Nils Chr. Framstad

Available identifiers

Publication	Date of Publication	Type
Corrigendum to: ``Portfolio theory for \(\alpha\)-symmetric and pseudoisotropic distributions: \(k\)-fund separation and the CAPM	2018-08-14	Paper
Portfolio theory for \(\alpha\)-symmetric and pseudoisotropic distributions: \(k\)-fund separation and the CAPM	2018-08-14	Paper
Continuous-time (Ross-type) portfolio separation, (almost) without Itô calculus	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	2014-08-12	Paper
Portfolio separation properties of the skew-elliptical distributions, with generalizations	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	2007-02-15	Paper
https://portal.mardi4nfdi.de/entity/Q3420671	2007-02-02	Paper
COHERENT PORTFOLIO SEPARATION — INHERENT SYSTEMIC RISK?	2005-03-30	Paper
Non-robustness with Respect to Intervention Costs in Optimal Control	2005-01-20	Paper
Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance	2005-01-19	Paper
Optimal Harvesting of a Jump Diffusion Population and the Effect of Jump Uncertainty	2004-01-08	Paper
Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs	2001-07-29	Paper

This page was built for person: Nils Chr. Framstad