Steinar Ekern

Norwegian School of Economics (NHH) - Department of Business and Management Science

Helleveien 30

Bergen, NO-5045

Norway

SCHOLARLY PAPERS

4

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657

CITATIONS
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Top 40,177

in Total Papers Citations

4

Scholarly Papers (4)

1.

Simplifying and Generalizing Some Efficient Frontier and CAPM Related Results

NHH Dept. of Finance & Management Science Discussion Paper No. 2007/12
Number of pages: 29 Posted: 26 Feb 2007
Steinar Ekern
Norwegian School of Economics (NHH) - Department of Business and Management Science
Downloads 300 (75,704)

Abstract:

CAPM types, Roll's approach, tangency portfolio, GMVP, benchmark

2.

A Dozen Consistent CAPM-Related Valuation Models - So Why Use an Incorrect One?

NHH Finance & Management Science Discussion Paper No. 6/2006
Number of pages: 45 Posted: 07 Mar 2007
Steinar Ekern
Norwegian School of Economics (NHH) - Department of Business and Management Science
Downloads 233 (100,737)
Citation 4

Abstract:

CAPM consistency, disequilibrium valuation, cost based betas, risk-adjusted discount rates, simple rules, mispricing, Jensen's alpha

3.

An Arbitrary Benchmark CAPM: One Additional Frontier Portfolio is Sufficient

NHH Dept. of Finance & Management Science Discussion Paper No. 2008/24
Number of pages: 19 Posted: 23 Oct 2008
Steinar Ekern
Norwegian School of Economics (NHH) - Department of Business and Management Science
Downloads 78 (241,139)

Abstract:

Benchmark, CAPM, non-frontier portfolio, zero beta portfolio, composite beta

4.

Exotic Unit-Linked Life Insurance Contracts

THE GENEVA PAPERS ON RISK AND INSURANCE THEORY, Vol. 21 No. 1
Posted: 18 Jun 1996
Steinar Ekern and Svein-Arne Persson
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH)

Abstract: