Jens Soerlie Kvaerner

Tilburg University

Assistant Professor of Finance

Warandelaan 2

Tilburg, -- 4818HK

Norway

http://www.jenskvaerner.com/

Tilburg University - Department of Finance

P.O. Box 90153

Tilburg, 5000 LE

Netherlands

http://https://www.jenskvaerner.com/

  • Tilburg University

    • Email
    • Tel: 40242704
    • Fax: 0364

  • Tilburg University - Department of Finance

SCHOLARLY PAPERS

14

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11

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2

Scholarly Papers (14)

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1.

Investor Factors

Journal of Finance forthcoming
Number of pages: 115 Posted: 02 Mar 2021 Last Revised: 30 May 2024
Sebastien Betermier, Laurent E. Calvet, Samuli Knüpfer and Jens Soerlie Kvaerner
McGill University - Desautels Faculty of Management, SKEMA Business School, Aalto University School of Business and Tilburg University
Downloads 1,659 (21,227)
Citation 2

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Asset pricing, factor-based investing, household finance, portfolio allocation.

2.

Expected Return, Realized Return, and Machine Learning

Number of pages: 60 Posted: 02 Feb 2023 Last Revised: 19 Jul 2024
Julio A. Crego, Jens Soerlie Kvaerner and Marc Stam
Tilburg University, Tilburg University and Tilburg University
Downloads 668 (76,432)

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JEL Codes: G12, G11 Expected Stock Returns, Machine Learning, Equity Options, Big Data

3.

How Large Are Bequest Motives? Estimates Based on Health Shocks

Number of pages: 50 Posted: 14 Jun 2017 Last Revised: 21 Nov 2022
Jens Soerlie Kvaerner
Tilburg University
Downloads 512 (106,630)
Citation 4

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4.

Evolutionary Arbitrage

Number of pages: 42 Posted: 15 Mar 2022 Last Revised: 29 Nov 2022
Julio A. Crego, Jens Soerlie Kvaerner, Åvald Sommervoll, Dag Einar Sommervoll and Niek Stevens
Tilburg University, Tilburg University, Digital infrastructure and security, Norwegian University of Life Sciences (NMBU) and SIG-i Capital AG
Downloads 350 (165,359)

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Statistical Arbitrage, Mimicking Portfolio, Corporate bond ETFs, Evolutionary algorithms

5.

Leverage Regulation and Housing Inequality

Number of pages: 49 Posted: 26 May 2023 Last Revised: 18 Apr 2024
Jens Soerlie Kvaerner, Nicola Pavanini and Yushi Peng
Tilburg University, Tilburg University and Tilburg University
Downloads 243 (242,147)

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Housing demand, housing supply, leverage regulation, housing quality, dynamic discrete choice

6.

Global Equity Yields

Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2023
Number of pages: 73 Posted: 08 Feb 2023
Jens Soerlie Kvaerner and Jan Sandoval
Tilburg University and Tilburg University
Downloads 225 (259,774)

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International Finance, Equity Yields, Term-Structure, Equity Risk Premium, Dividend Growth Expectations, Exchange Rate Predictability

7.

Cancer and Portfolio Choice: Evidence from Norwegian Register Data

Number of pages: 56 Posted: 11 Feb 2020 Last Revised: 28 Nov 2022
Trond Døskeland and Jens Soerlie Kvaerner
NHH Norwegian School of Economics and Tilburg University
Downloads 223 (262,008)
Citation 3

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portfolio choice, health shocks, cancer

8.

Partial Homeownership: A Quantitative Analysis

Number of pages: 62 Posted: 24 Jul 2023 Last Revised: 30 Aug 2024
Eirik E. Brandsaas and Jens Soerlie Kvaerner
Board of Governors of the Federal Reserve System and Tilburg University
Downloads 208 (279,483)

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Partial Homeownership, Housing Affordability, Innovation, Financial Stability

9.

Five Facts About the Money Holdings of Individuals and Firms

Number of pages: 53 Posted: 28 Sep 2022
Sebastien Betermier, Laurent E. Calvet and Jens Soerlie Kvaerner
McGill University - Desautels Faculty of Management, SKEMA Business School and Tilburg University
Downloads 170 (335,177)

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Money demand, household finance, corporate cash holdings, portfolio choice, low interest rates.

10.

Systematic Labor Income Risk, Firm Insurance, and the Financial Behavior of Households

Number of pages: 61 Posted: 27 Dec 2022 Last Revised: 09 Mar 2024
Fabio Braggion, Giuseppe Floccari and Jens Soerlie Kvaerner
Tilburg University - Tilburg University School of Economics and Management, Tilburg University - Department of Finance and Tilburg University
Downloads 154 (364,428)

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Income risk, portfolio choice, income expectations, causal effects

11.

The Economic Value of Eliminating Diseases

CentER Discussion Paper Nr. 2022-029
Number of pages: 62 Posted: 12 Dec 2022 Last Revised: 22 Jan 2024
Julio A. Crego, Daniel Karpati, Jens Soerlie Kvaerner and Luc Renneboog
Tilburg University, Erasmus University Rotterdam (EUR) - Department of Business Economics, Tilburg University and Tilburg University - Department of Finance
Downloads 134 (407,089)

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health shocks, life cycle, health economics, public health expenditure.

12.

Inefficient Regulation: Mortgages versus Total Credit

Number of pages: 62 Posted: 28 May 2021 Last Revised: 17 Apr 2023
Artashes Karapetyan, Jens Soerlie Kvaerner and Maximilian Rohrer
ESSEC Business School, Tilburg University and NHH - Norwegian School of Economics
Downloads 128 (421,727)
Citation 1

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Loan-to-value; macroprudential regulation; mortgages; regulatory arbitrage

13.

Do Households Matter for Asset Prices?

Number of pages: 59 Posted: 21 Aug 2024
Samuli Knüpfer, Jens Soerlie Kvaerner, Bahar Sen Dogan and Petra Vokata
Aalto University School of Business, Tilburg University, Tilburg University and Ohio State University (OSU) - Department of Finance
Downloads 38 (826,292)

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Retail Trading, Portfolio Choice, Asset Demand System, Return Volatility JEL Classification: G11, G12, G50

14.

Partial Homeownership: A Quantitative Analysis

FEDS Working Paper No. 2024-70
Number of pages: 63 Posted: 04 Sep 2024
Eirik Brandsaas and Jens Soerlie Kvaerner
Federal Reserve Board of Governors and Tilburg University
Downloads 5 (1,140,890)

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Partial Homeownership, Housing Affordability, Financial Innovation, Financial Stability