Mogens Steffensen
Head of Department
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-2753-5374
1 - 4 out of 4Page size: 25
- 2021
- Published
How sub-optimal are age-based life-cycle investment products?
Khemka, G., Steffensen, Mogens & Warren, G. J., Jan 2021, In: International Review of Financial Analysis. 73, 15 p., 101619.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
A note on P- vs. Q-expected loss portfolio constraints
Gu, J. W., Steffensen, Mogens & Zheng, H., 2021, In: Quantitative Finance. 21, 2, p. 263-270Research output: Contribution to journal › Journal article › Research › peer-review
- Published
An intrinsic value approach to valuation with forward–backward loops in dividend paying stocks
Nyegaard, A. K., Ott, J. R. & Steffensen, Mogens, 2021, In: Mathematics. 9, 13, 23 p., 1520.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
On retirement time decision making
Chen, A., Hentschel, F. & Steffensen, Mogens, 2021, In: Insurance: Mathematics and Economics. 100, p. 107-129 23 p.Research output: Contribution to journal › Journal article › Research › peer-review
ID: 3767
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Portfolio Optimization and Mortgage Choice
Research output: Contribution to journal › Journal article › Research › peer-review
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213
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Matrix representations of life insurance payments
Research output: Contribution to journal › Journal article › Research › peer-review
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207
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Personal non-life insurance decisions and the welfare loss from flat deductibles
Research output: Contribution to journal › Journal article › Research › peer-review
Published