5
H index
0
i10 index
63
Citations
Snorre Lindset : Citation Profile
Norges teknisk-naturvitenskaplige universitet (NTNU) | RESEARCH PRODUCTION: 32 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (2003 - 2024). 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 |
| Insurance: Mathematics and Economics | 2 |
| European Journal of Operational Research | 2 |
| Financial Markets and Portfolio Management | 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 (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | A parametric approach to institutional quality and bank cost inefficiency in diversity context: The case of Italy. (2024). Barra, Cristian ; Papaccio, Anna. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:95:y:2024:i:3:p:723-759. Full description at Econpapers || Download paper |
| 2025 | The stock market and corporate consequences of ethical exclusions by the world’s largest fund. (2025). Ødegaard, Bernt ; Berle, Erika ; He, Wanwei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s1042443125000642. Full description at Econpapers || Download paper |
| 2025 | Modeling and pricing credit risk with a focus on recovery risk. (2025). Liu, Haibo ; Tang, Qihe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002310. Full description at Econpapers || Download paper |
| 2024 | Asset encumbrance in banks: Is systemic risk affected?. (2024). Querci, Francesca ; Ielasi, Federica ; Cipollini, Fabrizio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002490. Full description at Econpapers || Download paper |
| 2024 | Reduced disclosure and default risk: analysis of smaller reporting companies. (2024). Chevapatrakul, Thanaset ; Yin, Shiyan ; Huang, Rong ; Yao, Kai. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:1:d:10.1007_s11156-024-01262-8. Full description at Econpapers || Download paper |
| 2032 | A pitfall in models of external habit formation. (2032). Mork, Knu Anton. In: Working Paper Series. RePEc:nst:samfok:20325. 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 | 2 |
| 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 | 7 |
| 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 nother 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 nother 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 | 7 |
| 2014 | How do asset encumbrance and debt regulations affect bank capital and bond risk? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 9 |
| 2016 | Risk protection from risky collateral: Evidence from the euro bond market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
| 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 |
| 2024 | Can an influential and responsible investor indeed be influential through responsible investments? Evidence from a $1 trillion fund In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 2003 | Discontinuous Hedging Strategies for Multi‐period Guarantees in Life Insurance In: Journal of Risk Finance. [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 | 8 |
| 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 |
| 2020 | Collateral affects return risk: evidence from the euro bond market 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 nother 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 |
| Instantaneous caps and floors on the short-rate In: Journal of Risk. [Full Text][Citation analysis] | article | 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 |
| 2024 | Trade‐Off Theory for Dual Holders In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team