Snorre Lindset

Norwegian University of Science and Technology (NTNU)

Trondheim NO-7491

Norway

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 42,553

SSRN RANKINGS

Top 42,553

in Total Papers Downloads

1,014

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (11)

1.

Determinants of Excess (Credit) Spreads: Evidence from the US Bond Market from 1919 to 2006

Number of pages: 30 Posted: 26 Mar 2007
Snorre Lindset and Sjur Westgaard
Norwegian University of Science and Technology (NTNU) and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Downloads 341 (89,557)
Citation 3

Abstract:

Loading...

Credit risk, excess spreads, structural model, long time

2.

Do Dividend Distributions Affect Stock Returns?

Journal of Financial Research, Forthcoming
Number of pages: 38 Posted: 09 Feb 2016 Last Revised: 08 Jan 2018
Joakim Kvamvold and Snorre Lindset
Folketrygdfondet and Norwegian University of Science and Technology (NTNU)
Downloads 192 (161,195)

Abstract:

Loading...

dividend distributions, reinvestment, price impact, institutional investors, mutual funds

3.

Optimal Hedging Strategies for Multi-Period Guarantees in the Presence of Transaction Costs: A Stochastic Programming Approach

European Journal of Operational Research, Vol. 185, No. 3, pp. 1680-1689, 2008
Number of pages: 17 Posted: 03 May 2006 Last Revised: 27 Jan 2012
Stein-Erik Fleten and Snorre Lindset
Norwegian University of Science and Technology (NTNU) and Norwegian University of Science and Technology (NTNU)
Downloads 136 (216,327)

Abstract:

Loading...

multi-period guarantee, optimal hedging strategies, transaction costs, stochastic programming

4.

Credit Spreads and Incomplete Information

NHH Dept. of Finance & Management Science Discussion Paper No. 2008/9
Number of pages: 23 Posted: 21 May 2008 Last Revised: 10 Dec 2011
Norwegian University of Science and Technology (NTNU), Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH)
Downloads 108 (256,905)
Citation 2

Abstract:

Loading...

Credit risk, credit spreads, delayed information, asymmetric information

5.

What is the Economic Value of Backdating Executive Stock Options?

Number of pages: 32 Posted: 07 Feb 2009
Hans Marius Eikseth and Snorre Lindset
NTNU Norwegian University of Science and Technology and Norwegian University of Science and Technology (NTNU)
Downloads 70 (336,479)

Abstract:

Loading...

Backdating of executive stock options, lookback options, Sarbanes-Oxley Act

6.

Bank Debt Regulations and Instruments: Implications for Bank Capital and Bond Risk

Norwegian University of Science and Technology Working Paper No. 10/2013
Number of pages: 42 Posted: 15 Jun 2013 Last Revised: 03 Sep 2013
Stig Helberg and Snorre Lindset
Norwegian University of Science and Technology (NTNU) and Norwegian University of Science and Technology (NTNU)
Downloads 60 (364,581)

Abstract:

Loading...

Bank debt regulations, optimal bank capital, bond risk

7.

Continuous Monitoring: Look Before You Leap

NHH Dept. of Finance & Management Science Discussion Paper No. 2008/8
Number of pages: 22 Posted: 21 May 2008
Snorre Lindset and Svein-Arne Persson
Norwegian University of Science and Technology (NTNU) and Norwegian School of Economics (NHH)
Downloads 54 (383,454)

Abstract:

Loading...

credit risk for non-life insurers, guarantee fund, continuous monitoring, barrier options

8.

Dual Holders: Valuation, Default Policy, and Capital Structure

Number of pages: 46 Posted: 24 May 2019
Snorre Lindset, Guttorm Nygård and Svein-Arne Persson
Norwegian University of Science and Technology (NTNU), affiliation not provided to SSRN and Norwegian School of Economics (NHH)
Downloads 40 (433,676)

Abstract:

Loading...

Dual holders, optimal default policy, optimal capital structure

9.

Collateral Affects Return Risk: Evidence From the Euro Bond Market

Number of pages: 45 Posted: 28 May 2019
Stig Helberg and Snorre Lindset
Norwegian University of Science and Technology (NTNU) and Norwegian University of Science and Technology (NTNU)
Downloads 13 (575,864)

Abstract:

Loading...

Collateral, systematic risk, unsystematic risk, instrument-specific risk

10.

Hedge Fund Return Statistics 1994-2005

Journal of Investing, Spring 2008
Posted: 26 Mar 2007 Last Revised: 14 Sep 2008
Stein Frydenberg, Snorre Lindset and Sjur Westgaard
NTNU Business School - Norwegian University of Science and Technology (NTNU), Norwegian University of Science and Technology (NTNU) and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology

Abstract:

Loading...

Hedge Fund, Risk, Returns, Distribution

11.

A Note on a Barrier Exchange Option: The World's Simplest Option Formula?

Finance Research Letters, Vol. 3, No. 3, pp. 207-211, 2006, NHH Dept. of Finance & Management Science Discussion Paper No. 2005/5
Posted: 19 Mar 2007
Snorre Lindset and Svein-Arne Persson
Norwegian University of Science and Technology (NTNU) and Norwegian School of Economics (NHH)

Abstract:

Loading...