csfi
Department of Finance
- Danish Research Data for the Social Sciences (DRDS)
Carsten
厂酶谤别苍蝉别苍
Head of Department
,
Cand.Scient.Oecon, Ph.D.
Room:
SOL/A5.04
Tel:
+4538153605
E-mail:
cs.fi@cbs.dk
179914
Primary research areas
- Dynamic asset allocation
- Portfolio Theory
- Term structure of interest rates
- Derivatives
- Real options and commodity derivatives
听
Curriculum Vitae
Link to this homepage
www.cbs.dk/en/staff/csfi
Selected publications
- Munk, C., & 厂酶谤别苍蝉别苍, C. (2010). Dynamic asset allocation with stochastic income and interest rates. Journal of Financial Economics, 96, 433-462.
- Munk, C., & 厂酶谤别苍蝉别苍, C. (2004). Optimal Consumption and Investment Strategies with Stochastic Interest Rates. Journal of Banking and Finance, 28(8), 1987-2013.
- 厂酶谤别苍蝉别苍, C. (2002). Modeling Seasonality in Agricultural Commodity Futures, Journal of Futures Markets, 22(5), 393-426.
- Rangvid, J., & 厂酶谤别苍蝉别苍, C. (2001). Determinants of the implied shadow exchange rates from a target zone. European Economic Review, 45(9), 1665-1696.
- 厂酶谤别苍蝉别苍, C. (1999). Dynamic Asset Allocation and Fixed Income Management, Journal of Financial and Quantitative Analysis, 34(4), 513-531
Publications sorted by:
2010
Claus Munk; Carsten 厂酶谤别苍蝉别苍 /
In: Journal of Financial Economics, Vol. 96, No. 3, 2010, p. 433-462
In: Journal of Financial Economics, Vol. 96, No. 3, 2010, p. 433-462
Journal article > peer review
2007
Claus Munk; Carsten 厂酶谤别苍蝉别苍 /
In: Stochastic Economic Dynamics. ed. /Bjarne S. Jensen; Tapio Palokangas. Frederiksberg : Copenhagen Business School Press 2007, p. 271-316
In: Stochastic Economic Dynamics. ed. /Bjarne S. Jensen; Tapio Palokangas. Frederiksberg : Copenhagen Business School Press 2007, p. 271-316
Book chapter
2006
Michael M酶ller; Carsten 厂酶谤别苍蝉别苍; Jens Perch Nielsen /
In: Finans - Invest, No. 8, 2006, p. 4-8, 20
In: Finans - Invest, No. 8, 2006, p. 4-8, 20
Journal article > peer review
2005
Claus Munk; Carsten 厂酶谤别苍蝉别苍 /
Paper presented at 33rd Annual Meeting of the European Finance Association (EFA 2006), 2005
Paper presented at 33rd Annual Meeting of the European Finance Association (EFA 2006), 2005
Paper
Jesper Rangvid; Carsten 厂酶谤别苍蝉别苍 /
In: Udviklingslinier i finansiering. ed. /Michael Christensen. 2005, p. 471-505
In: Udviklingslinier i finansiering. ed. /Michael Christensen. 2005, p. 471-505
Book chapter
2004
Claus Munk; Carsten 厂酶谤别苍蝉别苍; Tina Nygaard / : Are Popular Recommendations Consistens with Rational Behavior?.
In: International Review of Economics & Finance, Vol. 13, No. 2, 2004, p. 141-166
In: International Review of Economics & Finance, Vol. 13, No. 2, 2004, p. 141-166
Journal article > peer review
Carsten 厂酶谤别苍蝉别苍; Anders Bjerre Trolle /
K酶benhavn : Copenhagen Business School [wp] 2004, 55 p.
K酶benhavn : Copenhagen Business School [wp] 2004, 55 p.
