Blar i Department of Business and Management Science på utgivelsesdato
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A treatise on asset pricing theory with additive nonseparable von Neumann-Morgenstern utility
(Doctoral thesis, 1999) -
Zonal pricing in a deregulated electricity market
(Discussion paper, Working paper, 1999)In the deregulated Norwegian electricity market a zonal transmission pricing system is used to cope with network capacity problems. In this paper we will illustrate some of the problems that the zonal pricing system, as ... -
Earnings announcements and the variability of stock returns
(Discussion paper, Working paper, 1999)This paper is concerned with the dissemination process of firm-specific annual earnings information in the Norwegian capital market. We find a significant reduction in stock price volatility in the post-announcement period ... -
Cashier fraud : data analysis in a context
(Discussion paper, Working paper, 1999)A true story is told about the role of a statistical expert witness in a cashier fraud case. It illustrates Shewhart’s first principle of understanding data: "Data have no meaning apart from their context". It may be used ... -
Weight functions and sign regularity
(Discussion paper, Working paper, 1999-03)We examine the question of how the ranking between different distributions with respect to a one-parameter family of weight functions depend on the parameter. We argue that in this context sign regularity of the family of ... -
On the importance of sequencing decisions in production planning and scheduling
(Discussion paper, Working paper, 1999-06)We discuss the traditional hierarchical approach to production planning and scheduling, emphasizing the fact that scheduling constraints are often either ignored or considered in a very crude way. In particular, we point ... -
Using lagrangean relaxation to minimize the (weighted) number of late jobs on a single machine
(Discussion paper, Working paper, 1999-06)This paper tackles the general single machine scheduling problem, where jobs have different release and due dates and the objective is to minimize the weighted number of late jobs. The notion of master sequence is first ... -
Extensions of an integrated approach for multi-resource shop scheduling
(Discussion paper, Working paper, 1999-06)In a previous work, we proposed an integrated approach for a rather general shop scheduling problem, with multi-resource, exibility and non-linear routings. In this paper, we want to overcome some of the limitations of the ... -
Strategic tax competition : implications of national ownership
(Discussion paper, Working paper, 1999-11)Two jurisdictions compete to capture the rents of a large multinational enterprise (MNE) which invests locally and which is partly owned by local investors. The MNE contributes to local welfare by tax payments and dividends, ... -
Valuation of irreversible investments : private information about the investment cost
(Discussion paper, Working paper, 1999-11)This article examines dynamic investment decisions when there is an agency problem. A principal delegates the decision of an investment strategy of a project to an agent. The agent has private information about the investment ... -
Investing without credible inter-period regulations : a bargaining approach with application to investments in natural resources
(Discussion paper, Working paper, 1999-12)A government’s lack of credibility when promising future taxation and regulation of foreign direct investment is often regarded as an obstacle to foreign investment. As shown in this paper, the total lack of inter-period ... -
The apportionment problem : a monograph
(Doctoral thesis, 2000) -
A disaggregated gravity model
(Discussion paper, Working paper, 2000)The gravity model is used to estimate trip distributions. The estimates are in form of trip frequencies. This study is devoted to an entropy problem where the solution decomposes trip frequencies to the underlying probability ... -
Paradoxes in networks supporting competitive electricity markets
(Discussion paper, Working paper, 2000)Grid investments are normally done in electrical networks in order to achieve a well functioning integrated electricity market and/or making the network more secure, i.e. less sensitive to link failures. In general, there ... -
Guaranteed investment contracts: distributed and undistributed excess return
(Discussion paper, Working paper, 2000)Annual minimum rate of return guarantees are analyzed together with rules for distribution of positive excess return, i.e. investment returns in excess of the guaranteed minimum return. Together with the level of the annual ... -
Valuation and risk management in the Norwegian electricity market
(Discussion paper, Working paper, 2000)The purpose of this paper is two-fold: Firstly, we analyze option value approximation of traded options in the presence of a volatility term structure. The options are identified as: "European" (written on the forward price ... -
Topics on electricity transmission pricing
(Doctoral thesis, 2000) -
Single transferable votes with tax-cuts
(Discussion Paper, Working paper, 2000)Some tally methods for preferential elections are discussed from the following point of view: how well do they respect a wish from the voter that subsidiary votes in the ballot cannot hurt the chances of the ballot’s ... -
Corporate coordination and the theory of the firm : four essays
(Doctoral thesis, 2000) -
Viewing the deregulated electricity market as a bilevel programming problem
(Discussion paper, Working paper, 2000)In this paper we present a bilevel programming formulation of a deregulated electricity market. By looking at a deregulated electricity market in this format we achieve two things, the relation between a deregulated ...