Carsten Sørensen

Economics and Econometrics · with Munk · 2002–2010

A researcher in the Science corpus: 5 papers; trusts 4 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Carsten Sørensen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jessica A. Wachter
  2. John Y. Campbell
  3. Nicholas Barberis
  4. Halbert White
  5. Michael J. Brennan
  6. Luis M. Viceira
  7. Yihong Xia

Who trusts Carsten Sørensen overall

  1. Gonzalo Cortazar
  2. Chris Brooks
  3. Lorenzo Naranjo
  4. Marcel Prokopczuk
  5. Traian A. Pirvu
  6. Nicole Branger
  7. Huayue Zhang

Papers from Carsten Sørensen's perspective

Ordered by how strongly the researchers Carsten Sørensen trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Investing for the Long Run When Returns are Predictable
  2. Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing
  3. Forecasting, Structural Time Series Models and the Kalman Filter
  4. The Equity Premium Puzzle
  5. Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets (Journal of Financial and Quantitative Analysis)
  6. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  7. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  8. Consumption, aggregate wealth and expected stock returns
  9. Carry Trades and Currency Crashes (NBER macroeconomics annual)
  10. Affine Term Structure Models and the Forward Premium Anomaly

Their papers