Working paper
Claus Munk; Carsten 厂酶谤别苍蝉别苍 /
In: Journal of Banking & Finance, Vol. 28, No. 8, 2004, p. 1987-2013
In: Journal of Banking & Finance, Vol. 28, No. 8, 2004, p. 1987-2013
Journal article > peer review
2003
Jan Bo Jakobsen; Carsten 厂酶谤别苍蝉别苍 / : With an Application to the UK Stock and Bond Market.
In: Applied Financial Economics, Vol. 13, No. 5, 5.2003, p. 387-399
In: Applied Financial Economics, Vol. 13, No. 5, 5.2003, p. 387-399
Journal article > peer review
2002
Jesper Rangvid; Carsten 厂酶谤别苍蝉别苍 /
In: Journal of Emerging Market Finance, Vol. 1, No. 2, 2002, p. 184-213
In: Journal of Emerging Market Finance, Vol. 1, No. 2, 2002, p. 184-213
Journal article > peer review
2002
Carsten 厂酶谤别苍蝉别苍 /
In: Journal of Futures Markets, Vol. 22, No. 5, 2002, p. 393-426
In: Journal of Futures Markets, Vol. 22, No. 5, 2002, p. 393-426
Journal article > peer review
Claus Munk; Carsten 厂酶谤别苍蝉别苍; Tina Nygaard Vinther / : Are Popular Recommendations Consistent with Rational Behavior?.
Paper presented at European Financial Management Association 2002 Annual Meetings, 2002
Paper presented at European Financial Management Association 2002 Annual Meetings, 2002
Paper
Martin Christian Richter; Carsten 厂酶谤别苍蝉别苍 / : The Case of Soybeans.
In: EFA 2002 Berlin Meetings Presented Paper2002, p. 43
In: EFA 2002 Berlin Meetings Presented Paper2002, p. 43
Article in proceedings
Martin Richter; Carsten 厂酶谤别苍蝉别苍 / : 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)
Frederiksberg : Institut for Finansiering, Copenhagen Business School 2002, 45 p. (Working Papers / Department of Finance. Copenhagen Business School, No. 2002-4)
Working paper
2001
Jesper Rangvid; Carsten 厂酶谤别苍蝉别苍 /
In: European Economic Review, Vol. 45, No. 9, 2001, p. 1665-1696
In: European Economic Review, Vol. 45, No. 9, 2001, p. 1665-1696
Journal article > peer review
Bjarne Astrup Jensen; Carsten 厂酶谤别苍蝉别苍 / : who should compensate who?.
In: European Financial Management, Vol. 7, No. 2, 2001, p. 29
In: European Financial Management, Vol. 7, No. 2, 2001, p. 29
Journal article > peer review
Claus Munk; Carsten 厂酶谤别苍蝉别苍; Tina Nygaard Vinther / : 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)
Frederiksberg : Institut for Finansiering, Copenhagen Business School 2001, 21 p. (Working Papers / Department of Finance. Copenhagen Business School, No. 2001-6)
Working paper
Claus Munk; Carsten 厂酶谤别苍蝉别苍 /
In: Finans - Invest, No. 7, 2001, p. 10-16
In: Finans - Invest, No. 7, 2001, p. 10-16
Journal article > peer review
2000
Jesper Rangvid; Carsten 厂酶谤别苍蝉别苍 /
Frederiksberg : Institut for Finansiering, Copenhagen Business School 2000, 24 p. (Working Papers / Department of Finance. Copenhagen Business School, No. 2000-8)
Frederiksberg : Institut for Finansiering, Copenhagen Business School 2000, 24 p. (Working Papers / Department of Finance. Copenhagen Business School, No. 2000-8)
Working paper
Bjarne Astrup Jensen; Carsten 厂酶谤别苍蝉别苍 /
In: Finans - Invest, No. 2, 2000, p. 18-23
In: Finans - Invest, No. 2, 2000, p. 18-23
Journal article > peer review
2000
Claus Munk; Carsten 厂酶谤别苍蝉别苍 /
Frederiksberg : Institut for Finansiering, Copenhagen Business School 2000, 40 p. (Working Papers / Department of Finance. Copenhagen Business School, No. 2000-9)
Frederiksberg : Institut for Finansiering, Copenhagen Business School 2000, 40 p. (Working Papers / Department of Finance. Copenhagen Business School, No. 2000-9)
Working paper
Bjarne Astrup Jensen; Carsten 厂酶谤别苍蝉别苍 / : Who Should Compensate Who?.
