The following pages link to Nils Chr. Framstad (Q193741):
Displayed 14 items.
- On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes (Q398201) (← links)
- Item:Q193741 (redirect page) (← links)
- Portfolio separation properties of the skew-elliptical distributions, with generalizations (Q645438) (← links)
- Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance (Q704754) (← links)
- Portfolio theory for \(\alpha\)-symmetric and pseudoisotropic distributions: \(k\)-fund separation and the CAPM (Q1657901) (← links)
- Corrigendum to: ``Portfolio theory for \(\alpha\)-symmetric and pseudoisotropic distributions: \(k\)-fund separation and the CAPM'' (Q1658188) (← links)
- Continuous-time (Ross-type) portfolio separation, (almost) without Itô calculus (Q2974855) (← links)
- Non-robustness with Respect to Intervention Costs in Optimal Control (Q3158140) (← links)
- (Q3420671) (← links)
- Arrow-Mangasarian Sufficient Conditions for Controlled Semimartingales (Q3423719) (← links)
- (Q3606198) (← links)
- Optimal Harvesting of a Jump Diffusion Population and the Effect of Jump Uncertainty (Q4443048) (← links)
- COHERENT PORTFOLIO SEPARATION — INHERENT SYSTEMIC RISK? (Q4662053) (← links)
- Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs (Q5939297) (← links)