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No.
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Author
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Title
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Info
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2002/1
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Valeri. I. Zakamouline
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Optimal Portfolio Selection with both Fixed and Proportional Transaction Costs for a CRRA Investor with Finite Horizon
|
Abstract
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2002/2
|
B. Espen Eckbo
Øyvind Norli
|
Liquidity Risk, Leverage and Long-Run IPO Returns
(Revised 28.11.02)
|
Abstract
|
|
2002/3
|
B. Espen Eckbo
Karin S. Thorburn
|
Overbidding vs fire-sales in bankruptcy auctions
(Revised 28.11.02)
|
Abstract
|
|
2002/4
|
Petter Bjerksund
Gunnar Stensland
|
How to Extend the RiskMetrics™ Market Risk Universe
|
Abstract
|
|
2002/5
|
Jarle Møen
|
Spin-offs and spillovers: Tracing knowledge by following employees across firms
|
Abstract
|
|
2002/6
|
Sjur Didrik Flåm
|
Equilibrium, Evolutionary Stability and Gradient Dynamics
|
Abstract
|
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2002/7
|
Hans K. Hvide
Tore Leite
|
Strategic Defaults and Priority Violations under Costly State Verification
|
Abstract
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2002/8
|
Inge Thorsen
Jan Ubøe
|
A spatial equilibrium simulation approach to explain unemployment rate differentials between areas
|
Abstract
|
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2002/9
|
Petter Bjerksund
Gunnar Stensland
|
Closed Form Valuation of American Options
(Revised 21.10.02)
|
Abstract
|
|
2002/10
|
Leif K. Sandal
Stein I. Steinshamn
Robert W. McKelvey
|
A Hit-and-Run Interloper Model for a Regional Fisheries Management on the High Sea
|
Abstract
|
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2002/11
|
Chaim Fershtman
Hans K. Hvide
Yoram Weiss
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A Behavioral Explanation of the Relative Performance Evaluation Puzzle
|
Abstract
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2002/12
|
Hans K. Hvide
|
Segmentation and Pricing Behavior in a Market for Certification
|
Abstract
|
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2002/13
|
Kurt Jörnsten
Inge Thorsen
Jan Ubøe
|
Replication/prediction problems in the Journey-to-work
|
Abstract
|
|
2002/14
|
B. Espen Eckbo
Karin S. Thorburn
|
Control benefits and CEO dicipline in automatic bankruptcy auctions
|
Abstract
|
|
2002/15
|
B. Espen Eckbo
Øyvind Norli
|
Pervasive Liquidity Risk
|
Abstract
|
|
2002/16
|
Jostein Lillestøl
|
Some crude approximation, calibration and estimation procedures for NIG-variates
|
Abstract
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|
2002/17
|
Francesca Biagini
Bernt Øksendal
|
A General Stochastic Calculus Approach to Insider Trading
|
Abstract
|
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2002/18
|
Arne-Christian Lund
Fridthjof Ollmar
|
Analysing Flexible Load Contracts in the Energy Market
|
Abstract
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2002/19
|
Valeri. I. Zakamouline
|
European Option Pricing and Hedging with both Fixed and Proportional Transaction Costs
|
Abstract
|
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2002/20
|
Valeri. I. Zakamouline
|
Optimal Portfolio Selection with Transaction Costs for a CARA Investor with Finite Horizon
|
Abstract
|
|
2002/21
|
Endre Bjørndal
Kurt Jörnsten
|
Lower and Upper Bounds for Linear Production
|
Abstract
|
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2002/22
|
Knut K. Aase
|
Area Yield Futures and Options: Risk Management and Hedging
|
Abstract
|
|
2002/23
|
Knut K. Aase
|
Pricing Model for Yield Contracts
|
Abstract
|
|
2002/24
|
Peter Ove Christensen
Christian Riis Flor
David Lando
Kristian R. Miltersen
|
Dynamic Capital Structure with Callable Debt and Debt Renegotiations
|
Abstract
|
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2002/25
|
Kristian R. Miltersen
Eduardo S. Schwartz
|
R&D Investments with Competitive Interactions
|
Abstract
|
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2002/26
|
Kristian R. Miltersen
|
Commodity Price Modeling that matches Current Observables: A New Approach
(Updated 25.03.03)
|
Abstract
|
|
2002/27
|
Iver Bragelien
|
Asset Ownership and Relational Contracts
|
Abstract
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|
2002/28
|
Iver Bragelien
|
The Pursuit of Global Opportunities: The Role of Central Managers
|
Abstract
|
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2002/29
|
Arne-Christian Lund
|
Optimal control of a renewable natural resources and the "stochastically induced critical depensation"
|
Abstract
|
|
2002/30
|
Dag Morten Dalen
Trond E. Olsen
|
Strategic regulation of a multi-national banking industry
|
Abstract
|
|
2002/31
|
Mette Bjørndal
Kurt Jörnsten
Virginie Pignon
|
Congestion Management in the Nordic Power Market – Counter Purchases and Zonal Pricing
|
Abstract
|
|
2002/32
|
Snorre Lindset
|
Compound Contingent Claims
|
Abstract
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