Jens Soerlie Kvaerner

Tilburg University

Assistant Professor of Finance

Warandelaan 2

Tilburg, -- 4818HK

Norway

http://www.jenskvaerner.com/

  • Tilburg University

    • Email
    • Tel: 40242704
    • Fax: 0364
SCHOLARLY PAPERS

12

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Scholarly Papers (12)

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1.

Investor Factors

Number of pages: 103 Posted: 02 Mar 2021 Last Revised: 21 Aug 2023
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 1,267 (28,411)
Citation 2

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

2.

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 474 (105,152)
Citation 4

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3.

Machine Learning and Expected Returns

Number of pages: 58 Posted: 02 Feb 2023 Last Revised: 20 Jun 2023
Julio A. Crego, Jens Soerlie Kvaerner and Marc Stam
Tilburg University, Tilburg University and Tilburg University
Downloads 386 (133,559)

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Machine Learning, Big Data, Equity Options, Return Prediction, Cross-Section of Returns, Transaction Costs

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 291 (180,873)

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

5.

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 189 (273,873)

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portfolio choice, health shocks, cancer

6.

Global Equity Yields

Number of pages: 73 Posted: 08 Feb 2023
Jens Soerlie Kvaerner and Jan Sandoval
Tilburg University and Tilburg University
Downloads 152 (330,195)

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

7.

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 141 (350,725)

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

8.

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 122 (391,689)
Citation 1

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

9.

Systematic Income Risk and Households’ Portfolios

Number of pages: 56 Posted: 27 Dec 2022 Last Revised: 21 Aug 2023
Fabio Braggion, Giuseppe Floccari and Jens Soerlie Kvaerner
Tilburg University - Tilburg University School of Economics and Management, Banca d'Italia and Tilburg University
Downloads 114 (411,571)

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Income risk, portfolio choice, income expectations, causal effects

10.

The Economic Value of Eliminating Diseases

CentER Discussion Paper Nr. 2022-029
Number of pages: 55 Posted: 12 Dec 2022
Julio A. Crego, Daniel Karpati, Jens Soerlie Kvaerner and Luc Renneboog
Tilburg University, Tilburg University, Tilburg University and Tilburg University - Department of Finance
Downloads 93 (473,991)

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health shocks, household finance, life cycle, health economics, public health expenditure, labor earnings, labor participation, mortality, medical expenses

11.

Leverage Regulation and Housing Inequality

Number of pages: 45 Posted: 26 May 2023 Last Revised: 18 Jul 2023
Jens Soerlie Kvaerner, Nicola Pavanini and Yushi Peng
Tilburg University, Tilburg University and Tilburg University
Downloads 84 (504,888)

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

12.

Partial Homeownership: A Quantitative Analysis

Number of pages: 55 Posted: 24 Jul 2023
Eirik E. Brandsaas and Jens Soerlie Kvaerner
Board of Governors of the Federal Reserve System and Tilburg University
Downloads 66 (578,353)

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Household Finance, Housing, Financial Innovation, House Prices, Affordable Housing, Financial Stability