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Publications by MORTEN MOSEGAARD CHRISTENSEN

Sharpe Ratio Maximization and Expected Utility When Asset Prices Have Jumps

International Journal of Theoretical and Applied Finance

English

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Incomplete Financial Markets and Jumps in Asset Prices

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The Ultimatum Game and Expected Utility Maximization - In View of Attachment Theory

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Constant Proportion Portfolio Insurance in the Presence of Jumps in Asset Prices

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When Utility Jumps: The Value of Having Cash in the Hand

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Salience and Asset Prices

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Option Pricing When Changes of the Underlying Asset Prices Are Restricted

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Regime Jumps in Electricity Prices

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Fiscal Policies and Asset Prices

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Central Clearing and Asset Prices

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