Rolf Poulsen

Rolf Poulsen

Professor


  1. Published

    Financial Giffen Goods: Examples and Counterexamples

    Rasmussen, K. M. & Poulsen, Rolf, 2008, In: European Journal of Operational Research. 191, 2, p. 571-575 5 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  2. Published

    Financial planning for young households

    Pedersen, A. M. B., Weissensteiner, A. & Poulsen, Rolf, 2013, In: Annals of Operations Research. 205, 1, p. 55-76 22 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Four Things You Might not Know About the Black-Scholes Formula

    Poulsen, Rolf, 2007, In: Journal of Derivatives. 15, 2, p. 77-82

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Fundamental Views

    Poulsen, Rolf, 2018, In: Wilmott. 97, p. 44-45

    Research output: Contribution to journalComment/debateCommunication

  5. Published

    How does the volatility of volatility depend on volatility?

    Rømer, Sigurd Emil & Poulsen, Rolf, 2020, In: Risks. 8, 2, p. 1-18 59.

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    How to Miss a Free Lunch

    Poulsen, Rolf, 2022, In: Wilmott. 119, p. 16-18

    Research output: Contribution to journalComment/debateCommunication

  7. Published

    IV Leaks

    Poulsen, Rolf, 2018, In: Wilmott. 96, p. 42-45

    Research output: Contribution to journalComment/debateCommunication

  8. Published

    Kelly Gone Bad

    Poulsen, Rolf, 2019, In: Wilmott. 99, p. 14-15

    Research output: Contribution to journalComment/debateCommunication

  9. Published

    Lecture Notes for Finance 1 (and More).

    Lando, D., Nielsen, S. E. & Poulsen, Rolf, 2015, University of Copenhagen. 176 p.

    Research output: Book/ReportCompendium/lecture notesEducation

  10. Published

    MagicaL

    Poulsen, Rolf, Nov 2020, In: Wilmott. 110, p. 30-32

    Research output: Contribution to journalComment/debateCommunication

  11. Published

    Monte Carlo Improvement of Estimates of the Mean Reverting Constant Elasticity of Variance Interest Rate Diffusion

    Poulsen, Rolf & Christensen, B. J., 2001, In: Monte Carlo Methods and Applications. 7, 1-2, p. 111-123

    Research output: Contribution to journalJournal articleResearchpeer-review

  12. Published

    Non-normality restored

    Poulsen, Rolf, 2019, In: Wilmott. 101, p. 16-17 2 p.

    Research output: Contribution to journalComment/debateCommunication

  13. Published

    Non-numerical Recipes

    Poulsen, Rolf, May 2021, In: Wilmott. 113, p. 16-17

    Research output: Contribution to journalComment/debateCommunication

  14. Published

    Numeraire Dependence in Risk-Neutral Probabilities of Event Outcomes

    Hanke, M., Poulsen, Rolf & Weissensteiner, A., 2019, In: Journal of Derivatives. 26, 4, p. 128-143

    Research output: Contribution to journalJournal articleResearchpeer-review

  15. Published

    Option Pricing With Excel

    Honore, P. & Poulsen, Rolf, 2002, Programming languages and systems in computational economics and Finance. Boston: Kluwer Law International, Vol. 18. p. 369-402

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  16. Published

    Peter Carr in Memoriam

    Poulsen, Rolf, 2022, In: Wilmott. 120, p. 14-15

    Research output: Contribution to journalComment/debateCommunication

  17. Published

    Planning Your Own Debt

    Poulsen, Rolf & Nielsen, S., 2002, In: European Financial Management. 8, 2, p. 193-210

    Research output: Contribution to journalJournal articleResearchpeer-review

  18. Published

    Poly Parrot

    Poulsen, Rolf, Mar 2021, In: Wilmott. 112, p. 16-18

    Research output: Contribution to journalComment/debateCommunication

  19. Published

    Rank Competence

    Poulsen, Rolf, 2022, In: Wilmott. 118, p. 22.23

    Research output: Contribution to journalComment/debateCommunication

  20. Published

    Realkreditrådgivning: et studie af danskernes valg af realkreditlån og konverteringspraksis

    Rasmussen, K. M., Madsen, C. & Poulsen, Rolf, 2011, København: Boligøkonomisk Videncenter. 228 p.

    Research output: Book/ReportReportResearch

  21. Published

    Risikospredning med tolagsbelåning

    Rasmussen, Kourosh Marjani, Poulsen, Rolf & Kyhl, S., 2012, In: Finans/Invest. 8, p. 15-17 3 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  22. Published

    Risk Minimization in Stochastic Volatility Models: Model Risk and Empirical Performance

    Poulsen, Rolf, Schenk-Hoppe, K. R. & Ewald, C., 2009, In: Quantitative Finance. 9, 6, p. 693-704

    Research output: Contribution to journalJournal articleResearchpeer-review

  23. Published

    Risk-minimisation in electricity markets: Fixed price, unknown consumption

    Tegner, M., Ernstsen, R. R., Skajaa, A. & Poulsen, Rolf, Oct 2017, In: Energy Economics. 68, p. 423-439

    Research output: Contribution to journalJournal articleResearchpeer-review

  24. Published

    Should He Stay or Should He Go? Estimating the Effect of Sacking the Manager in Soccer

    Poulsen, Rolf, 2000, In: Chance. 13, 2, p. 29-32

    Research output: Contribution to journalJournal articleResearch

  25. Published

    Special FX

    Poulsen, Rolf, 2018, In: Wilmott. 95, p. 40-41

    Research output: Contribution to journalJournal articleCommunication

ID: 5165