Mogens Steffensen

Mogens Steffensen

Head of Department

ORCID: 0000-0003-2753-5374

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  1. Published

    An ABC of Portfolio Choice: Asset Allocation with Bankruptcy and Contagion

    Steffensen, Mogens & Kraft, H., 2006.

    Research output: Working paper › Research

  2. 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

  3. Published

    Around the Life Cycle: Deterministic Consumption-Investment Strategies

    Christiansen, M. C. & Steffensen, Mogens, 2018, In: North American Actuarial Journal. 22, 3, p. 491-507 17 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  4. Published

    Asset Allocation with Contagion and Explicit Bankruptcy Procedures

    Steffensen, Mogens & Kraft, H., 2009, In: Journal of Mathematical Economics. 45, 1-2, p. 147-167 21 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  5. Published

    Bankruptcy, Counterparty Risk, and Contagion

    Steffensen, Mogens & Kraft, H., 2007, In: Review of Finance. 11, p. 209-252 43 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  6. Published

    Bankruptcy, Counterparty Risk, and Contagion

    Steffensen, Mogens & Kraft, H., 2006.

    Research output: Working paper › Research

  7. Published

    CDOs in Chains

    Steffensen, Mogens, 2007, In: Wilmott. 29

    Research output: Contribution to journal › Journal article › Research

  8. Published

    Consumption-Portfolio Optimization with Recursive Utility in Incomplete Markets

    Kraft, H., Seifried, F. T. & Steffensen, Mogens, 2013, In: Finance and Stochastics. 17, p. 161-196

    Research output: Contribution to journal › Journal article › Research › peer-review

  9. Published

    Continuing Risks

    Constantinescu, C., Guillen, M. & Steffensen, Mogens, 2023, In: Risks. 11, 1, 2 p., 10.

    Research output: Contribution to journal › Editorial › Research › peer-review

  10. Published

    Deterministic mean-variance-optimal consumption and investment

    Christiansen, M. & Steffensen, Mogens, 2013, In: Stochastics: An International Journal of Probability and Stochastic Processes . 85, 4, p. 620-636

    Research output: Contribution to journal › Journal article › Research › peer-review

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