Petter Bjerksund

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

Helleveien 30

Bergen, NO-5045

Norway

SCHOLARLY PAPERS

8

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SSRN CITATIONS

8

CROSSREF CITATIONS

2

Scholarly Papers (8)

1.

Closed Form Spread Option Valuation

NHH Dept. of Finance & Management Science Discussion Paper No. 2006/20
Number of pages: 23 Posted: 13 Jun 2008
Petter Bjerksund and Gunnar Stensland
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH) - Department of Business and Management Science
Downloads 1,188 (22,966)
Citation 11

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Spread option, closed form, valuation formula, lognormal asset prices

2.

Gas Storage Valuation: Price Modelling v. Optimization Methods

NHH Dept. of Finance & Management Science Discussion Paper No. 2008/20
Number of pages: 32 Posted: 23 Oct 2008
Petter Bjerksund, Gunnar Stensland and Frank Vagstad
Norwegian School of Economics (NHH) - Department of Business and Management Science, Norwegian School of Economics (NHH) - Department of Business and Management Science and Viz Risk Management Services AS
Downloads 1,121 (25,008)
Citation 2

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Energy, uncertainty, flexibility, exercise strategy

3.

Forced to Be Active: Evidence From a Regulation Intervention

Number of pages: 46 Posted: 17 Jul 2020 Last Revised: 23 Nov 2020
Norwegian School of Economics (NHH) - Department of Business and Management Science, Norwegian School of Economics (NHH)NHH Norwegian School of Economics, Norwegian School of Economics (NHH) and Norwegian School of Economics (NHH)
Downloads 230 (172,584)
Citation 1

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Asset management; Active portfolio management; Regulation of financial services

4.

Profitable Robot Strategies in Pari‐Mutuel Betting

NHH Dept. of Business and Management Science Discussion Paper No. 2017/6
Number of pages: 21 Posted: 08 Apr 2017
Petter Bjerksund and Gunnar Stensland
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH) - Department of Business and Management Science
Downloads 175 (221,288)

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Horse races, low odds bias, heterogeneous beliefs

5.

Does a Wealth Tax Discriminate Against Domestic Investors?

NHH Dept. of Business and Management Science Discussion Paper No. 2019/16
Number of pages: 20 Posted: 25 Nov 2019
Petter Bjerksund and Guttorm Schjelderup
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH) - Department of Business and Management Science
Downloads 46 (509,633)

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capital-income tax, wealth tax, investor behavior

6.

The Optimal Spending Rate Versus the Expected Real Return of a Sovereign Wealth Fund

NHH Dept. of Business and Management Science Discussion Paper No. 2021/1
Number of pages: 53 Posted: 05 Feb 2021
Knut K. Aase and Petter Bjerksund
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH) - Department of Business and Management Science
Downloads 32 (579,659)

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Optimal spending rate, endowment funds, expected utility, risk aversion, EIS, recursive utility

7.

The optimal extraction rate versus the expected real return of a sovereign wealth fund: Some simulations

NHH Dept. of Business and Management Science Discussion Paper No. 2019/7
Number of pages: 54 Posted: 10 Sep 2019 Last Revised: 04 Feb 2021
Knut K. Aase and Petter Bjerksund
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH) - Department of Business and Management Science
Downloads 27 (609,820)

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Optimal Extraction Rate, Endowment Funds, Expected Utility, Recursive Utility

8.

Exercising Flexible Load Contracts: Two Simple Strategies

Applied Stochastic Models in Business & Industry, Vol. 24, No. 2, pp. 93-107, March/April 2008
Posted: 13 Jun 2008
Petter Bjerksund, Bjarte Myksvoll and Gunnar Stensland
Norwegian School of Economics (NHH) - Department of Business and Management Science, Viz Risk Management Services AS and Norwegian School of Economics (NHH) - Department of Business and Management Science

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