientific Index ID: 1464654

Handelshøjskolen i København

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Carsten Sørensen's MOST POPULAR ARTICLES

1-) Modeling seasonality in agricultural commodity futuresC SørensenJournal of Futures Markets: Futures, Options, and Other Derivative Products …, 20023042002

2-) Dynamic asset allocation with stochastic income and interest ratesC Munk, C SørensenJournal of Financial economics 96 (3), 433-462, 20102142010

3-) Dynamic asset allocation and fixed income managementC SørensenJournal of financial and quantitative analysis 34 (4), 513-531, 19992141999

4-) Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty: are popular recommendations consistent with rational behavior?C Munk, C Sørensen, TN VintherInternational Review of Economics & Finance 13 (2), 141-166, 20041852004

5-) Optimal consumption and investment strategies with stochastic interest ratesC Munk, C SørensenJournal of Banking & Finance 28 (8), 1987-2013, 20041762004

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