Nils Christian Framstad
Førsteamanuensis

Økonomisk institutt
English version of this page
Epost
n.c.framstad@econ.uio.no
Telefon
+47 22855151
Mobiltelefon
90163893
Rom
ES1243
Treffetider
Se den engelskspråklige siden (trykk "English"lenken).
Brukernavn
Besøksadresse
Sognsveien 77
0855 Oslo
Postadresse
Postboks 1095 Blindern
0317 Oslo
Faglige interesser
Stokastisk optimering med anvendelser
Undervisning
 ECON3120/4120 Mathematics 2: Calculus and linear algebra
 ECON4140/4145 Mathematics 3: Differential equations, static and dynamic optimization
Tidligere også:
 ECON2200 Matematikk 1/Mikro 1 (MM1)
 ECON4240 Game Theory and Economics of Information
 ECON5150 Mathematics 4: Dynamic optimization
 ECON5155 Mathematics 5: Topics
 ECON5160 Stochastic modeling and analysis
Utdanning og karriere
 Førsteamanuensis, Økonomisk Institutt, Universitetet i Oslo, 2007–d.d.
 Seniorrådgiver, Finanstilsynet, 2002–2007 (timeengasjert seniorrådgiver fra 2007)
 Dr. scient (anvendt og industriell matematikk), Matematisk institutt (NFRstipend), Universitetet i Oslo, 2002
Publikasjoner
 Framstad, N. C., Continuoustime (Rosstype) Portfolio separation, (almost) without Itô calculus, Stochastics 89(1), 2017, 38–64.
 Framstad, N. C. and J. Strand, Energy intensive infrastructure investments with retrofits in continuous time: Effects of uncertainty on energy use and carbon emissions, Resource and Energy Economics 41, 2015, 1–18
 Framstad, N. C., On free lunches in random walk markets with shortsale constraints and small transaction costs, and weak convergence to Gaussian continuoustime processes, Brazilian Journal of Probability and Statistics 28(2), 2014, 223–240
 Framstad, N. C., When can the environmental profile and emissions reduction be optimised independently of the pollutant level?, Journal of Environmental Economics and Policy 3(1), 2014, 25–45
 Framstad, N. C., Optimal stochastic control and nondepletion of a renewable resource under HindyHuang style intertemporal substitution, in B.S. Jensen and T. Palokangas (eds.), Stochastic Economic Dynamics, 2007, CBS Press
 Framstad, N. C., ArrowMangasarian sufficient conditions for controlled semimartingales, Stochastic Analysis and Applications 24(5), 2006, 929–938
 Framstad, N. C., A. Sulem and B. Øksendal, Sufficient stochastic maximum principle for optimal control of jump diffusions and applications to finance, Journal of Optimization Theory and Applications 121(1), 2004, 77–98 (errata corrige: vol. 124(2) p511).
 Framstad, N. C., Nonrobustness with respect to intervention costs in optimal control, Stochastic Analysis and Applications 22(2), 2004, 333–340
 Framstad, N. C., Optimal harvesting of a jump diffusion population and the effect of jump uncertainty, SIAM Journal On Control and Optimization 42(4), 2003, 1451–1465
 Framstad, N. C., A. Sulem and B. Øksendal, Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs, Journal of Mathematical Economics 35(2), 2001, 233–257

Framstad, Nils Christian (2017). Continuoustime (Rosstype) portfolio separation, (almost) without Itô calculus. Stochastics: An International Journal of Probability and Stochastic Processes. ISSN 17442508. 89(1), s. 38–64. doi: 10.1080/17442508.2015.1132218. Fulltekst i vitenarkiv

Framstad, Nils Christian (2015). Portfolio Theory for αSymmetric and Pseudoisotropic Distributions: kFund Separation and the CAPM. Journal of Probability and Statistics. ISSN 1687952X. 2015. doi: 10.1155/2015/235452. Fulltekst i vitenarkiv

Framstad, Nils Christian & Strand, Jon (2015). Energy intensive infrastructure investments with retrofits in continuous time: Effects of uncertainty on energy use and carbon emissions. Resource and Energy Economics. ISSN 09287655. 41, s. 1–18. doi: 10.1016/j.reseneeco.2015.03.003. Fulltekst i vitenarkiv

Framstad, Nils Christian (2014). When can the environmental profile and emissions reduction be optimised independently of the pollutant level? Journal of Environmental Economics and Policy. ISSN 21606544. 3(1), s. 25–45. doi: 10.1080/21606544.2013.856353. Vis sammendrag

Framstad, Nils Christian (2014). On free lunches in random walk markets with shortsale constraints and small transaction costs, and weak convergence to Gaussian continuoustime processes. Brazilian Journal of Probability and Statistics. ISSN 01030752. 28(2), s. 223–240. doi: 10.1214/12BJPS203. Fulltekst i vitenarkiv

Framstad, Nils Christian (2013). When can environmental profile and emissions reductions be optimized independently of the pollutant level? Memorandum from Department of Economics, University of Oslo. ISSN 08098786. 2013(12). doi: 10.1080/21606544.2013.856353.

Framstad, Nils Christian (2013). Rosstype Dynamic Portfolio Separation (almost) without Ito Stochastic Calculus. Memorandum from Department of Economics, University of Oslo. ISSN 08098786. 2013(21). doi: 10.1080/17442508.2015.1132218.

Framstad, Nils Christian & Strand, Jon (2013). Energy Intensive Infrastructure Investments with Retrofits in Continuous Time: Effects of Uncertainty on Energy Use and Carbon Emissions. Memorandum from Department of Economics, University of Oslo. ISSN 08098786. 2013(11). doi: 10.1016/j.reseneeco.2015.03.003.

