Mogens Steffensen

Mogens Steffensen

Head of Department


  1. 2021
  2. 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 journalJournal articleResearchpeer-review

  3. 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. 263-270

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. 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 journalJournal articleResearchpeer-review

  5. 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 journalJournal articleResearchpeer-review

ID: 3767