Petter Bjerksund

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

Helleveien 30

Bergen, NO-5045

Norway

SCHOLARLY PAPERS

6

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Top 21,451

in Total Papers Downloads

2,273

SSRN CITATIONS

7

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.

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 1,084 (19,701)
Citation 2

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Energy, uncertainty, flexibility, exercise strategy

2.

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 1,043 (20,829)
Citation 10

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

3.

Profitable Robot Strategies in Pari‚ÄźMutuel 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 130 (224,209)

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Horse races, low odds bias, heterogeneous beliefs

4.

The Optimal Extraction Rate versus the Expected Real Return of a Sovereign Wealth Fund

NHH Dept. of Business and Management Science Discussion Paper No. 2019/7
Number of pages: 54 Posted: 10 Sep 2019
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 9 (601,730)

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

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 7 (614,970)

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capital-income tax, wealth tax, investor behavior

6.

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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