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| Viser treff 1-34 av 34 |
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2018
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| 1. | Framstad, Nils Christian. Dynamic conservation contracts. SAMSA 2018 Annual Conference; 2018-11-19 - 2018-11-22 UiO |
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2017
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| 2. | Framstad, Nils Christian. Continuous-time (Ross-type) portfolio separation, (almost) without Itô calculus. Stochastics: An International Journal of Probability and Stochastic Processes 2017 ;Volum 89.(1) s. 38-64 UiO |
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| 3. | Framstad, Nils Christian. Corrigendum to “Portfolio Theory for α-Symmetric and Pseudoisotropic Distributions: k-Fund Separation and the CAPM”. Journal of Probability and Statistics 2017 ;Volum 2017. s. - UiO |
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| 4. | Framstad, Nils Christian; Harstad, Bård Gjul. Conservation Contracts for Exhaustible Resources. 17th SAET Conference on Current Trends in Economics; 2017-06-25 - 2017-06-30 UiO |
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2016
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| 5. | Framstad, Nils Christian. Spectrally negative stable vectors, their covariations on the positive orthant, and the Capital Asset Pricing Model. SAMSA 2016 Annual Conference; 2016-11-21 - 2016-11-24 UiO |
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2015
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| 6. | Framstad, Nils Christian. Portfolio Theory for α-Symmetric and Pseudoisotropic Distributions: k-Fund Separation and the CAPM. Journal of Probability and Statistics 2015 ;Volum 2015. s. - UiO |
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| 7. | Framstad, Nils Christian. Revisiting some results and counterexamples in stochastic portfolio optimization. Second conference on Stochastics of Environmental and Financial Economics; 2015-04-20 - 2015-04-24 UiO |
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| 8. | Framstad, Nils Christian; Strand, Jon. Energy intensive infrastructure investments with retrofits in continuous time: Effects of uncertainty on energy use and carbon emissions. Resource and Energy Economics 2015 ;Volum 41. s. 1-18 UiO |
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2014
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| 9. | Framstad, Nils Christian. On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes. Brazilian Journal of Probability and Statistics 2014 ;Volum 28.(2) s. 223-240 UiO |
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| 10. | Framstad, Nils Christian. The Effect of Small Intervention Costs on the Optimal Extraction of Dividends and Renewable Resources in a Jump-Diffusion Model. : Memorandum from Department of Economics, University of Oslo 2014 ;Volum 2014.26 s. Memorandum from Department of Economics, University of Oslo(25) UiO |
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| 11. | Framstad, Nils Christian. The effect of small intervention costs on the optimal extraction of dividends or of renewable resources. Stochastics of Environmental and Financial Economics; 2014-09-15 - 2014-09-19 UiO |
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| 12. | Framstad, Nils Christian. When can the environmental profile and emissions reduction be optimised independently of the pollutant level?. Journal of Environmental Economics and Policy 2014 ;Volum 3.(1) s. 25-45 UiO |
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2013
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| 13. | Framstad, Nils Christian. Portfolio theory for a class of non-symmetric heavy-tailed distributions, and applicability to insurance. ETH :: D-MATH :: Talks in Financial and Insurance Mathematics; 2013-10-24 - 2013-10-24 UiO |
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| 14. | Framstad, Nils Christian. Ross-type Dynamic Portfolio Separation (almost) without Ito Stochastic Calculus. Memorandum from Department of Economics, University of Oslo 2013 ;Volum 2013.(21) UiO |
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| 15. | Framstad, Nils Christian. When can environmental profile and emissions reductions be optimized independently of the pollutant level?. Memorandum from Department of Economics, University of Oslo 2013 ;Volum 2013.(12) UiO |
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| 16. | Framstad, Nils Christian; Strand, Jon. Energy Intensive Infrastructure Investments with Retrofits in Continuous Time: Effects of Uncertainty on Energy Use and Carbon Emissions. Memorandum from Department of Economics, University of Oslo 2013 ;Volum 2013.(11) UiO |
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2011
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| 17. | Framstad, Nils Christian. A remark on R.S. Pindyck: "Irreversibilities and the timing of environmental policy". Resource and Energy Economics 2011 ;Volum 33.(3) s. 756-760 UiO |
