Rolf Poulsen

Rolf Poulsen

Professor

ORCID: 0000-0001-8242-0954

Publication year:
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1 - 50 out of 76Page size: 50
  1. 2023
  2. Published

    When Numbers Lie: a Good Bad Example

    Ditlevsen, Susanne & Poulsen, Rolf, Jun 2023, In: Significance. 20, 3, p. 26-29

    Research output: Contribution to journal › Journal article › Communication

  3. Published

    There is No I in Black- Scholes but There is Me in Merton

    Poulsen, Rolf, 2023, In: Wilmott. 126, p. 103-105

    Research output: Contribution to journal › Comment/debate › Communication

  4. Published

    Things I Learned This Semester Five: Four

    Poulsen, Rolf, 2023, In: Wilmott. 127, p. 8-10

    Research output: Contribution to journal › Comment/debate › Communication

  5. Published

    We Hold These Truths not to be Self-evident, Part 2: Strong and simple

    Poulsen, Rolf, 2023, In: Wilmott. 124, p. 14-15

    Research output: Contribution to journal › Comment/debate › Communication

  6. Published

    We Hold These Truths not to be Self-evident, Part 3: Mission Impossible

    Poulsen, Rolf, 2023, In: Wilmott. 125, p. 10-11

    Research output: Contribution to journal › Comment/debate › Communication

  7. Published

    We Hold These Truths not to be Self-evident. Part 1: Two Wrongs Making a Right

    Poulsen, Rolf, 2023, In: Wilmott. 123, p. 10-11

    Research output: Contribution to journal › Comment/debate › Communication

  8. 2022
  9. Published

    Decisions, Decisions, Decisions

    Poulsen, Rolf, 2022, In: Wilmott. 117, p. 9-10

    Research output: Contribution to journal › Comment/debate › Communication

  10. Published

    Delta Force: Option Pricing with Differential Machine Learning

    Frandsen, M. G., Pedersen, T. C. & Poulsen, Rolf, 2022, In: Digital Finance. 4, p. 1-15

    Research output: Contribution to journal › Journal article › Research › peer-review

  11. Published

    Descending from the Ivory Tower: My Adventures in Fintech

    Poulsen, Rolf, 2022, In: Wilmott. 122, p. 12-14

    Research output: Contribution to journal › Comment/debate › Communication

  12. Published

    How to Miss a Free Lunch

    Poulsen, Rolf, 2022, In: Wilmott. 119, p. 16-18

    Research output: Contribution to journal › Comment/debate › Communication

  13. Published

    Peter Carr in Memoriam

    Poulsen, Rolf, 2022, In: Wilmott. 120, p. 14-15

    Research output: Contribution to journal › Comment/debate › Communication

  14. Published

    Rank Competence

    Poulsen, Rolf, 2022, In: Wilmott. 118, p. 22.23

    Research output: Contribution to journal › Comment/debate › Communication

  15. Published

    Things I Learned This Semester The Fourth

    Poulsen, Rolf, 2022, In: Wilmott. 121, p. 8-10

    Research output: Contribution to journal › Comment/debate › Communication

  16. 2021
  17. Published

    Things I Learned This Semester, Part Trois

    Poulsen, Rolf, Sep 2021, In: Wilmott. 115

    Research output: Contribution to journal › Comment/debate › Communication

  18. Published

    Tomas Björk in Memoriam

    Poulsen, Rolf, Jul 2021, In: Wilmott. 114, p. 16-17

    Research output: Contribution to journal › Comment/debate › Communication

  19. Published

    Non-numerical Recipes

    Poulsen, Rolf, May 2021, In: Wilmott. 113, p. 16-17

    Research output: Contribution to journal › Comment/debate › Communication

  20. Published

    Poly Parrot

    Poulsen, Rolf, Mar 2021, In: Wilmott. 112, p. 16-18

    Research output: Contribution to journal › Comment/debate › Communication

  21. Published

    Tales of the Expected

    Poulsen, Rolf, Jan 2021, In: Wilmott. 111, p. 38-40

    Research output: Contribution to journal › Comment/debate › Communication

  22. Published

    That is an Oddly Specific Number

    Poulsen, Rolf, 2021, In: Wilmott. November 2021, 116, p. 28-29

    Research output: Contribution to journal › Comment/debate › Communication

  23. Published

    That's an oddly specific number

    Poulsen, Rolf, 2021, In: Wilmott. 2021, 116, p. 28-29

    Research output: Contribution to journal › Comment/debate › Communication

  24. 2020
  25. Published

    MagicaL

    Poulsen, Rolf, Nov 2020, In: Wilmott. 110, p. 30-32

    Research output: Contribution to journal › Comment/debate › Communication

  26. Published

    Things I Learned This Semester, Part Deux

    Poulsen, Rolf, Sep 2020, In: Wilmott. 109, p. 38-41

    Research output: Contribution to journal › Comment/debate › Communication

  27. Published

    Basket Case

    Poulsen, Rolf, Jul 2020, In: Wilmott. 108, p. 22-25

    Research output: Contribution to journal › Comment/debate › Communication

  28. Published

    A Tragedy of Errors: Tales of Innumeracy

    Poulsen, Rolf, May 2020, In: Wilmott. 107, p. 9-11

    Research output: Contribution to journal › Comment/debate › Communication

  29. Published

    All Quiet on the Quant Front?

