Default probabilities in a corporate bank portfolio: A logistic model approach. - Sjur Westgaard; Nico van der Wijst (Eur. J. Oper. Res., 2001)

Can commodities dominate stock and bond portfolios? - Tom Erik Sønsteng Henriksen; Alois Pichler; Sjur Westgaard; Stein Frydenberg (Ann. Oper. Res., 2019)

Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil. - Jilong Chen; Christian-Oliver Ewald; Ruolan Ouyang; Sjur Westgaard; Xiaoxia Xiao (Ann. Oper. Res., 2022)