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| 18. | Framstad, Nils Christian. On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes. Memorandum from Department of Economics, University of Oslo 2011 ;Volum 20. UiO |
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| 19. | Framstad, Nils Christian. Portfolio Separation Properties of the Skew-Elliptical Distributions. Memorandum from Department of Economics, University of Oslo 2011 (02) UiO |
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| 20. | Framstad, Nils Christian. Portfolio separation properties of the skew-elliptical distributions, with generalizations. Statistics and Probability Letters 2011 ;Volum 81.(12) s. 1862-1866 UiO |
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| 21. | Framstad, Nils Christian. Portfolio Separation with α-symmetric and Psuedo-isotropic Distributions. Memorandum from Department of Economics, University of Oslo 2011 (12) UiO |
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| 22. | Framstad, Nils Christian. Some cases of Ross-type portfolio separation – α-stable, α-symmetric and pseudo-isotropic distributions, with generalizations. XXIX International Seminar on Stability Problems for Stochastic Models; 2011-10-10 - 2011-10-16 UiO |
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2007
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| 23. | Framstad, Nils Christian. Optimal stochastic control and non-depletion of a renewable resource under Hindy-Huang style intertemporal substitution. I: Stochastic Economic Dynamics. Copenhagen Business School Press 2007 ISBN 9788763001854. s. 361-372 UiO |
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2006
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| 24. | Framstad, Nils Christian. Arrow-Mangasarian sufficient conditions for controlled semimartingales. Stochastic Analysis and Applications 2006 ;Volum 24. s. 929-938 UiO |
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2005
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| 25. | Framstad, Nils Christian; Øksendal, Bernt; Sulem, Agnès. Errata corrige: "Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance". Journal of Optimization Theory and Applications 2005 ;Volum 124.(2) s. 511-512 UiO |
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2004
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| 26. | Framstad, Nils Christian. Coherent portfolio separation – inherent systemic risk?. International Journal of Theoretical and Applied Finance 2004 ;Volum 07. s. 909-917 UiO |
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| 27. | Framstad, Nils Christian. Non-robustness with respect to intervention costs in optimal control. Stochastic Analysis and Applications 2004 ;Volum 22. s. 333-340 UiO |
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| 28. | Framstad, Nils Christian. On portfolio separtion in the Merton problem with bankruptcy or default. I: Proceedings of the International Conference on Stochastic Analysis and Applications. Springer 2004 ISBN 978-1-4020-2467-2. s. 249-265 UiO |
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| 29. | Framstad, Nils Christian; Øksendal, Bernt; Sulem, Agnès. A sufficient stochastic maximum principle for optimal control of jump diffusions and applications to finance. Journal of Optimization Theory and Applications 2004 ;Volum 121.(1) s. 77-98 NHH UiO |
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2003
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| 30. | Framstad, Nils Christian. Optimal Harvesting of a Jump Diffusion Population and the Effect of Jump Uncertainty. SIAM Journal of Control and Optimization 2003 ;Volum 42.(4) s. 1451-1465 UiO |
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2001
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| 31. | Framstad, Nils Christian; Øksendal, Bernt; Sulem, Agnès. A Sufficient Stochastic Maximum Principle for Optimal Control of Jump Diffusions and Applications to Finance. Oslo: Universitetet i Oslo. Matematisk institutt 2001 (ISBN 8255313125) 17 s. (22) NHH UiO |
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| 32. | Framstad, Nils Christian; Øksendal, Bernt; Sulem, Agnès. Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs. Journal of Mathematical Economics 2001 ;Volum 35.(2) s. 233-257 NHH UiO |
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1999
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| 33. | Framstad, Nils Christian; Øksendal, Bernt; Sulem, Agnès. Optimal Consumption and Portfolio in a Jump Diffusion Market. Bergen: Institutt for foretaksøkonomi. Norges handelshøyskole 1999 12 s. (5) NHH UiO |
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| 34. | Framstad, Nils Christian; Øksendal, Bernt; Sulem, Agnès. Optimal Consumption and Portfolio in a Jump Diffusion Market with proportional transaction costs. Paris, Frankrike: INRIA 1999 40 s. (4) NHH UiO |
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