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Jørgensen, Peter Løchte


 SSRN Author Rank: 4,629 by Downloads
 Professor of Finance
 

University of Aarhus - Business and Social Sciences


 Finance Research Group
 Fuglesangs Allé 4
 DK-8210 Aarhus, 8210
 Denmark
 +4587165117 (Phone)
 HOME PAGE: http://www.asb.dk/~plj
 email address

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. Jørgensen, Peter Løchte's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
5,245
Total
Citations
84
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Grosen, Anders
University of Aarhus - Department of Finance
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
Posted:
07 Apr 99
Last Revised:
03 Jan 13
801
(15,675)
38

2.   Incl. Electronic Paper
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
Hansen, Asbjorn T.
Dresdner Kleinwort Benson
Posted:
15 May 98
Last Revised:
12 Jan 13
720
(18,305)
12

3.   Incl. Electronic Paper
Guillén, Montserrat
University of Barcelona, Department of Econometrics, Riskcenter-IREA
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
Nielsen, Jens Perch
City University London - Cass Business School
Posted:
21 Feb 04
Last Revised:
02 Jan 13
607
(23,299)
5

4.   Incl. Electronic Paper
Hansen, Asbjorn T.
Dresdner Kleinwort Benson
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
Posted:
21 Aug 98
Last Revised:
21 Dec 12
487
(31,357)
 

5.   Incl. Electronic Paper
Grosen, Anders
University of Aarhus - Department of Finance
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
Posted:
27 Dec 00
Last Revised:
24 Feb 04
464
(33,462)
23

6.  
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
Nørholm, Henrik
University of Aarhus - Business and Social Sciences
Skovmand, David
University of Aarhus - Business and Social Sciences
Posted:
13 Jun 11
Last Revised:
19 Jul 12
444
(35,414)
1

7.   Incl. Electronic Paper
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
Posted:
21 Mar 06
Last Revised:
08 Nov 13
362
(45,461)
1

8.   Incl. Electronic Paper
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
Posted:
06 Dec 01
Last Revised:
03 Jan 13
327
(51,322)
1

9.   Incl. Electronic Paper
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
De Giovanni, Domenico
University of Aarhus - Business and Social Sciences
Posted:
01 Feb 09
Last Revised:
24 Nov 13
325
(51,695)
 

10.  
The Value and Incentives of Option-based Compensation in Danish Listed Companies | Show Abstract | Download |
Journal of Derivatives Accounting, Vol. 1, No. 1, pp. 91-109
Accepted Paper Series
Bechmann, Ken L.
Copenhagen Business School - Department of Finance
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
Posted:
06 May 03
164
(105,606)
1

11.  
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
Posted:
24 Mar 13
161
(107,430)
 

12.  
Bohnert, Alexander
Friedrich-Alexander-University of Erlangen-Nuremberg
Gatzert, Nadine
Friedrich-Alexander-University of Erlangen-Nuremberg
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
Posted:
26 Jul 12
Last Revised:
05 Jun 14
143
(119,139)
 

13.   Incl. Electronic Paper
Skovmand, David
University of Aarhus - Business and Social Sciences
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
Posted:
02 Mar 07
Last Revised:
06 Dec 12
129
(129,825)
2

14.  
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
Gatzert, Nadine
Friedrich-Alexander-University of Erlangen-Nuremberg
Posted:
27 Oct 12
Last Revised:
19 Dec 13
111
(145,614)
 

15.  
American Bond Option Pricing in One-Factor Dynamic Term Structure Models | Show Abstract |
Review of Derivatives Research, Vol. 1, No. 3, 1996
Accepted Paper Series
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
Posted:
20 Dec 12
 

16.  
Numeraire Invariance, Change of Measure, and Pricing by Arbitrage in Continuous Time Financial Models | Show Abstract |
Advances in Futures and Options Research, Vol. 10, No. 1, 1999
Accepted Paper Series
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
Raaballe, Johannes
University of Aarhus - Department of Management
Posted:
19 Dec 12
 

17.  
A Finite Difference Approach to the Valuation of Path-Dependent Life Insurance Liabilities | Show Abstract |
Geneva Papers on Risk and Insurance Theory, Vol. 26, No. 1, 57-84, 2001
Accepted Paper Series
Jensen, Bjarke
University of Aarhus
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
Grosen, Anders
University of Aarhus - Department of Finance
Posted:
15 Dec 12
 

18.  
Life Insurance Contracts with Embedded Options: Valuation, Risk Management, and Regulation | Show Abstract |
Journal of Risk Finance, Vol. 3, No. 1, 19-30, Fall 2001
Accepted Paper Series
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
Posted:
15 Dec 12
 

19.  
The Bonus-Crediting Mechanism of Danish Pension and Life Insurance Companies: An Empirical Analysis | Show Abstract |
Journal of Pension Economics and Finance, Vol. 1, No. 3, pp. 249-268, 2002
Accepted Paper Series
Grosen, Anders
University of Aarhus - Department of Finance
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
Posted:
13 Dec 12
 

20.  
On Accounting Standards and Fair Valuation of Life Insurance and Pension Liabilities | Show Abstract |
Scandinavian Actuarial Journal, Vol. 104, No. 5, pp. 372-394, 2004
Accepted Paper Series
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
Posted:
12 Dec 12
 

21.  
Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs | Show Abstract |
European Journal of Finance, Vol. 13, No. 7, 595-619, 2007
Accepted Paper Series
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
Posted:
09 Dec 12
 

22.  
Hedging Life and Pension Company Balance Sheets with Hybrid Derivatives - A Case Study of the Traffic Light Option | Show Abstract |
Journal of Insurance and Risk Management, Vol. IV, No. 3, pp. 49-59, 2009
Accepted Paper Series
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
Posted:
05 Dec 12
 

23.  
Optimal Investment in Structured Bonds | Show Abstract |
Journal of Derivatives, Vol. 19, No. 4, 2012
Accepted Paper Series
Jessen, Pernille
National Bank of Denmark - Financial Markets Department
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
Posted:
30 Nov 12
 

24.  
A Comparison of Three Different Pension Savings Products with Special Emphasis on the Payout Phase | Show Abstract |
Annals of Actuarial Science, Vol. 6, Issue 1, pp. 137-152, March 2012
Accepted Paper Series
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
Linnemann, Per
Independent
Posted:
30 Nov 12
 

25.  
Valuation of Early Exercisable Interest Rate Guarantees | Show Abstract |
Journal of Risk and Insurance, Vol. 64 No. 3, 1997.
Accepted Paper Series
Grosen, Anders
University of Aarhus - Department of Finance
Jørgensen, Peter Løchte
University of Aarhus - Business and Social Sciences
Posted:
12 Feb 98
 


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