Details about Snorre Lindset

Access statistics for papers by Snorre Lindset.

Last updated 2019-01-18. Update your information in the RePEc Author Service.

Short-id: pli1029

Working Papers

2016

1. Investing it, spending it: Interactions between Spending and Investment Decisions with a Sovereign Wealth Fund
   Working Paper Series, Department of Economics, Norwegian University of Science and Technology

2013

2. Bank Debt Regulations Implications for Bank Capital and Bond Risk
   Working Paper Series, Department of Economics, Norwegian University of Science and Technology

2008

3. Continuous Monitoring: Look before You Leap
   Discussion Papers, Norwegian School of Economics, Department of Business and Management Science
4. Credit Spreads and Incomplete Information
   Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (1)

2007

5. Optimal Portfolio Choice and Investment in Education
   Working Paper Series, Department of Economics, Norwegian University of Science and Technology

2006

6. Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach, European Journal of Operational Research, Elsevier (2008) View citations (1) (2008)

2005

7. A Note on a Barrier Exchange Option: The World’s Simplest Option Formula?
   Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (1)
   See also Journal Article A note on a barrier exchange option: The world's simplest option formula?, Finance Research Letters, Elsevier (2006) View citations (1) (2006)

Journal Articles

2019

1. Risk Taking and Fiscal Smoothing with Sovereign Wealth Funds in Advanced Economies
   IJFS, 2019, 7, (1), 1-24 View citations (7)

2018

2. DO DIVIDEND FLOWS AFFECT STOCK RETURNS?
   Journal of Financial Research, 2018, 41, (1), 149-174 View citations (2)
3. Institutional spending policies: implications for future asset values and spending
   Financial Markets and Portfolio Management, 2018, 32, (1), 53-76 View citations (1)

2017

4. Index trading and portfolio risk
   Journal of Economics and Finance, 2017, 41, (1), 78-99

2016

5. Risk protection from risky collateral: Evidence from the euro bond market
   Journal of Banking & Finance, 2016, 70, (C), 193-213 View citations (3)

2014

6. Credit risk and asymmetric information: A simplified approach
   Journal of Economic Dynamics and Control, 2014, 39, (C), 98-112 View citations (7)
7. How do asset encumbrance and debt regulations affect bank capital and bond risk?
   Journal of Banking & Finance, 2014, 44, (C), 39-54 View citations (9)

2012

8. Are taxes sufficient for CAPM rejection?
   Applied Economics Letters, 2012, 19, (18), 1813-1816
9. Understanding bull and bear ETFs
   The European Journal of Finance, 2012, 18, (2), 149-165 View citations (2)

2011

10. Backdating executive stock options--An ex ante valuation
    Journal of Economic Dynamics and Control, 2011, 35, (10), 1731-1743 View citations (1)
11. Human capital investment and optimal portfolio choice
    The European Journal of Finance, 2011, 17, (7), 539-552 View citations (3)

2009

12. A note on capital asset pricing and heterogeneous taxes
    Journal of Banking & Finance, 2009, 33, (3), 573-577 View citations (7)
13. Continuous Monitoring: Does Credit Risk Vanish? 1
    ASTIN Bulletin, 2009, 39, (2), 577-589
14. Optimal information acquisition for a linear quadratic control problem
    European Journal of Operational Research, 2009, 199, (2), 435-441 View citations (2)

2008

15. Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach
    European Journal of Operational Research, 2008, 185, (3), 1680-1689 View citations (1)
    See also Working Paper Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach, MPRA Paper (2006) (2006)
16. Risk-Based Pre-Funding of Guaranty Funds in Life Insurance
    Asia-Pacific Journal of Risk and Insurance, 2008, 2, (2), 10

2007

17. A Monte Carlo approach for the American put under stochastic interest rates
    Journal of Economic Dynamics and Control, 2007, 31, (4), 1081-1105 View citations (4)
18. A Technique for Reducing Discretization Bias from Monte Carlo Simulations: Option Pricing under Stochastic Interest Rates
    The European Journal of Finance, 2007, 13, (6), 545-564
19. Pricing American exchange options in a jump‐diffusion model
    Journal of Futures Markets, 2007, 27, (3), 257-273 View citations (5)

2006

20. A Generalization of the Formulas for Options on the Maximum or the Minimum of Several Assets
    The European Journal of Finance, 2006, 12, (8), 717-730
21. A note on a barrier exchange option: The world's simplest option formula?
    Finance Research Letters, 2006, 3, (3), 207-211 View citations (1)
    See also Working Paper A Note on a Barrier Exchange Option: The World’s Simplest Option Formula?, Discussion Papers (2005) View citations (1) (2005)
22. Defined Contribution Based Pension Plans
    Annals of Actuarial Science, 2006, 1, (1), 129-164
23. Pricing of multi-period rate of return guarantees: The Monte Carlo approach
    Insurance: Mathematics and Economics, 2006, 39, (1), 135-149

2005

24. Valuing the flexibility of currency choice in multinational trade with stochastic exchange rates
    Journal of Multinational Financial Management, 2005, 15, (2), 137-153

2004

25. Relative Guarantees
    The Geneva Risk and Insurance Review, 2004, 29, (2), 187-209 View citations (5)
    Also in The Geneva Papers on Risk and Insurance Theory, 2004, 29, (2), 187-209 (2004) View citations (3)

2003

26. Pricing of multi-period rate of return guarantees
    Insurance: Mathematics and Economics, 2003, 33, (3), 629-644 View citations (2)