Carl Lindberg

Available identifiers

Publication	Date of Publication	Type
Auctions with an Invitation Cost	2021-11-30	Paper
Pairs trading with opportunity cost	2014-05-14	Paper
Optimal closing of a pair trade with a model containing jumps.	2013-10-30	Paper
Investing equally in risk	2013-07-19	Paper
Optimal closing of a momentum trade	2013-06-26	Paper
Error distributions for random grid approximations of multidimensional stochastic integrals	2013-04-24	Paper
Optimal liquidation of a pairs trade	2011-08-08	Paper
Portfolio optimization when expected stock returns are determined by exposure to risk	2010-11-15	Paper
Optimal liquidation of a call spread	2010-07-20	Paper
The estimation of the Barndorff-Nielsen and Shephard model from daily data based on measures of trading intensity	2010-04-22	Paper
NEWS‐GENERATED DEPENDENCE AND OPTIMAL PORTFOLIOS FOR n STOCKS IN A MARKET OF BARNDORFF‐NIELSEN AND SHEPHARD TYPE	2008-04-03	Paper
Portfolio optimization and a factor model in a stochastic volatility market	2007-03-08	Paper

This page was built for person: Carl Lindberg