Tidsskriftspublikasjoner

• Westgaard, Sjur; Frydenberg, Stein; Århus, Gisle Hoel; Frydenberg, Marina. (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. vol. 13 (4).
• Henriksen, Tom Erik Sønsteng; Pichler, Alois; Westgaard, Sjur; Frydenberg, Stein. (2018) Can commodities dominate stock and bond portfolios?. Annals of Operations Research.
• Frydenberg, Stein; Hrafnkelsson, Kjartan; Bromseth, Vegard Strand; Westgaard, Sjur. (2017) Hedge Fund Strategies and Time-Varying Alphas and Betas. The journal of wealth management. vol. 19 (4).
• 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. vol. 41 (1 and 2).
• 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. vol. 38 (2).
• Frydenberg, Stein; Reiakvam, Oddvar Hallset; Thyness, Stian Borgen; Westgaard, Sjur. (2013) Hedge Funds—Risk Exposure in Different Quantiles and Market Sentiments. Journal of Investing. vol. 22 (3).
• 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. vol. 20 (1).
• Westgaard, Sjur; Estenstad, Maria; Seim, Maria Anglevik; Frydenberg, Stein. (2011) Co-integration of ICE Gas oil and Crude oil futures. Energy Economics. vol. 33 (2).
• Westgaard, Sjur; Frydenberg, Stein. (2011) Hedgefond - avkastning og risiko 1992-2011. Praktisk økonomi & finans. vol. 27 (3).
• Haug, Espen Gaarder; Frydenberg, Stein; Westgaard, Sjur. (2010) Distribution and Statistical Behavior of Implied Volatility. Business Valuation Review. vol. 29 (4).
• 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. vol. 3 (2).
• Ask-Henriksen, Hege; Stjern, Siri Tinnen; Frydenberg, Stein. (2009) Hvilke faktorer vektlegges ved valg av kapitalstruktur? En empirisk studie av den norske eiendomsbransjen. Magma - Tidsskrift for økonomi og ledelse. vol. 12 (8).
• Frydenberg, Stein; Lindset, Snorre; Westgaard, Sjur. (2008) Hedge Fund Return Statistics 1994-2005. Journal of Investing. vol. 17 (1).
• Talberg, Magnus; Winge, Christian; Frydenberg, Stein; Westgaard, Sjur. (2008) Capital Structure Across Industries. International Journal of the Economics of Business. vol. 15 (2).
• Westgaard, Sjur; Eidet, Amund; Frydenberg, Stein; Grosås, Thor Christian. (2008) Investigating the Capital Structure of UK Real Estate Companies. Journal of Property Research. vol. 25 (1).
• Frydenberg, Stein; Westgaard, Sjur; Grøneng, Magnus Slåttekjær; Nygård, Geir Ø.. (2006) Hedgefonds - Sett med et norsk perspektiv. Beta. vol. 2.
• Frydenberg, Stein. (2004) Determinants of Corporate Capital Structure of Norwegian Manufacturing Firms. ?.
• Frydenberg, Stein. (2003) A Dynamic Model of Corporate Capital Structure. ?.

Del av bok/rapport

• Frydenberg, Stein. (2011) Capital structure theories and empirical tests : an overview. Capital structure and corporate financing decisions : theory, evidence, and practice.
• Frydenberg, Stein. (2007) Investeringsanalyse og selskapsfinansiering. Concept rapport.