Kristian R. Miltersen

Copenhagen Business School

Solbjerg Plads 3

Frederiksberg C, DK - 2000

Denmark

SCHOLARLY PAPERS

10

DOWNLOADS
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1,953

SSRN CITATIONS
Rank 22,983

SSRN RANKINGS

Top 22,983

in Total Papers Citations

12

CROSSREF CITATIONS

31

Scholarly Papers (10)

1.

Dynamic Capital Structure with Callable Debt and Debt Renegotiations

Number of pages: 40 Posted: 24 Jul 2002
Copenhagen Business School - Department of Finance, Copenhagen Business School, University of Southern Denmark and Copenhagen Business School
Downloads 772 (41,410)
Citation 23

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2.
Downloads 332 (116,480)
Citation 10

R&D Investments with Competitive Interactions

Number of pages: 51 Posted: 20 Jul 2003
Kristian R. Miltersen, Eduardo S. Schwartz and Eduardo S. Schwartz
Copenhagen Business School and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 298 (130,098)
Citation 7

Abstract:

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R&D Investments with Competitive Interactions

Number of pages: 48 Posted: 14 Jul 2010 Last Revised: 14 Jul 2021
Kristian R. Miltersen, Eduardo S. Schwartz and Eduardo S. Schwartz
Copenhagen Business School and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 34 (573,776)
Citation 2

Abstract:

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3.

International Comparison of Interest Rate Guarantees in Life Insurance Contracts

Number of pages: 34 Posted: 14 Dec 2007
J David Cummins, Kristian R. Miltersen and Svein-Arne Persson
Temple University - Risk Management & Insurance & Actuarial Science, Copenhagen Business School and Norwegian School of Economics (NHH)
Downloads 313 (124,078)
Citation 4

Abstract:

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life insurance, interest rate guarantees, universal life, bonus account, Sharpe ratios

4.

New No-Arbitrage Conditions and the Term Structure of Interest Rate Futures

Annals of Finance, 2006
Number of pages: 21 Posted: 17 May 2006
Kristian R. Miltersen, J. Aase Nielsen and Klaus Sandmann
Copenhagen Business School, Aarhus University - Department of Theoretical Statistics and Operations Research and University of Bonn - The Bonn Graduate School of Economics
Downloads 236 (165,480)

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No-arbitrage restrictions, term structure of interest rates, interest rate futures, change of measure

5.

Interaction between Dynamic Financing and Investments: The Role of Priority Rules

Number of pages: 40 Posted: 10 Mar 2016
Engelbert J. Dockner, Joril Maeland and Kristian R. Miltersen
WU Vienna University of Economics and Business (deceased), NHH Norwegian School of Economics - Department of Finance and Copenhagen Business School
Downloads 83 (374,504)

Abstract:

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Dynamic capital structure, taxes and optimal debt structure, structural model, credit risk, priority rule, investment and financing decisions

6.

Personal Taxes and Corporate Cash Holdings

Number of pages: 56 Posted: 25 Mar 2020 Last Revised: 22 Oct 2021
Jens Dick-Nielsen, Kristian R. Miltersen and Ramona Westermann
Copenhagen Business School - Department of Finance, Copenhagen Business School and Copenhagen Business School
Downloads 77 (391,235)

Abstract:

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Dividend Tax; Capital Gains Tax; Cash holdings; Agency Costs; Tax Savings Motive

7.

Second Mortgages: Valuation and Implications for the Performance of Structured Financial Products

Number of pages: 41 Posted: 28 Aug 2016
Andra C. Ghent, Kristian R. Miltersen and Walter N. Torous
University of Utah - David Eccles School of Business, Copenhagen Business School and Massachusetts Institute of Technology
Downloads 76 (394,128)

Abstract:

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Mortgage-Backed Securities (MBS), Mortgage Valuation, Credit Ratings.

8.

Real Options with Uncertain Maturity and Competition

Number of pages: 51 Posted: 23 Mar 2007 Last Revised: 01 Jul 2021
Kristian R. Miltersen, Eduardo S. Schwartz and Eduardo S. Schwartz
Copenhagen Business School and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 64 (432,282)

Abstract:

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9.

Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model

Posted: 11 Sep 2001
Peter O. Christensen, Svend Erik Graversen and Kristian R. Miltersen
Copenhagen Business School - Department of Finance, University of Aarhus - Department of Mathematical Sciences and Copenhagen Business School

Abstract:

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Consumption-based capital asset pricing model, CCAPM, dynamic trading

Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates

Posted: 18 Aug 1999
Kristian R. Miltersen, Klaus Sandmann and Dieter Sondermann
Copenhagen Business School, University of Bonn - The Bonn Graduate School of Economics and University of Bonn - Institute of Statistics

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Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates

The Journal of Finance, Vol. 52, pp. 409-430, 1997
Posted: 17 May 2006
Kristian R. Miltersen, Klaus Sandmann and Dieter Sondermann
Copenhagen Business School, University of Bonn - The Bonn Graduate School of Economics and University of Bonn - Institute of Statistics

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LIBOR Market, Black Formular