Details about Birger Nilsson

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Short-id: pni227

Working Papers

2013

1. Does commonality in illiquidity matter to investors?
   Working Papers, Federal Reserve Bank of St. Louis View citations (2)

2009

2. Dynamics in Systematic Liquidity
   Working Papers, Lund University, Department of Economics
   Also in Working Papers, Federal Reserve Bank of St. Louis (2009)

2007

3. Mean-Variance vs. Full-Scale Optimization: Broad Evidence for the UK
   Working Papers, Lund University, Department of Economics View citations (2)
   Also in Working Papers, Federal Reserve Bank of St. Louis (2007) View citations (2)
4. New York mark-ups on petroleum products
   Working Papers, Lund University, Department of Economics

2006

5. Forecasting Inflation: the Relevance of Higher Moments
   Computing in Economics and Finance 2006, Society for Computational Economics

2004

6. A Two-State Capital Asset Pricing Model with Unobservable States
   Working Papers, Lund University, Department of Economics View citations (1)

2002

7. Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon
   Working Papers, Lund University, Department of Economics View citations (5)
   See also Journal Article Dynamic Portfolio Selection: the Relevance of Switching Regimes and Investment Horizon, European Financial Management, European Financial Management Association (2003) View citations (17) (2003)
8. Financial Liberalization and the Changing Characteristics of Nordic Stock Returns
   Working Papers, Lund University, Department of Economics View citations (3)
9. International Asset Pricing and the Benefits from World Market Diversification
   Working Papers, Lund University, Department of Economics View citations (8)

Journal Articles

2008

1. MEAN–VARIANCE VERSUS FULL‐SCALE OPTIMIZATION: BROAD EVIDENCE FOR THE UK
   Manchester School, 2008, 76, (s1), 134-156 View citations (2)

2006

2. Forecasting with Monetary Aggregates: Recent Evidence for the United States
   Journal of Economics and Business, 2006, 58, (5-6), 428-446 View citations (11)
3. Predictable non-linearities in U.S. inflation
   Economics Letters, 2006, 93, (3), 323-328 View citations (13)

2003

4. Dynamic Portfolio Selection: the Relevance of Switching Regimes and Investment Horizon
   European Financial Management, 2003, 9, (2), 179-200 View citations (17)
   See also Working Paper Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon, Working Papers (2002) View citations (5) (2002)