Working Papers 1992

The department’s Discussion Paper (Working Paper) series was established in 1990, and is also online at the Social Science Research Network (SSRN) and at the Scandinavian Working Papers in Business Administration (S-WoBA)/Scandinavian Working Papers in Economics (S-WoPEc).

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*No.*	*Author*	*Title*	*Info*
1992/1	Øystein Gjerde	A New Measure of Hedging Effectiveness for Investors Holding Fixed Spot Positions	Abstract
1992/2	Karl Petter Waern	Options on Real Assets	Abstract
1992/3	Knut K. Aase	Continuous Trading in an Exchange Economy under Discontinuous Dynamics PUBLISHED: Scandinavian Journal of Management, Vol.9, pp. S3-S28, 1993	Abstract
1992/4	Petter Bjerksund Gunnar Stensland	American Exchange Options and a Put-Call Transformation PUBLISHED: The Journal of Business and Finance Accounting, Vol.20, No.5, pp. 761-764, 1993	Abstract
1992/5	Øystein Gjerde Kristian Semmen	Risk-based Capital Requirements and Bank Portfolio Risk PUBLISHED: The Journal of Banking and Finance No.19, pp. 1159-1173, 1995 - REVISED Version with a new title (Original title: BIS Regulation and Bank Portfolio Risk)	Abstract
1992/6	Petter Bjerksund Gunnar Stensland	An American Call on the Difference of two Assets PUBLISHED: International Review of Economics and Finance, Vol.3, No.1, pp. 1-26, 1994	Abstract
1992/7	Knut K. Aase	A Jump/Diffusion Consumption-based Capital Asset Pricing Model and the Equity Premium Puzzle PUBLISHED: Mathematical Finance vol.3, No.2, pp. 65-84, 1993	Abstract
1992/8	Knut K. Aase Isaac Meilijson	The Values of Insurance Companies under different Uncertain Portfolios PUBLISHED: The Geneva Papers on Risk and Insurance Theory, Vol.21, No.2, pp. 147-158, 1996	Abstract