Research output per year
Research output per year
Personal profile
Primary fields of research
Finance: Theory and marketsCurrent research
- Interest rate, exchange rate and volatility modelling
- Optimal portfolio choice for pensions and mortgages
- Model risk
Keywords
- Faculty of Science
- finance
- derivatives
- options
- mortgage markets
- volatility
- investments
- portfolio choice
- betting markets
- exchange rates
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Dive into the research topics where Rolf Poulsen is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 6 Similar Profiles
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Collected Brexit Anecdotes
Poulsen, R., 2019, In: Wilmott. 102, p. 8-9 2 p.Research output: Contribution to journal › Comment/debate › Communication
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Cross-currency Betting Arbitrage
Poulsen, R., 2019, In: Wilmott. 100, p. 30-31Research output: Contribution to journal › Comment/debate › Communication
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Kelly Gone Bad
Poulsen, R., 2019, In: Wilmott.Research output: Contribution to journal › Comment/debate › Communication
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Non-normality restored
Poulsen, R., 2019, (Accepted/In press) In: Wilmott. 101, p. 30-31 2 p.Research output: Contribution to journal › Comment/debate › Communication
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Numeraire Dependence in Risk-Neutral Probabilities of Event Outcomes
Hanke, M., Poulsen, R. & Weissensteiner, A., Jun 2019, In: Journal of Derivatives. 26, 4, p. 128-143Research output: Contribution to journal › Journal article › Research › peer-review
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The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy: a latent likelihood approach
Hanke, M., Poulsen, R. & Weissensteiner, A., 2 Jan 2019, In: Quantitative Finance. 19, 1, p. 1-11Research output: Contribution to journal › Journal article › Research › peer-review
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Things I Learned This Semester
Poulsen, R., 2019, In: Wilmott.Research output: Contribution to journal › Comment/debate › Communication
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Binary Backwards
Poulsen, R., 2018, In: Wilmott. 94, p. 20-21Research output: Contribution to journal › Comment/debate › Communication