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Dynamic asset allocation and fixed income management
Sørensen, Carsten - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 4, pp. 513-531
Persistent link: https://www.econbiz.de/10001436383
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Optimal consumption and investment strategies with stochastic interest rates
Munk, Claus; Sørensen, Carsten - In: Journal of banking & finance 28 (2004) 8, pp. 1987-2013
Persistent link: https://www.econbiz.de/10002118373
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Dynamic asset allocation with stochastic income and interest rates
Munk, Claus; Sørensen, Carsten - In: Journal of financial economics 96 (2010) 3, pp. 433-462
Persistent link: https://www.econbiz.de/10003991270
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Dynamic asset allocation and latent variables
Sørensen, Carsten (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002481961
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Portfolio choice under inflation : are popular recommendations consistent with rational behaviour?
Munk, Claus (contributor); Sørensen, Carsten (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001617412
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Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty : Are popular recommendations consistent with rational behavior?
Munk, Claus; Sørensen, Carsten; Vinther, Tina Nygaard - In: International review of economics & finance : IREF 13 (2004) 2, pp. 141-166
Persistent link: https://www.econbiz.de/10002030574
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Optimal investment strategies with a Heath-Jarrow-Morton term structure of interest rates
Munk, Claus; Sørensen, Carsten - 1999
Persistent link: https://www.econbiz.de/10001455583
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Optimal consumption and investment strategies with stochastic interest rates
Munk, Claus; Sørensen, Carsten - 2000
Persistent link: https://www.econbiz.de/10001543919
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Dynamic asset allocation and fixed income management
Sørensen, Carsten - 1998
Persistent link: https://www.econbiz.de/10000988700