Rolf Poulsen

According to our database, Rolf Poulsen authored at least 6 papers between 2000 and 2015.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2015

Dynamic portfolio optimization with transaction costs and state-dependent drift.

Jan Palczewski, Rolf Poulsen, Klaus Reiner Schenk-Hoppé, Huamao Wang

Eur. J. Oper. Res., 2015

2014

Can home-owners benefit from stochastic programming models? A study of mortgage choice in Denmark.

Kourosh Marjani Rasmussen, Claus A. Madsen, Rolf Poulsen

Comput. Manag. Sci., 2014

2013

Financial planning for young households.

Anne Marie B. Pedersen, Alex Weissensteiner, Rolf Poulsen

Ann. Oper. Res., 2013

2008

Financial Giffen goods: Examples and counterexamples.

Rolf Poulsen, Kourosh Marjani Rasmussen

Eur. J. Oper. Res., 2008

2001

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

Bent Jesper Christensen, Rolf Poulsen

Monte Carlo Methods Appl., 2001

2000

A simple regime switching term structure model.

Asbjørn T. Hansen, Rolf Poulsen

Finance Stochastics, 2000