5
H index
0
i10 index
53
Citations
Snorre Lindset : Citation Profile
Norges teknisk-naturvitenskaplige universitet (NTNU) | RESEARCH PRODUCTION: 27 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2003 - 2019). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Snorre Lindset. | Is cited by:
| Cites to:
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Main data
Where Snorre Lindset has published?
| Journals with more than one article published | # docs |
|---|---|
| The European Journal of Finance | 4 |
| Journal of Economic Dynamics and Control | 3 |
| Journal of Banking & Finance | 3 |
| European Journal of Operational Research | 2 |
| Insurance: Mathematics and Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Discussion Papers / Norwegian School of Economics, Department of Business and Management Science | 3 |
Recent works citing Snorre Lindset (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2022 | Dynamic spending and portfolio decisions with a soft social norm. (2022). Bjerketvedt, Vegard Skonseng ; Tronnes, Haakon Andreas ; Harang, Fabian Andsem ; Mork, Knut Anton. In: Papers. RePEc:arx:papers:2212.10053. Full description at Econpapers || Download paper |
| 2021 | Asset encumbrance in euro area banks: analysing trends, drivers and prediction properties for individual bank crises. (2021). Cesati, Enrico ; Berthonnaud, Pierre ; Vroege, Robert ; Siakoulis, Vasileios ; Schwarz, Claudia ; Schneider, Ludwig ; Lanciani, Marcello ; Kick, Heinrich ; Jager, Kirsten ; Drudi, Maria Ludovica. In: Occasional Paper Series. RePEc:ecb:ecbops:2021261. Full description at Econpapers || Download paper |
| 2021 | Write-down bonds, credit risk and imperfect information. (2021). Li, Shasha ; Zhao, Zhiming ; Tang, Huiling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000176. Full description at Econpapers || Download paper |
| 2021 | Bail-in vs bail-out: Bank resolution and liability structure. (2021). Tarelli, Andrea ; Sbuelz, Alessandro ; Leanza, Luca. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302830. Full description at Econpapers || Download paper |
| 2021 | Cojump risks and their impacts on option pricing. (2021). Liao, Szu-Lang ; Chen, Jun-Home ; Lian, Yu-Min. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:399-410. Full description at Econpapers || Download paper |
| 2021 | Seasoned Equity Offerings and Differences in Share-Price Impact by Firm Categories. (2021). Zaby, Simon. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:3:p:36-:d:593058. Full description at Econpapers || Download paper |
| 2022 | Differential taxation and security market lines–a clarification. (2022). Lahmann, Alexander ; Krause, Marko. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:1:d:10.1007_s11156-022-01040-4. Full description at Econpapers || Download paper |
| 2021 | Soft habits. (2021). Bjerketvedt, Vegard Skonseng ; Mork, Knut Anton. In: Working Paper Series. RePEc:nst:samfok:18921. Full description at Econpapers || Download paper |
| 2023 | Stock Market Participation: The Role of Human Capital. (). Neelakantan, Urvi ; Ionescu, Felicia ; Athreya, Kartik. In: Review of Economic Dynamics. RePEc:red:issued:18-378. Full description at Econpapers || Download paper |
| 2022 | Approximate pricing of American exchange options with jumps. (2022). Yang, Zhaojun ; Kalev, Petko ; Elliott, Robert J ; Lian, Guanghua. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:6:p:983-1001. Full description at Econpapers || Download paper |
Works by Snorre Lindset:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | DO DIVIDEND FLOWS AFFECT STOCK RETURNS? In: Journal of Financial Research. [Full Text][Citation analysis] | article | 1 |
| 2008 | Risk-Based Pre-Funding of Guaranty Funds in Life Insurance In: Asia-Pacific Journal of Risk and Insurance. [Full Text][Citation analysis] | article | 0 |
| 2006 | Defined Contribution Based Pension Plans In: Annals of Actuarial Science. [Full Text][Citation analysis] | article | 0 |
| 2009 | Continuous Monitoring: Does Credit Risk Vanish? 1 In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2007 | A Monte Carlo approach for the American put under stochastic interest rates In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 4 |
| 2011 | Backdating executive stock options--An ex ante valuation In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 2014 | Credit risk and asymmetric information: A simplified approach In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 4 |
| 2008 | Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 1 |
| 2006 | Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Optimal information acquisition for a linear quadratic control problem In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 2 |
| 2006 | A note on a barrier exchange option: The worlds simplest option formula? In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2005 | A Note on a Barrier Exchange Option: The World’s Simplest Option Formula?.(2005) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2003 | Pricing of multi-period rate of return guarantees In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 1 |
| 2006 | Pricing of multi-period rate of return guarantees: The Monte Carlo approach In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 0 |
| 2009 | A note on capital asset pricing and heterogeneous taxes In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
| 2014 | How do asset encumbrance and debt regulations affect bank capital and bond risk? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
| 2016 | Risk protection from risky collateral: Evidence from the euro bond market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
| 2005 | Valuing the flexibility of currency choice in multinational trade with stochastic exchange rates In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 0 |
| 2019 | Risk Taking and Fiscal Smoothing with Sovereign Wealth Funds in Advanced Economies In: IJFS. [Full Text][Citation analysis] | article | 6 |
| 2008 | Continuous Monitoring: Look before You Leap In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Credit Spreads and Incomplete Information In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Institutional spending policies: implications for future asset values and spending In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 1 |
| 2004 | Relative Guarantees In: The Geneva Papers on Risk and Insurance Theory. [Full Text][Citation analysis] | article | 5 |
| 2004 | Relative Guarantees.(2004) In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2013 | Bank Debt Regulations Implications for Bank Capital and Bond Risk In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Investing it, spending it: Interactions between Spending and Investment Decisions with a Sovereign Wealth Fund In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Optimal Portfolio Choice and Investment in Education In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Index trading and portfolio risk In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2012 | Are taxes sufficient for CAPM rejection? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2006 | A Generalization of the Formulas for Options on the Maximum or the Minimum of Several Assets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2007 | A Technique for Reducing Discretization Bias from Monte Carlo Simulations: Option Pricing under Stochastic Interest Rates In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2011 | Human capital investment and optimal portfolio choice In: The European Journal of Finance. [Full Text][Citation analysis] | article | 3 |
| 2012 | Understanding bull and bear ETFs In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2007 | Pricing American exchange options in a jump?diffusion model In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2023. Contact: CitEc Team