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Browsing All of EconStor by Author Framstad, Nils Chr.
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Showing results 1 to 7 of 7
Year of Publication
Title
Author(s)
2011
Portfolio separation properties of the skew-elliptical distributions
Framstad, Nils Chr.
2011
On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes
Framstad, Nils Chr.
2011
Portfolio separation with α-symmetric and psuedo-isotropic distributions
Framstad, Nils Chr.
2013
When can environmental profile and emissions reductions be optimized independently of the pollutant level?
Framstad, Nils Chr.
2013
Ross-type dynamic portfolio separation (almost) without Ito stochastic calculus
Framstad, Nils Chr.
2013
Energy intensive infrastructure investments with retrofits in continuous time: Effects of uncertainty on energy use and carbon emissions
Framstad, Nils Chr.
;
Strand, Jon
2014
The effect of small intervention costs on the optimal extraction of dividends and renewable resources in a jump-diffusion model
Framstad, Nils Chr.