Department of Mathematical Sciences

 

 
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  1. Published

    Essays on Rational Portfolio Theory

    Nielsen, S. E., 2016, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

    Research output: Book/Report › Ph.D. thesis › Research

  2. Published

    The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments

    Nielsen, S. E., Jönsson, M. & Poulsen, Rolf, 2017, In: Quantitative Finance. 17, 4, p. 515–529

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. Published

    A Two-Factor, Stochastic Programming Model of Danish Mortgage-Backed Securities

    Nielsen, S. & Poulsen, Rolf, 2004, In: Journal of Economic Dynamics and Control. 28, 7, p. 1267-1289

    Research output: Contribution to journal › Journal article › Research › peer-review

  4. Published

    Inference and Missing Data: Asymptotic Results

    Nielsen, S. F., 1997, In: Scandinavian Journal of Statistics. 24, 2, p. 261-274

    Research output: Contribution to journal › Journal article › Research › peer-review

  5. Published

    Regression modelling strategies with application to linear models, logistic regression, and survival analysis

    Nielsen, S. F., 2003, In: Journal of Applied Statistics. 30, p. 104

    Research output: Contribution to journal › Literature review › Research

  6. Published

    Relative coarsening at random

    Nielsen, S. F., 2000, In: Statistica Neerlandica. 54, 1, p. 79-99

    Research output: Contribution to journal › Journal article › Research › peer-review

  7. Published

    Empirical processes in M-estimation

    Nielsen, S. F., 2000, In: Journal of Applied Statistics. 27, p. 1067-1068

    Research output: Contribution to journal › Literature review › Research

  8. Published

    Local linear estimate equations: Uniform consistency and rate convergence

    Nielsen, S. F., 2002, Københavns Universitet, p. 1-20.

    Research output: Working paper › Research

  9. Published

    Incomplete Observations and Coarsening at Random

    Nielsen, S. F., 1995, København: Museum Tusculanum, p. 19.

    Research output: Working paper › Research

  10. Published

    Breast cancer incidence subject to surgical reduction of the female breast

    Nielsen, S. F., 1996, In: British Journal of Cancer. 73, p. 961-963 3 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

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