Carl Lindberg

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

Research outcomes over time

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