Rolf Poulsen

Research output

Research output per year 1998 2017 2018 2019 2020 2021 2022 2023 2023

• 327 Citations
• 36 Journal article
• 35 Comment/debate
• 2 Encyclopedia chapter
• 1 Report
• 2 More
  • 1 Compendium/lecture notes
  • 1 Book chapter

Research output per year

Research output per year

Search results

• 2023

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

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

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

• Things I Learned This Semester Five: Four

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

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

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

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

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

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

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

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

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

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

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

• When Numbers Lie: a Good Bad Example

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

  Research output: Contribution to journal › Journal article › Communication
  81 Downloads (Pure)
• 2022

  Decisions, Decisions, Decisions

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

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

• Delta Force: Option Pricing with Differential Machine Learning

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

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

• Descending from the Ivory Tower: My Adventures in Fintech

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

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

• How to Miss a Free Lunch

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

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

• Peter Carr in Memoriam

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

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

• Rank Competence

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

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

• Things I Learned This Semester The Fourth

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

  Research output: Contribution to journal › Comment/debate › Communication
• 2021

  Non-numerical Recipes

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

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

• Poly Parrot

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

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

• Tales of the Expected

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

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

• That is an Oddly Specific Number

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

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

• That's an oddly specific number

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

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

• Things I Learned This Semester, Part Trois

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

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

• Tomas Björk in Memoriam

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

  Research output: Contribution to journal › Comment/debate › Communication
• 2020

  All Quiet on the Quant Front?

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

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

• A Tragedy of Errors: Tales of Innumeracy

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

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

• Basket Case

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

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

• Basket Case

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

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

• Elasticity of Variance of Variance

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

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

• How does the volatility of volatility depend on volatility?

  Rømer, S. E. & Poulsen, R., 2020, In: Risks. 8, 2, p. 1-18 59.

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

  Open Access

  File
  1 Citation (Scopus)

  243 Downloads (Pure)

• MagicaL

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

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

• Things I Learned This Semester, Part Deux

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

  Research output: Contribution to journal › Comment/debate › Communication
• 2019

  Collected Brexit Anecdotes

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

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

• Cross-currency Betting Arbitrage

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

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

• Kelly Gone Bad

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

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

• Non-normality restored

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

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

• Numeraire Dependence in Risk-Neutral Probabilities of Event Outcomes

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

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

  Open Access

  File
  181 Downloads (Pure)

• 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. 1-11

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

  Open Access

  File
  8 Citations (Scopus)

  184 Downloads (Pure)

• Things I Learned This Semester

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

  Research output: Contribution to journal › Comment/debate › Communication
• 2018

  Binary Backwards

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

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

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

  Hanke, M., Poulsen, R. & 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

  File
  12 Citations (Scopus)

  524 Downloads (Pure)

• Fundamental Views

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

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

• IV Leaks

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

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

• Special FX

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

  Research output: Contribution to journal › Journal article › Communication

• This Is Not Sparta: A Joint Effort

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

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

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

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

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

  Open Access

  File
  8 Citations (Scopus)

  289 Downloads (Pure)
• 2017

  American π: Piece of Cake?

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

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

• Risk-minimisation in electricity markets: Fixed price, unknown consumption

  Tegner, M., Ernstsen, R. R., Skajaa, A. & Poulsen, R., Oct 2017, In: Energy Economics. 68, p. 423-439

  Research output: Contribution to journal › Journal article › Research › peer-review
  7 Citations (Scopus)

• The Fed Isn’t Federal – And Other Odd Things in Finance

  Poulsen, R., 2017, In: Wilmott. 88, p. 34-45

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

• The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments

  Nielsen, S. E., Jönsson, M. & Poulsen, R., 2017, In: Quantitative Finance. 17, 4, p. 515–529

  Research output: Contribution to journal › Journal article › Research › peer-review
  3 Citations (Scopus)
• 2015

  Dynamic Portfolio Optimization with Transaction Costs and State-Dependent Drift

  Palczewski, J., Poulsen, R., 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
  19 Citations (Scopus)

• Lecture Notes for Finance 1 (and More).

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

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

  Open Access

• Where would the EUR/CHF exchange rate be without the SNB's minimum exchange rate policy?

  Hanke, M., Poulsen, R. & Weissensteiner, A., 2015, In: Journal of Futures Markets. 35, 12, p. 1103–1116,

  Research output: Contribution to journal › Journal article › Research › peer-review
  17 Citations (Scopus)
• 2014

  Can Household Benefit from Stochastic Programming Models? An Empirical Study of Mortgage Refinancing in Demark

  Rasmussen, K. M., Madsen, C. A. & Poulsen, R., 2014, In: Computational Management Science. 11, p. 5-23

  Research output: Contribution to journal › Journal article › Research › peer-review
  3 Citations (Scopus)