Rolf Poulsen

Rolf Poulsen

Professor


  1. 2018
  2. Published

    Special FX

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

    Research output: Contribution to journalJournal articleCommunication

  3. Published

    This Is Not Sparta: A Joint Effort

    Poulsen, Rolf, 2018, In: Wilmott. 98, p. 36-37

    Research output: Contribution to journalComment/debateCommunication

  4. 2017
  5. 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

  6. Published

    American π: Piece of Cake?

    Poulsen, Rolf, 2017, In: Wilmott. 91, p. 12-13

    Research output: Contribution to journalComment/debateCommunication

  7. Published

    The Fed Isn’t Federal – And Other Odd Things in Finance

    Poulsen, Rolf, 2017, In: Wilmott. 88, p. 34-45

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments

    Nielsen, S. E., Jönsson, M. & Poulsen, Rolf, 2017, In: Quantitative Finance. 17, 4, p. 515–529

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. 2015
  10. Published

    Dynamic Portfolio Optimization with Transaction Costs and State-Dependent Drift

    Palczewski, J., Poulsen, Rolf, Schenk-Hoppe, K. R. & Wang, H., 2015, In: European Journal of Operational Research. 243, 3, p. 921–931

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. 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

  12. Published

    Where would the EUR/CHF exchange rate be without the SNB's minimum exchange rate policy?

    Hanke, M., Poulsen, Rolf & Weissensteiner, A., 2015, In: Journal of Futures Markets. 35, 12, p. 1103–1116,

    Research output: Contribution to journalJournal articleResearchpeer-review

  13. 2014
  14. Published

    Can Household Benefit from Stochastic Programming Models? An Empirical Study of Mortgage Refinancing in Demark

    Rasmussen, K. M., Madsen, C. A. & Poulsen, Rolf, 2014, In: Computational Management Science. 11, p. 5-23

    Research output: Contribution to journalJournal articleResearchpeer-review

ID: 5165