Nils Chr. Framstad

MaRDI QIDQ193741zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Corrigendum to: ``Portfolio theory for \(\alpha\)-symmetric and pseudoisotropic distributions: \(k\)-fund separation and the CAPM Journal of Probability and Statistics	2018-08-14	Paper
Portfolio theory for \(\alpha\)-symmetric and pseudoisotropic distributions: \(k\)-fund separation and the CAPM Journal of Probability and Statistics	2018-08-14	Paper
Continuous-time (Ross-type) portfolio separation, (almost) without Itô calculus Stochastics	2017-04-11	Paper
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	2014-08-12	Paper
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	2014-08-12	Paper
Portfolio separation properties of the skew-elliptical distributions, with generalizations Statistics & Probability Letters	2011-11-15	Paper
Stochastic control, non-depletion of renewable resource, and intertemporal substitution	2009-02-26	Paper
Arrow-Mangasarian Sufficient Conditions for Controlled Semimartingales Stochastic Analysis and Applications	2007-02-15	Paper
scientific article; zbMATH DE number 5120855 (Why is no real title available?)	2007-02-02	Paper
COHERENT PORTFOLIO SEPARATION — INHERENT SYSTEMIC RISK? International Journal of Theoretical and Applied Finance	2005-03-30	Paper
Non-robustness with Respect to Intervention Costs in Optimal Control Stochastic Analysis and Applications	2005-01-20	Paper
Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance Journal of Optimization Theory and Applications	2005-01-19	Paper
Optimal Harvesting of a Jump Diffusion Population and the Effect of Jump Uncertainty SIAM Journal on Control and Optimization	2004-01-08	Paper
Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs Journal of Mathematical Economics	2001-07-29	Paper

Research outcomes over time

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