Bjarne Astrup Jensen

Copenhagen Business School - Department of Finance

Solbjerg Plads 3

Frederiksberg, DK-2000

Denmark

SCHOLARLY PAPERS

10

DOWNLOADS

1,842

SSRN CITATIONS

7

CROSSREF CITATIONS

3

Scholarly Papers (10)

1.

Makeham's Formula: Some Applications in Fixed Income Analysis

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 30 Posted: 16 Sep 2012
Bjarne Astrup Jensen
Copenhagen Business School - Department of Finance
Downloads 694 (71,328)

Abstract:

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Makeham's formula, duration, convexity, yield after tax, tax, accued capital gains

2.

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

Number of pages: 36 Posted: 03 Nov 2000
Bjarne Astrup Jensen and Carsten Sørensen
Copenhagen Business School - Department of Finance and Copenhagen Business School - Department of Finance
Downloads 219 (260,546)
Citation 5

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Minimum interest rate guarantee, asset allocation restrictions, utility loss

3.

Energy Options in an HJM Framework

Number of pages: 35 Posted: 06 Mar 2005
Bjarne Astrup Jensen and Thomas Lyse Hansen
Copenhagen Business School - Department of Finance and Copenhagen Business School - Department of Finance
Downloads 204 (278,312)

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eneregy option, flow-forward-contracts, stochastic duration

4.

Optimal Portfolio Choice with Wash Sale Constraints

Journal of Economic Dynamics and Control, Vol. 35, No. 11, pp. 1916-1937
Number of pages: 38 Posted: 23 Sep 2009 Last Revised: 12 Aug 2014
Bjarne Astrup Jensen and Marcel Fischer
Copenhagen Business School - Department of Finance and Copenhagen Business School
Downloads 186 (302,321)

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wash sale restrictions, asset allocation, portfolio choice, capital gains taxation

5.

Mandatory pension saving and homeownership

Number of pages: 39 Posted: 22 Sep 2022 Last Revised: 03 Jun 2024
Marcel Fischer, Bjarne Astrup Jensen and Marlene Koch
Copenhagen Business School, Copenhagen Business School - Department of Finance and Maastricht University - School of Business and Economics
Downloads 139 (386,432)

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retirement saving, homeownership, pension system design, loan-to-value ratio, housing market entry JEL Classification Codes: E21

6.

Taxation, Transfer Income and Stock Market Participation

Review of Finance, 19(2), 823-863
Number of pages: 34 Posted: 22 Feb 2012 Last Revised: 24 Apr 2015
Marcel Fischer and Bjarne Astrup Jensen
Copenhagen Business School and Copenhagen Business School - Department of Finance
Downloads 106 (473,868)
Citation 1

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redistributive taxation, portfolio choice, asset pricing, stock market participation

7.

The First Difference Property of the Present Value Operator

Number of pages: 33 Posted: 24 Jul 2015
Bjarne Astrup Jensen and Stephen Buser
Copenhagen Business School - Department of Finance and The Ohio State University Department of Finance
Downloads 87 (539,451)

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present value, first difference property, duration, convexity, cyclical cash flows

8.

Optimal Retirement Savings over the Life Cycle: A Deterministic Analysis in Closed Form

Number of pages: 42 Posted: 10 Mar 2023
Marcel Fischer, Bjarne Astrup Jensen and Marlene Koch
Copenhagen Business School, Copenhagen Business School - Department of Finance and Maastricht University - School of Business and Economics
Downloads 76 (584,553)

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retirement saving, tax-deferred investing, borrowing constraints, labor income

9.

The Debt Tax Shield in General Equilibrium

Journal of Banking and Finance, 100, 151-166
Number of pages: 60 Posted: 27 Jan 2019 Last Revised: 30 Jan 2019
Marcel Fischer and Bjarne Astrup Jensen
Copenhagen Business School and Copenhagen Business School - Department of Finance
Downloads 76 (584,553)

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debt tax shield, corporate leverage, general equilibrium, endowment economy, redistributive taxation

10.

A Note on a (Not so) Well-Known Annuity Formula

Number of pages: 11 Posted: 28 Jul 2023
Bjarne Astrup Jensen
Copenhagen Business School - Department of Finance
Downloads 55 (689,740)

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Annuity payments, annuity yields, APR, Taylor series approximation