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Poulsen, Rolf


 SSRN Author Rank: 6,813 by Downloads
 Associate Professor
 

University of Copenhagen - Department of Statistics and Operations Research


 Universitetsparken 5
 DK-2100
 Denmark
 +45 (353) 20685 (Phone)
 email address

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. Poulsen, Rolf's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,720
Total
Citations
10
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Poulsen, Rolf
University of Copenhagen - Department of Statistics and Operations Research
Posted:
05 Jun 07
1,442
(6,085)
 

2.  
Risk Minimization in Stochastic Volatility Models: Model Risk and Empirical Performance | Show Abstract | Download |
FINRISK Working Paper No. 361, Swiss Finance Institute Research Paper No. 07-10
Working Paper Series
Poulsen, Rolf
University of Copenhagen - Department of Statistics and Operations Research
Schenk-Hoppé, Klaus Reiner
University of Leeds - Leeds University Business School
Ewald, Christian-Oliver
University of Glasgow
Posted:
23 Feb 07
Last Revised:
04 Dec 07
750
(17,066)
6

3.  
Nielsen, Jens Perch
City University London - Cass Business School
Mumford, Paul
Royal & SunAlliance
Poulsen, Rolf
University of Copenhagen - Department of Statistics and Operations Research
Posted:
18 Dec 05
645
(21,229)
2

4.  
Poulsen, Rolf
University of Copenhagen - Department of Statistics and Operations Research
Nielsen, Soren S.
Technical University of Denmark - Informatics and Mathematical Modeling
Posted:
05 May 01
267
(64,146)
 

5.  
Jessen, Cathrine
Copenhagen Business School - Department of Finance
Poulsen, Rolf
University of Copenhagen - Department of Statistics and Operations Research
Posted:
17 Feb 09
262
(65,512)
 

6.  
Hanke, Michael
University of Liechtenstein
Poulsen, Rolf
University of Copenhagen - Department of Statistics and Operations Research
Weissensteiner, Alex
Free University of Bolzano/Bozen
Posted:
17 Dec 13
Last Revised:
12 May 14
154
(110,658)
 

7.  
Poulsen, Rolf
University of Copenhagen - Department of Statistics and Operations Research
Rasmussen, Kourosh Marjani
Technical University of Denmark
Posted:
05 Jun 07
119
(136,931)
2

8.  
Dynamic Portfolio Optimization with Transaction Costs and State-Dependent Drift | Show Abstract | Download |
Norwegian School of Economics (NHH), Department of Finance Working Paper No. 2014-1
Working Paper Series
Palczewski, Jan
University of Leeds - School of Mathematics
Poulsen, Rolf
University of Copenhagen - Department of Statistics and Operations Research
Schenk-Hoppé, Klaus Reiner
University of Leeds - Leeds University Business School
Wang, Huamao
University of Kent - School of Mathematics, Statistics and Actuarial Science & Kent Centre for Finance
Posted:
31 Oct 13
Last Revised:
13 Jan 14
46
(238,292)
 

9.  
Planning Your Own Debt | Show Abstract | Download |
European Financial Management, Vol. 8, pp. 193-210, 2002
Accepted Paper Series
Nielsen, Soren S.
Technical University of Denmark - Informatics and Mathematical Modeling
Poulsen, Rolf
University of Copenhagen - Department of Statistics and Operations Research
Posted:
21 Jan 03
35
(264,150)
 

10.  
A Simple Regime Switching Term Structure Model | Show Abstract |
Finance and Stochastics, Vol. 4, Issue 4
Accepted Paper Series
Hansen, Asbjorn T.
Dresdner Kleinwort Benson
Poulsen, Rolf
University of Copenhagen - Department of Statistics and Operations Research
Posted:
29 Jan 01
 

11.  
Andreasen, Jesper
Danske Bank - Danske Markets
Jensen, Bjarke
University of Aarhus
Poulsen, Rolf
University of Copenhagen - Department of Statistics and Operations Research
Posted:
18 Dec 96
 


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