2021

• Mohanty, Sunil K.; Ådland, Roar Os; Westgaard, Sjur; Frydenberg, Stein; Lillienskiold, Hilde; Kristensen, Cecilie. (2021) Modelling Stock Returns and Risk Management in the Shipping Industry. Journal of Risk and Financial Management
  Academic article

2020

• Sveinsson, Jørgen Andersen; Frydenberg, Stein; Westgaard, Sjur; Aaløkken, Maurits Mogenssøn. (2020) Performance of value-at-risk averaging in the Nordic power futures market. Journal of Energy Markets
  Academic article

2019

• Westgaard, Sjur; Århus, Gisle Hoel; Frydenberg, Marina; Frydenberg, Stein. (2019) Value-at-risk in the European energy market: a comparison of parametric, historical simulation and quantile regression value-at-risk. Journal of Risk Model Validation
  Academic article

2018

• Henriksen, Tom Erik Sønsteng; Pichler, Alois; Westgaard, Sjur; Frydenberg, Stein. (2018) Can commodities dominate stock and bond portfolios?. Annals of Operations Research
  Academic article

2017

• Frydenberg, Stein; Oust, Are; Olaussen, Jon Olaf. (2017) Forskning ved tidligere høyskolemiljøer bedre enn sitt rykte?. Universitetsavisa
  Popular scientific article
• Frydenberg, Stein; Hrafnkelsson, Kjartan; Bromseth, Vegard Strand; Westgaard, Sjur. (2017) Hedge Fund Strategies and Time-Varying Alphas and Betas. The journal of wealth management
  Academic article

2016

• Tjaaland, Sturla Horpestad; Westgaard, Sjur; Osmundsen, Petter; Frydenberg, Stein. (2016) Oil and Gas Risk Factor Sensitivities for U.S. Energy Companies. Journal of Energy and Development
  Academic article

2014

• Frydenberg, Stein; Onochie, Joseph I.; Westgaard, Sjur; Midtsund, Nora; Ueland, Hanna. (2014) Long-term relationships between electricity and oil, gas and coal future prices — evidence from Nordic countries, Continental Europe and the United Kingdom. Opec Energy Review
  Academic article

2013

• Frydenberg, Stein; Reiakvam, Oddvar Hallset; Thyness, Stian Borgen; Westgaard, Sjur. (2013) Hedge Funds—Risk Exposure in Different Quantiles and Market Sentiments. Journal of Investing
  Academic article

2011

• Westgaard, Sjur; Estenstad, Maria; Seim, Maria Anglevik; Frydenberg, Stein. (2011) Co-integration of ICE Gas oil and Crude oil futures. Energy Economics
  Academic article
• Frydenberg, Stein. (2011) Capital structure theories and empirical tests : an overview. Wiley-Blackwell
  Academic chapter/article/Conference paper
• Sandvik, Sjur Hordvik; Frydenberg, Stein; Westgaard, Sjur; Heitmann, Rolv Kristian. (2011) Hedge Fund Performance in Bull and Bear Markets: Alpha Creation and Risk Exposure. Journal of Investing
  Academic article
• Westgaard, Sjur; Frydenberg, Stein. (2011) Hedgefond - avkastning og risiko 1992-2011. Praktisk økonomi & finans
  Academic article

2010

• Olsson, Nils; Frydenberg, Stein; Jakobsen, Erik W.; Jessen, Svein Arne. (2010) In search of project substance: how do private investors evaluate projects?. International Journal of Managing Projects in Business
  Academic article
• Haug, Espen Gaarder; Frydenberg, Stein; Westgaard, Sjur. (2010) Distribution and Statistical Behavior of Implied Volatility. Business Valuation Review
  Academic article

2009

• Ask-Henriksen, Hege; Stjern, Siri Tinnen; Frydenberg, Stein. (2009) Hvilke faktorer vektlegges ved valg av kapitalstruktur? En empirisk studie av den norske eiendomsbransjen. Magma forskning og viten
  Academic article

2008

• Westgaard, Sjur; Eidet, Amund; Frydenberg, Stein; Grosås, Thor Christian. (2008) Investigating the Capital Structure of UK Real Estate Companies. Journal of Property Research
  Academic article
• Talberg, Magnus; Winge, Christian; Frydenberg, Stein; Westgaard, Sjur. (2008) Capital Structure Across Industries. International Journal of the Economics of Business
  Academic article
• Frydenberg, Stein; Lindset, Snorre; Westgaard, Sjur. (2008) Hedge Fund Return Statistics 1994-2005. Journal of Investing
  Academic article

2007

• Frydenberg, Stein. (2007) Investeringsanalyse og selskapsfinansiering. Norges teknisk-naturvitenskapelige universitet
  Academic chapter/article/Conference paper
• Olsson, Nils; Frydenberg, Stein; Jacobsen, Erik W.; Jessen, Svein Arne; Sørheim, Roger; Waagø, Lillian. (2007) Interessenters vurdering av prosjekters godhet. Concept-programmet, Institutt for bygg, anlegg og transport Norges teknisk- naturvitenskapelige universitet (20)
  Report

2006

• Frydenberg, Stein; Westgaard, Sjur; Grøneng, Magnus Slåttekjær; Nygård, Geir Ø.. (2006) Hedgefonds - Sett med et norsk perspektiv. Beta
  Academic article

2004

• Frydenberg, Stein. (2004) The Empirical Literature of Capital Structure - a Review of Recent Findings. Høgskolen i Sør-Trøndelag, avdeling Trondheim økonomiske høgskole (16)
  Report
• Frydenberg, Stein. (2004) Determinants of Corporate Capital Structure of Norwegian Manufacturing Firms. ?
  Academic article

2003

• Frydenberg, Stein. (2003) The theory of capital structure : a review?.
  Academic chapter/article/Conference paper
• Frydenberg, Stein. (2003) A Dynamic Model of Corporate Capital Structure. ?
  Academic article

2000

• Frydenberg, Stein. (2000) Parameters in a Short Term Interest Rate Process. HiST/AØA (14)
  Report

1999

• Frydenberg, Stein. (1999) Determinants of Corporate Capital Structure of Norwegian Manufacturing Firms. HiST, avdeling for økonomisk-administrativ utdanning (6)
  Report