    Poulsen, Rolf, 2020, In: Wilmott. 106, p. 8-9

    Research output: Contribution to journal › Comment/debate › Communication

  30. Published

    Basket Case

    Poulsen, Rolf, 2020, In: Wilmott. 108, p. 22 25 p.

    Research output: Contribution to journal › Comment/debate › Communication

  31. Published

    Elasticity of Variance of Variance

    Poulsen, Rolf, 2020, In: Wilmott. 105, p. 30-32

    Research output: Contribution to journal › Comment/debate › Communication

  32. Published

    How does the volatility of volatility depend on volatility?

    Rømer, Sigurd Emil & Poulsen, Rolf, 2020, In: Risks. 8, 2, p. 1-18 59.

    Research output: Contribution to journal › Journal article › Research › peer-review

  33. 2019
  34. Published

    The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy: a latent likelihood approach

    Hanke, M., Poulsen, Rolf & Weissensteiner, A., 2 Jan 2019, In: Quantitative Finance. 19, 1, p. 1-11

    Research output: Contribution to journal › Journal article › Research › peer-review

  35. Published

    Collected Brexit Anecdotes

    Poulsen, Rolf, 2019, In: Wilmott. 102, p. 8-9 2 p.

    Research output: Contribution to journal › Comment/debate › Communication

  36. Published

    Cross-currency Betting Arbitrage

    Poulsen, Rolf, 2019, In: Wilmott. 100, p. 30-31

    Research output: Contribution to journal › Comment/debate › Communication

  37. Published

    Kelly Gone Bad

    Poulsen, Rolf, 2019, In: Wilmott. 99, p. 14-15

    Research output: Contribution to journal › Comment/debate › Communication

  38. Published

    Non-normality restored

    Poulsen, Rolf, 2019, In: Wilmott. 101, p. 16-17 2 p.

    Research output: Contribution to journal › Comment/debate › Communication

  39. Published

    Numeraire Dependence in Risk-Neutral Probabilities of Event Outcomes

    Hanke, M., Poulsen, Rolf & Weissensteiner, A., 2019, In: Journal of Derivatives. 26, 4, p. 128-143

    Research output: Contribution to journal › Journal article › Research › peer-review

  40. Published

    Things I Learned This Semester

    Poulsen, Rolf, 2019, In: Wilmott. 103, p. 18-19

    Research output: Contribution to journal › Comment/debate › Communication

  41. 2018
  42. Published

    Volatility is log-normal -- but not for the reason you think

    Tegnér, M. & Poulsen, Rolf, Jun 2018, In: Risks. 6, 2, 16 p., 46.

    Research output: Contribution to journal › Journal article › Research › peer-review

  43. Published

    Binary Backwards

    Poulsen, Rolf, 2018, In: Wilmott. 94, p. 20-21

    Research output: Contribution to journal › Comment/debate › Communication

  44. Published

    Event-Related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices

    Hanke, M., Poulsen, Rolf & Weissensteiner, A., 2018, In: Journal of Financial and Quantitative Analysis. 53, 6, p. 2663-2683

    Research output: Contribution to journal › Journal article › Research › peer-review

  45. Published

    Fundamental Views

    Poulsen, Rolf, 2018, In: Wilmott. 97, p. 44-45

    Research output: Contribution to journal › Comment/debate › Communication

  46. Published

    IV Leaks

    Poulsen, Rolf, 2018, In: Wilmott. 96, p. 42-45

    Research output: Contribution to journal › Comment/debate › Communication

  47. Published

    Special FX

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

    Research output: Contribution to journal › Journal article › Communication

  48. Published

    This Is Not Sparta: A Joint Effort

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

    Research output: Contribution to journal › Comment/debate › Communication

  49. 2017
  50. 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 journal › Journal article › Research › peer-review

  51. Published

    American π: Piece of Cake?

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

    Research output: Contribution to journal › Comment/debate › Communication

  52. 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 journal › Journal article › Research › peer-review

  53. 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 journal › Journal article › Research › peer-review

  54. 2015
  55. 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 journal › Journal article › Research › peer-review

  56. Published

    Lecture Notes for Finance 1 (and More).

    Lando, D., Nielsen, S. E. & Poulsen, Rolf, 2015, University of Copenhagen. 176 p.

    Research output: Book/Report › Compendium/lecture notes › Education

  57. 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 journal › Journal article › Research › peer-review

  58. 2014
  59. 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 journal › Journal article › Research › peer-review

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