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Details about Simon Lysbjerg Hansen

E-mail: This e-mail address is bad, please ask Simon Lysbjerg Hansen to update the entry in the RePEc Author Service or the correct address.
Workplace:Institut for Økonomi (Department of Economics), Syddansk Universitet (University of Southern Denmark), (more information at EDIRC)

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Short-id: pha780

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Working Papers

2005

  1. A Malliavin-based Monte-Carlo Approach for Numerical Solution of Stochastic Control Problems: Experiences from Merton's Problem
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads View citations (1)

Journal Articles

2015

  1. Cross-sectional asset pricing with heterogeneous preferences and beliefs
    Journal of Economic Dynamics and Control, 2015, 58, (C), 125-151 Downloads View citations (10)

2013

  1. Technological advances and the decision to invest
    Annals of Finance, 2013, 9, (3), 383-420 Downloads View citations (7)
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