Details about Petter Bjerksund

Access statistics for papers by Petter Bjerksund.

Last updated 2025-12-16. Update your information in the RePEc Author Service.

Short-id: pbj15

Working Papers

2021

1. The optimal extraction rate versus the expected real return of a sovereign wealth fund: Some simulations
   Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (1)
2. The optimal spending rate versus the expected real return of a sovereign wealth fund
   Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (4)
   See also Journal Article The Optimal Spending Rate versus the Expected Real Return of a Sovereign Wealth Fund, JRFM, MDPI (2021) View citations (5) (2021)

2019

3. Does a Wealth Tax Discriminate against Domestic Investors?
   Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (2)

2017

4. Profitable Robot Strategies in Pari-Mutuel Betting
   Discussion Papers, Norwegian School of Economics, Department of Business and Management Science

2008

5. Gas Storage Valuation: Price Modelling v. Optimization Methods
   Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (6)
   See also Journal Article Gas Storage Valuation: Price Modelling v. Optimization Methods, The Energy Journal, International Association for Energy Economics (2011) View citations (24) (2011)

2006

6. Closed form spread option valuation
   Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (18)
   See also Journal Article Closed form spread option valuation, Quantitative Finance, Taylor & Francis Journals (2014) View citations (20) (2014)
7. Managing Flexible Load Contracts: Two simple strategies
   Discussion Papers, Norwegian School of Economics, Department of Business and Management Science

1996

8. Taxing Internationally Mobile Capital: The Efficiency-Equity Trade-off
   Working Papers, Norwegian School of Economics and Business Administration-

1994

9. Capital Controls and Tax Competition
   Working Papers, Norwegian School of Economics and Business Administration-

Journal Articles

2024

1. The Taxation of Norway’s Richest
   Nordic Tax Journal, 2024, 2024, (s1), 72-82

2022

2. Investor asset valuation under a wealth tax and a capital income tax
   International Tax and Public Finance, 2022, 29, (4), 873-889 View citations (2)

2021

3. The Optimal Spending Rate versus the Expected Real Return of a Sovereign Wealth Fund
   JRFM, 2021, 14, (9), 1-36 View citations (5)
   See also Working Paper The optimal spending rate versus the expected real return of a sovereign wealth fund, Discussion Papers (2021) View citations (4) (2021)

2014

4. Closed form spread option valuation
   Quantitative Finance, 2014, 14, (10), 1785-1794 View citations (20)
   See also Working Paper Closed form spread option valuation, Discussion Papers (2006) View citations (18) (2006)

2011

5. Gas Storage Valuation: Price Modelling v. Optimization Methods
   The Energy Journal, 2011, Volume 32, (Number 1), 203-228 View citations (24)
   Also in The Energy Journal, 2011, 32, (1), 203-228 (2011) View citations (1)
   See also Working Paper Gas Storage Valuation: Price Modelling v. Optimization Methods, Discussion Papers (2008) View citations (6) (2008)

2008

6. Exercising flexible load contracts: Two simple strategies
   Applied Stochastic Models in Business and Industry, 2008, 24, (2), 93-107

1998

7. The political economy of capital controls and tax policy in a small open economy
   European Journal of Political Economy, 1998, 14, (3), 543-559 View citations (2)

1994

8. An American call on the difference of two assets
   International Review of Economics & Finance, 1994, 3, (1), 1-26 View citations (1)

1993

9. Closed-form approximation of American options
   Scandinavian Journal of Management, 1993, 9, (Supplement 1), S87-S99 View citations (35)