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Amortisationsplaner og kontantlånsrenter
Astrup Jensen, Bjarne - 1984
Persistent link: https://www.econbiz.de/10001841101
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Continuous-time asset pricing models : selected results
Astrup Jensen, Bjarne - 1983
Persistent link: https://www.econbiz.de/10001841120
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Et kritisk indlæg om Claus Vastrups disputats : "Penge, spekulation og beskæftigelse"
Astrup Jensen, Bjarne - 1983
Persistent link: https://www.econbiz.de/10001841129
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Penge, spekulation og beskæftigelse : en kommentar
Astrup Jensen, Bjarne; Vastrup, Claus - In: Nationaløkonomisk tidsskrift 123 (1985) 1, pp. 115-126
Persistent link: https://www.econbiz.de/10001841145
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Penge, spekulation og beskæftigelse : en kommentar
Astrup Jensen, Bjarne; Vastrup, Claus - In: Nationaløkonomisk tidsskrift 123 (1985) 1, pp. 115-126
Persistent link: https://www.econbiz.de/10009937854
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Option pricing bounds and the pricing of bond options
Astrup Jensen, Bjarne; Aase Nielsen, Jørgan - In: Journal of business finance & accounting : JBFA 23 (1996) 4, pp. 535-556
Persistent link: https://www.econbiz.de/10007000456
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Optimal portfolio choice with wash sale constraints
Astrup Jensen, Bjarne; Marekwica, Marcel - In: Journal of economic dynamics & control 35 (2011) 11, pp. 1916-1938
Persistent link: https://www.econbiz.de/10009331089
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On Volatility induced Stationarity for Stochastic Differential Equations
J.M. PAlbin, J.M.P; Astrup Jensen, Bjarne; Muszta, Anders; … - Copenhagen Business School - 2007
na
Persistent link: https://www.econbiz.de/10005419254
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Optimal portfolio choice with wash sale constraints
Astrup Jensen, Bjarne; Marekwica, Marcel - In: Journal of Economic Dynamics and Control 35 (2011) 11, pp. 1916-1937
We analytically solve the portfolio choice problem in the presence of wash sale constraints in a two-period model with one risky asset. Our results show that wash sale constraints can heavily affect portfolio choice of investors with unrealized losses. The trading behavior of such investors is...
Persistent link: https://www.econbiz.de/10010574007