In: FEN - European Financial Management Association, 2000 Athens Meeting, vol. 1, no. 82000
In: FEN - European Financial Management Association, 2000 Athens Meeting, vol. 1, no. 82000
Article in proceedings
Bjarne Astrup Jensen; Carsten 厂酶谤别苍蝉别苍 / : 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)
Frederiksberg : Institut for Finansiering, Copenhagen Business School 2000, 29 p. (Working Papers / Department of Finance. Copenhagen Business School, No. 2000-1)
Working paper
Carsten 厂酶谤别苍蝉别苍 /
In: Glasgow 2000 Symposium Proceedings2000 (Chicago Board of Trade Symposium Series)
In: Glasgow 2000 Symposium Proceedings2000 (Chicago Board of Trade Symposium Series)
Article in proceedings
1999
Carsten 厂酶谤别苍蝉别苍 /
In: Journal of Financial and Quantitative Analysis, Vol. 34, No. 4, 1999, p. 513-531
In: Journal of Financial and Quantitative Analysis, Vol. 34, No. 4, 1999, p. 513-531
Journal article > peer review
Claus Munk; Carsten 厂酶谤别苍蝉别苍 /
Odense : Syddansk Universitet 1999, 20 p.
Odense : Syddansk Universitet 1999, 20 p.
Working paper
Carsten 厂酶谤别苍蝉别苍 /
Frederiksberg : Institut for Finansiering, Copenhagen Business School 1999, 37 p. (Working Papers / Department of Finance. Copenhagen Business School, No. 1999-14)
Frederiksberg : Institut for Finansiering, Copenhagen Business School 1999, 37 p. (Working Papers / Department of Finance. Copenhagen Business School, No. 1999-14)
Working paper
Carsten 厂酶谤别苍蝉别苍 /
In: Review of Derivatives Research, 1999, p. 261-285
In: Review of Derivatives Research, 1999, p. 261-285
Journal article > peer review
1998
Jesper Rangvid; Carsten 厂酶谤别苍蝉别苍 /
Frederiksberg : Institut for Finansiering, Copenhagen Business School 1998, 45 p. (Working Papers / Department of Finance. Copenhagen Business School, No. 1998-15)
Frederiksberg : Institut for Finansiering, Copenhagen Business School 1998, 45 p. (Working Papers / Department of Finance. Copenhagen Business School, No. 1998-15)
Working paper
More results... (total 29 results)
2022
Carsten 厂酶谤别苍蝉别苍; Niels Arne Dam /
In: Akademikerbladet, 14.2.2022
In: Akademikerbladet, 14.2.2022
Comment/debate
2015
Nyt center p氓 casino 168 skal sikre det danske pensionssystem
20/02/2015 // Cbs.dk (Copenhagen Business School)
New Pension Research Centre at Copenhagen Business School
26/01/2015 // Cbs.dk (Copenhagen Business School)
Nyt center skal forske i pensioner
10/01/2015 // Berlingske // Lars Erik Skovgaard
2014
EY bag HA Almens intro business case igen i 氓r
14/08/2014 // casino 168Observer.dk // Mads Dalgaard Madsen, J酶rn Albertus
2013
Novo sk忙rper fokus p氓 megaopk酶b
14/05/2013 // B酶rsen // Tom Frovst
2006
Navision-stiftere i ny nilliardinvestering
09/11/2006 // B酶rsen
Et kig i krystalkuglen
01/09/2006 // B酶rsen, temaavis
Academic Interests
Research Projects
Outside activities
- 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
- One-day course teacher at the Danish Society of Actuaries, 2019