Rolf Poulsen

Publication Activity (10 Years)

Years Active: 2000-2015
Publications (10 Years): 1

Top Topics

Portfolio Optimization

Stochastic Programming

Chance Constrained

Top Venues

Ann. Oper. Res.

Comput. Manag. Sci.

Eur. J. Oper. Res.

Publications

Jan Palczewski, Rolf Poulsen, Klaus Reiner Schenk-Hoppé, Huamao Wang
Dynamic portfolio optimization with transaction costs and state-dependent drift. Eur. J. Oper. Res. 243 (3) (2015)
Kourosh Marjani Rasmussen, Claus A. Madsen, Rolf Poulsen
Can home-owners benefit from stochastic programming models? A study of mortgage choice in Denmark. Comput. Manag. Sci. 11 (1-2) (2014)
Anne Marie B. Pedersen, Alex Weissensteiner, Rolf Poulsen
Financial planning for young households. Ann. Oper. Res. 205 (1) (2013)
Rolf Poulsen, Kourosh Marjani Rasmussen
Financial Giffen goods: Examples and counterexamples. Eur. J. Oper. Res. 191 (2) (2008)
Bent Jesper Christensen, Rolf Poulsen
Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion. Monte Carlo Methods Appl. 7 (1-2) (2001)
Asbjørn T. Hansen, Rolf Poulsen
A simple regime switching term structure model. Finance Stochastics 4 (4) (2000)