Concepedia
Statistics
Publications
9
Citations
445
H-Index
Active since
1998
Affiliations
University of Oslo(Current)
University of Bergen
Agder Research
Aarhus University
Kristin Reikvam is an author at University of Oslo specializing in business, financial economics, and finance.
Publications per year
1998–2004
Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach
Fred Espen Benth, Kenneth H. Karlsen, Kristin Reikvam · Finance and Stochastics · 2001 · 114 citations · Full text
Business, Economics, Finance +17
Merton's portfolio optimization problem in a Black and Scholes market with non‐Gaussian stochastic volatility of Ornstein‐Uhlenbeck type
Fred Espen Benth, Kenneth H. Karlsen, Kristin Reikvam · Mathematical Finance · 2003 · 66 citations
Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution
Fred Espen Benth, Kenneth H. Karlsen, Kristin Reikvam · Finance and Stochastics · 2001 · 64 citations · Full text
Business, Economics, Finance +16
Viscosity solutions of optimal stopping problems
Kristin Reikvam · Stochastics and stochastics reports · 1998 · 59 citations · Full text
Natural Sciences, Mathematics, Optimization +10
Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs
Fred Espen Benth, Kenneth H. Karlsen, Kristin Reikvam · Stochastics and stochastics reports · 2002 · 40 citations · Full text
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