The film was made 1980's or 1990's; set in modern times. "King of Denmark" is now CEO of a pharmaceutical company. This is NOT the Hamlet starring Ethan Hawke & Julia Stiles.

I am taking a shot in the dark here so I am sorry if this isn't the movie you are thinking about. The only modern Hamlet that I can think of which isn't a foreign film, is set in a wealthy corporate backdrop, AND isn't the Ethan Hawke movie, is Let The Devil Wear Black. Release date was 1998.

Amazon.com: Let the Devil Wear Black: Video: Jonathan Penner,Randall Batinkoff,Norman Reedus,Jamey Sheridan,Brooke Taylor,Jacqueline Bisset,Mary-Louise Parker,Jeffrey Schoeny,Chris Sarandon,Thomas F. Duffy,Jonathan Banks,Philip Baker Hall,Kevin West, (http://www.amazon.com/Devil-Wear-Black-Jonathan-Penner/dp/1578482887)