Framstad, Nils Christian (2011). On free lunches in random walk markets with shortsale constraints and small transaction costs, and weak convergence to Gaussian continuoustime processes. Memorandum from Department of Economics, University of Oslo. ISSN 08098786. 20. doi: 10.1214/12bjps203.

Framstad, Nils Christian (2011). Portfolio Separation with αsymmetric and Psuedoisotropic Distributions. Memorandum from Department of Economics, University of Oslo. ISSN 08098786. doi: 10.1155/2017/9594547.

Framstad, Nils Christian (2011). Portfolio Separation Properties of the SkewElliptical Distributions. Memorandum from Department of Economics, University of Oslo. ISSN 08098786.

Framstad, Nils Christian (2011). Portfolio separation properties of the skewelliptical distributions, with generalizations. Statistics and Probability Letters. ISSN 01677152. 81(12), s. 1862–1866. doi: 10.1016/j.spl.2011.07.006.

Framstad, Nils Christian (2011). A remark on R.S. Pindyck: "Irreversibilities and the timing of environmental policy". Resource and Energy Economics. ISSN 09287655. 33(3), s. 756–760. doi: 10.1016/j.reseneeco.2011.01.004.

Framstad, Nils Christian (2007). Optimal stochastic control and nondepletion of a renewable resource under HindyHuang style intertemporal substitution. I Jensen, Bjarne S & Palokangas, Tapio (Red.), Stochastic Economic Dynamics. Copenhagen Business School Press. ISSN 9788763001854. s. 361–372.

Framstad, Nils Christian (2006). ArrowMangasarian sufficient conditions for controlled semimartingales. Stochastic Analysis and Applications. ISSN 07362994. 24, s. 929–938.

Framstad, Nils Christian; Øksendal, Bernt & Sulem, Agnès (2004). A sufficient stochastic maximum principle for optimal control of jump diffusions and applications to finance. Journal of Optimization Theory and Applications. ISSN 00223239. 121(1), s. 77–98. doi: 10.1023/B%3AJOTA.0000026132.62934.96. Vis sammendrag

Framstad, Nils Christian (2004). Nonrobustness with respect to intervention costs in optimal control. Stochastic Analysis and Applications. ISSN 07362994. 22, s. 333–340.

Framstad, Nils Christian (2004). Coherent portfolio separation – inherent systemic risk? International Journal of Theoretical and Applied Finance. ISSN 02190249. 07, s. 909–917. doi: 10.1142/S0219024904002712. Vis sammendrag

Framstad, Nils Christian (2004). On portfolio separtion in the Merton problem with bankruptcy or default. I Albeverio, Sergio; boutet de monvel, Anne & Ouerdiane, Habib (Red.), Proceedings of the International Conference on Stochastic Analysis and Applications. Springer. ISSN 9781402024672. s. 249–265.

Framstad, Nils Christian (2003). Optimal Harvesting of a Jump Diffusion Population and the Effect of Jump Uncertainty. SIAM Journal of Control and Optimization. ISSN 03630129. 42(4), s. 1451–1465. doi: 10.1137/S0363012902385910.

Framstad, Nils Christian; Øksendal, Bernt & Sulem, Agnès (2001). Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs. Journal of Mathematical Economics. ISSN 03044068. 35(2), s. 233–257. doi: 10.1016/S03044068%2800%29000677.

Framstad, Nils Christian (2018). Dynamic conservation contracts.

Framstad, Nils Christian (2017). Corrigendum to “Portfolio Theory for αSymmetric and Pseudoisotropic Distributions: kFund Separation and the CAPM”. Journal of Probability and Statistics. ISSN 1687952X. 2017. doi: 10.1155/2017/9594547.

Framstad, Nils Christian & Harstad, Bård Gjul (2017). Conservation Contracts for Exhaustible Resources. Vis sammendrag

Framstad, Nils Christian (2016). Spectrally negative stable vectors, their covariations on the positive orthant, and the Capital Asset Pricing Model. Vis sammendrag

Framstad, Nils Christian (2015). Revisiting some results and counterexamples in stochastic portfolio optimization.

Framstad, Nils Christian (2014). The effect of small intervention costs on the optimal extraction of dividends or of renewable resources.

Framstad, Nils Christian (2013). Portfolio theory for a class of nonsymmetric heavytailed distributions, and applicability to insurance.

Framstad, Nils Christian (2011). Some cases of Rosstype portfolio separation – αstable, αsymmetric and pseudoisotropic distributions, with generalizations.

Framstad, Nils Christian; Øksendal, Bernt & Sulem, Agnès (2005). Errata corrige: "Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance". Journal of Optimization Theory and Applications. ISSN 00223239. 124(2), s. 511–512. doi: 10.1007/s1095700409496.

Framstad, Nils Christian (2014). The Effect of Small Intervention Costs on the Optimal Extraction of Dividends and Renewable Resources in a JumpDiffusion Model. Memorandum from Department of Economics, University of Oslo . ISSN 08098786. 2014(25). Vis sammendrag

Framstad, Nils Christian; Øksendal, Bernt & Sulem, Agnès (2001). A Sufficient Stochastic Maximum Principle for Optimal Control of Jump Diffusions and Applications to Finance. Universitetet i Oslo. Matematisk institutt. ISSN 8255313125. Vis sammendrag

Framstad, Nils Christian; Øksendal, Bernt & Sulem, Agnès (1999). Optimal Consumption and Portfolio in a Jump Diffusion Market with proportional transaction costs. INRIA.

Framstad, Nils Christian; Øksendal, Bernt & Sulem, Agnès (1999). Optimal Consumption and Portfolio in a Jump Diffusion Market. Institutt for foretaksøkonomi. Norges handelshøyskole. Vis sammendrag
Publisert 1. okt. 2010 17:06
 Sist endret 30. nov. 2018 11:54