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Snorre Lindset
Snorre Lindset
Professor of Finance, NTNU
Verified email at ntnu.no
Title
Cited by
Cited by
Year
Pricing American exchange options in a jump‐diffusion model
S Lindset
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2007
222007
How do asset encumbrance and debt regulations affect bank capital and bond risk?
S Helberg, S Lindset
Journal of Banking & Finance 44, 39-54, 2014
212014
Credit risk and asymmetric information: A simplified approach
S Lindset, AC Lund, SA Persson
Journal of Economic Dynamics and Control 39, 98-112, 2014
212014
Relative guarantees
S Lindset
The Geneva Papers on Risk and Insurance Theory 29, 187-209, 2004
202004
Pricing of multi-period rate of return guarantees
S Lindset
Insurance: Mathematics and Economics 33 (3), 629-644, 2003
162003
Understanding bull and bear ETFs
R Haga, S Lindset
The European Journal of Finance 18 (2), 149-165, 2012
152012
Pricing of multi-period rate of return guarantees: The Monte Carlo approach
H Bakken, S Lindset, LH Olson
Insurance: Mathematics and Economics 39 (1), 135-149, 2006
152006
Do dividend flows affect stock returns?
J Kvamvold, S Lindset
Journal of Financial Research 41 (1), 149-174, 2018
132018
Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach
SE Fleten, S Lindset
European journal of operational research 185 (3), 1680-1689, 2008
132008
Hedge fund return statistics 1994-2005
S Frydenberg, S Lindset, S Westgaard
Journal of Investing, Spring, 2008
112008
Risk taking and fiscal smoothing with sovereign wealth funds in advanced economies
S Lindset, KA Mork
International Journal of Financial Studies 7 (1), 4, 2019
102019
Risk protection from risky collateral: Evidence from the euro bond market
S Helberg, S Lindset
Journal of Banking & Finance 70, 193-213, 2016
102016
A note on capital asset pricing and heterogeneous taxes
HM Eikseth, S Lindset
Journal of Banking & Finance 33 (3), 573-577, 2009
102009
A note on a barrier exchange option: The world's simplest option formula?
S Lindset, SA Persson
Finance Research Letters 3 (3), 207-211, 2006
102006
Human capital investment and optimal portfolio choice
S Lindset, E Matsen
The European Journal of Finance 17 (7), 539-552, 2011
92011
A Monte Carlo approach for the American put under stochastic interest rates
S Lindset, AC Lund
Journal of Economic Dynamics and Control 31 (4), 1081-1105, 2007
92007
Institutional spending policies: Implications for future asset values and spending
S Lindset, E Matsen
Financial Markets and Portfolio Management 32 (1), 53-76, 2018
82018
Optimal information acquisition for a linear quadratic control problem
S Lindset, AC Lund, E Matsen
European journal of operational research 199 (2), 435-441, 2009
62009
Can an Influential and Responsible Investor indeed be Influential through Responsible Investments? Evidence from a $1 Trillion Fund.
S Lindset, QT Nguyen
Evidence from a $1 Trillion Fund.(July 1, 2020), 2020
5*2020
A generalization of the formulas for options on the Maximum or the Minimum of several assets
S Lindset
The European Journal of Finance 12 (8), 717-730, 2006
42006
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Articles 1–20