Sjur Westgaard

Publication Activity (10 Years)

Years Active: 2001-2022
Publications (10 Years): 2

Top Topics

Investment Strategies

Portfolio Selection

Top Venues

Ann. Oper. Res.

Publications

Jilong Chen, Christian-Oliver Ewald, Ruolan Ouyang, Sjur Westgaard, Xiaoxia Xiao
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil. Ann. Oper. Res. 313 (1) (2022)
Tom Erik Sønsteng Henriksen, Alois Pichler, Sjur Westgaard, Stein Frydenberg
Can commodities dominate stock and bond portfolios? Ann. Oper. Res. 282 (1-2) (2019)
Sjur Westgaard, Nico van der Wijst
Default probabilities in a corporate bank portfolio: A logistic model approach. Eur. J. Oper. Res. 135 (2) (2001)