Carsten Sørensen

Dynamic Asset Allocation and Fixed Income Management

Carsten Sørensen, Carsten Sørensen, 1999, Journal of Financial and Quantitative Analysis.

Dynamic asset allocation with stochastic income and interest rates.

Claus Munk, Claus Munk, Carsten Sørensen, 2010 .

Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty: Are popular recommendations consistent with rational behavior?

Claus Munk, Claus Munk, Carsten Sørensen, 2004 .

Modeling seasonality in agricultural commodity futures

Carsten Sørensen, Carsten Sørensen, 2002 .

Paying for Minimum Interest Rate Guarantees: Who Should Compensate Who?

B. A. Jensen, Bjarne Astrup Jensen, Carsten Sørensen, 2001 .