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Selected publications:
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Preface: Background of the Ekern-Wilson Article, in Bengt
Holmström, Paul Milgrom and Alvin E. Roth (Eds.)
Game Theory
in the Tradition of Bob Wilson, Berkeley Electronic Press,
2002.
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On
the Theory of the Firm in an Economy with Incomplete Markets,
reprinted in Bengt Holmström, Paul Milgrom and Alvin E. Roth (Eds.)
Game
Theory in the Tradition of Bob Wilson, Berkeley Electronic
Press, 2002 (with
Robert Wilson).
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Eine Analyse der Zusammenhänge zwischen Umfang und Duration von Investitionen [English: An Analysis of the Relationships
between Scale and Duration of Investments], Journal für
Betriebswirtschaft, vol. 48, no. 5-6, 1998, pp. 277-289 (with
Michael Theil).
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Exotic Unit-Linked Life Insurance Contracts, Geneva Papers on Risk and Insurance Theory, vol. 21, no. 1, June 1996,
pp. 35-63 (with Svein-Arne Persson). Reprinted in Henri Loubergé & Marti G. Subrahmanyam (Eds.) Financial Risk and Derivatives, Kluwer, 1996.
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Contingent Claims Evaluation of Mean-Reverting Cash Flows in Shipping, in Lenos
Trigeorgis (Ed.), Real Options in Capital Investment: Models, Strategies, and Applications,
Praeger 1995 (with Petter Bjerksund).
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Managing Investment Opportunities under Price Uncertainty: From "Last Chance" to "Wait and
See" Strategies, Financial Management, vol. 19, no. 3, Autumn 1990,
pp. 65-83 (with Petter Bjerksund). Reprinted in Eduardo Schwartz & Lenos Trigeorgis (Eds.) Real Options and Investment under Uncertainty: Classical Readings and
Recent Contributions, MIT Press, 2001.
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An Option Pricing Approach to Evaluating Petroleum
Projects, Energy Economics, vol. 10, no. 2, April 1988, pp. 91-99.
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Time Dominance Efficiency Analysis, Journal of
Finance, vol. 36, no. 5, December 1981, pp. 1023-34.
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Adaptive Exponential Smoothing Revisited, Journal
of the Operational Research Society, vol. 32, 1981, pp. 775-782.
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Increasing nth Degree Risk, Economic
Letters, vol. 6, 1980, pp. 329-333.
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Comparative Statics and Risk Aversion, Economic
Letters, vol. 5, 1980, pp. 125-128.
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The New Soviet Incentive Model: Comment, Bell Journal of
Economics, vol. 10, no. 2, Autumn 1979, pp. 720-25.
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On the Inadequacy of a Probabilistic Internal Rate of Return, Journal
of Business Finance and Accounting, vol. 6, Summer 1979, pp. 229-237.
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Stochastic Break-Even Points, Journal of the Operational Research Society, vol. 30, no. 3, 1979, pp.
271-275.
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Forecasting with Adaptive Filtering: A Critical Reexamination,
Operational Research Quarterly, vol. 27, no. 3-ii, 1976, pp. 705-715.
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On the Theory of the Firm in an Economy with Incomplete Markets: An
Addendum, Bell Journal of Economics, vol. 6, no. 1, Spring 1975, pp. 388-93.
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On the Theory of the Firm in an Economy with Incomplete
Markets, Bell Journal of Economics, vol. 5, no. 1, Spring 1974, pp.
171-80 (with
Robert Wilson).
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Taxation, Political Risk and Portfolio Selection,
Economica, N.S., vol. 38, no. 152, Nov. 1971, pp. 421-30.
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