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Details about Frederik Lundtofte

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Homepage:https://sites.google.com/site/frederiklundtofte
Workplace:Nationalekonomiska Institutionen (Department of Economics), Ekonomihögskolan (Lund School of Economics), Lunds Universitet (Lund University), (more information at EDIRC)

Access statistics for papers by Frederik Lundtofte.

Last updated 2016-04-13. Update your information in the RePEc Author Service.

Short-id: plu241


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Working Papers

2014

  1. Institutional Quality, Trust and Stock Market Participation: Learning to Forget
    Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies Downloads View citations (1)
    Also in Working Papers, Lund University, Department of Economics (2014) Downloads View citations (4)

2013

  1. Growth Forecasts, Belief Manipulation and Capital Markets
    Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies Downloads View citations (3)
    Also in Working Papers, Lund University, Department of Economics (2012) Downloads

    See also Journal Article in European Economic Review (2014)

2011

  1. Idiosyncratic Risk and Higher-Order Cumulants
    Working Papers, Lund University, Department of Economics Downloads

2006

  1. Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (1)
    Also in Working Papers, Lund University, Department of Economics (2005) View citations (1)

    See also Journal Article in European Economic Review (2008)
  2. The Quality of Public Information and The Term Structure of Interest Rates
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (1)
    See also Journal Article in Review of Quantitative Finance and Accounting (2013)

2005

  1. Can An ”Estimation Factor” Help Explain Cross-Sectional Returns?
    Working Papers, Lund University, Department of Economics View citations (1)

Journal Articles

2015

  1. Banks’ pooling of corporate debt: An application of the restated diversification theorem
    The North American Journal of Economics and Finance, 2015, 31, (C), 249-263 Downloads

2014

  1. Growth forecasts, belief manipulation and capital markets
    European Economic Review, 2014, 70, (C), 108-125 Downloads View citations (3)
    See also Working Paper (2013)

2013

  1. Risk premia: Exact solutions vs. log-linear approximations
    Journal of Banking & Finance, 2013, 37, (11), 4256-4264 Downloads View citations (2)
  2. The quality of public information and the term structure of interest rates
    Review of Quantitative Finance and Accounting, 2013, 40, (4), 715-740 Downloads View citations (4)
    See also Working Paper (2006)

2010

  1. A note on the pricing of IPOs
    Economics Letters, 2010, 106, (2), 105-107 Downloads
  2. Implied volatility and risk aversion in a simple model with uncertain growth
    Economics Bulletin, 2010, 30, (1), 182-191 Downloads View citations (1)

2009

  1. Endogenous Acquisition of Information and the Equity Home Bias
    Economica, 2009, 76, (304), 741-759 Downloads View citations (2)

2008

  1. Expected life-time utility and hedging demands in a partially observable economy
    European Economic Review, 2008, 52, (6), 1072-1096 Downloads View citations (10)
    See also Working Paper (2006)

2006

  1. The Effect of Information Quality on Optimal Portfolio Choice
    The Financial Review, 2006, 41, (2), 157-185 Downloads View citations (4)
 
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