| Optimal liquidation of a pairs trade E Ekström, C Lindberg, J Tysk Advanced mathematical methods for finance, 247-255, 2011 | 42 | 2011 |
| Portfolio optimization when expected stock returns are determined by exposure to risk C Lindberg Bernoulli, 464-474, 2009 | 33 | 2009 |
| Optimal closing of a pair trade with a model containing jumps S Larsson, C Lindberg, M Warfheimer Applications of Mathematics 58 (3), 249-268, 2013 | 22 | 2013 |
| Optimal closing of a momentum trade E Ekström, C Lindberg Journal of Applied Probability 50 (2), 374-387, 2013 | 21 | 2013 |
| Game intelligence in team sports J Lennartsson, N Lidström, C Lindberg PloS one 10 (5), e0125453, 2015 | 20 | 2015 |
| NEWS‐GENERATED DEPENDENCE AND OPTIMAL PORTFOLIOS FOR n STOCKS IN A MARKET OF BARNDORFF‐NIELSEN AND SHEPHARD TYPE C Lindberg Mathematical Finance 16 (3), 549-568, 2006 | 18 | 2006 |
| Optimal liquidation of a call spread E Ekström, C Lindberg, J Tysk, H Wanntorp Journal of applied probability 47 (2), 586-593, 2010 | 13 | 2010 |
| The implied risk aversion from utility indifference option pricing in a stochastic volatility model FE Benth, M Groth, C Lindberg International Journal of Applied Mathematics & Statistics 16 (M10), 11-37, 2010 | 13 | 2010 |
| The implied risk aversion from utility indifference option pricing in a stochastic volatility model FE Benth, M Groth, C Lindberg International Journal of Applied Mathematics & Statistics 16 (M10), 11-37, 2010 | 13 | 2010 |
| The estimation of the Barndorff‐Nielsen and Shephard model from daily data based on measures of trading intensity C Lindberg Applied Stochastic Models in Business and Industry 24 (4), 277-289, 2008 | 11 | 2008 |
| Portfolio optimization and statistics in stochastic volatility markets C Lindberg PQDT-Global, 2005 | 11 | 2005 |
| Pairs trading with opportunity cost C Lindberg Journal of Applied Probability 51 (1), 282-286, 2014 | 9 | 2014 |
| Error distributions for random grid approximations of multidimensional stochastic integrals C Lindberg, H Rootzén | 9 | 2013 |
| Portfolio optimization and a factor model in a stochastic volatility market C Lindberg Stochastics An International Journal of Probability and Stochastic Processes …, 2006 | 9 | 2006 |
| Portfolio optimization for an investor with a benchmark R Korn, C Lindberg Decisions in Economics and Finance 37, 373-384, 2014 | 8 | 2014 |
| Robust portfolio optimization C Lindberg Chalmers University of Technology, 2007 | 1 | 2007 |
| A note on contracts on quadratic variation C Lindberg Plos one 12 (3), e0174133, 2017 | | 2017 |
| Merton’s problem for an investor with a benchmark in a Barndorff-Nielsen and Shephard market J Lennartsson, C Lindberg SpringerPlus 4, 1-11, 2015 | | 2015 |
| Investing equally in risk C Lindberg Decisions in Economics and Finance 36, 39-46, 2013 | | 2013 |
| Trading on a momentum opportunity C Lindberg Math. Finance Lett. 1 (1), 1-7, 2012 | | 2012 |
