Details about Frederik Lundtofte

Access statistics for papers by Frederik Lundtofte.

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

Short-id: plu241

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 View citations (5)
   Also in Working Papers, Lund University, Department of Economics (2014) View citations (5)

2013

2. Growth Forecasts, Belief Manipulation and Capital Markets
   Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies View citations (3)
   Also in Working Papers, Lund University, Department of Economics (2012)
   See also Journal Article Growth forecasts, belief manipulation and capital markets, European Economic Review, Elsevier (2014) View citations (4) (2014)

2011

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

2006

4. Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
   Also in Working Papers, Lund University, Department of Economics (2005) View citations (1)
   See also Journal Article Expected life-time utility and hedging demands in a partially observable economy, European Economic Review, Elsevier (2008) View citations (11) (2008)
5. The Quality of Public Information and The Term Structure of Interest Rates
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
   See also Journal Article The quality of public information and the term structure of interest rates, Review of Quantitative Finance and Accounting, Springer (2013) View citations (4) (2013)

2005

6. 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

2014

2. Growth forecasts, belief manipulation and capital markets
   European Economic Review, 2014, 70, (C), 108-125 View citations (4)
   See also Working Paper Growth Forecasts, Belief Manipulation and Capital Markets, Knut Wicksell Working Paper Series (2013) View citations (3) (2013)

2013

3. Risk premia: Exact solutions vs. log-linear approximations
   Journal of Banking & Finance, 2013, 37, (11), 4256-4264 View citations (5)
4. The quality of public information and the term structure of interest rates
   Review of Quantitative Finance and Accounting, 2013, 40, (4), 715-740 View citations (4)
   See also Working Paper The Quality of Public Information and The Term Structure of Interest Rates, Swiss Finance Institute Research Paper Series (2006) View citations (1) (2006)

2010

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

2009

7. Endogenous Acquisition of Information and the Equity Home Bias
   Economica, 2009, 76, (304), 741-759 View citations (3)

2008

8. Expected life-time utility and hedging demands in a partially observable economy
   European Economic Review, 2008, 52, (6), 1072-1096 View citations (11)
   See also Working Paper Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy, Swiss Finance Institute Research Paper Series (2006) View citations (1) (2006)

2006

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