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Jens Soerlie Kvaerner

BI Norwegian Business School

Research Scholar

Nydalsveien 37

Oslo, 0442

Norway

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 14,127

SSRN RANKINGS

Top 14,127

in Total Papers Downloads

8,493

TOTAL CITATIONS

17

Scholarly Papers (18)

1.

Investor Factors

Journal of Finance forthcoming
Number of pages: 115 Posted: 02 Mar 2021 Last Revised: 30 May 2024
McGill University - Desautels Faculty of Management, SKEMA Business School, Aalto University School of Business and BI Norwegian Business School
Downloads 2,333 (16,121)
Citation 8

Abstract:

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

2.

Transfer Learning for Expected Returns

Number of pages: 65 Posted: 02 Feb 2023 Last Revised: 05 Jun 2026
Julio A. Crego, Jens Soerlie Kvaerner and Marc Stam
Nova School of Business & Economics, BI Norwegian Business School and Tilburg University
Downloads 967 (60,872)

Abstract:

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JEL Codes: G12, G11 Expected Stock Returns, Transfer Learning, Equity Options, Accounting

3.

Magnificent, but Not Extraordinary: Market Concentration in the US and Beyond

Number of pages: 19 Posted: 21 Jan 2026 Last Revised: 23 Jan 2026
Per Bye, Jens Soerlie Kvaerner and Bas J.M. Werker
Tilburg University - Department of Finance, BI Norwegian Business School and Tilburg University
Downloads 610 (117,644)

Abstract:

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market concentration, size distribution of firms, portfolio choice

4.

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
BI Norwegian Business School
Downloads 578 (118,181)
Citation 4

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5.

Genetic Mimicking Portfolios for ETF Arbitrage

Number of pages: 29 Posted: 17 Jun 2025
BI Norwegian Business School, Nova School of Business & Economics, Norwegian University of Life Sciences (NMBU), affiliation not provided to SSRN and Tilburg University
Downloads 575 (127,568)

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Genetic Algorithm, Statistical Arbitrage, ETFs

6.

Leverage Regulation and Housing Inequality

Number of pages: 68 Posted: 26 May 2023 Last Revised: 20 Feb 2026
Jens Soerlie Kvaerner, Nicola Pavanini and Yushi Peng
BI Norwegian Business School, Tilburg University and Tilburg University
Downloads 464 (156,627)

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

7.

Genetic Mimicking Portfolios for ETF Arbitrage

Number of pages: 28 Posted: 15 Mar 2022 Last Revised: 25 Nov 2025
Nova School of Business & Economics, BI Norwegian Business School, Digital infrastructure and security, Norwegian University of Life Sciences (NMBU) and SIG-i Capital AG
Downloads 454 (162,966)

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

8.

Do Households Matter for Asset Prices?

Fisher College of Business Working Paper No. 2024-23
Number of pages: 59 Posted: 21 Aug 2024 Last Revised: 17 Mar 2025
Ohio State University (OSU) - Department of Finance, Aalto University School of Business, BI Norwegian Business School, Tilburg University and Ohio State University (OSU) - Department of Finance
Downloads 410 (185,218)

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

9.

Partial Homeownership: A Quantitative Analysis

Number of pages: 75 Posted: 24 Jul 2023 Last Revised: 07 Jan 2026
Eirik E. Brandsaas and Jens Soerlie Kvaerner
Board of Governors of the Federal Reserve System and BI Norwegian Business School
Downloads 380 (195,274)

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Partial Homeownership, Housing Affordability, Innovation, Financial Stability

10.

The Passthrough of the Business Cycle to Labor Income

Number of pages: 77 Posted: 27 Dec 2022 Last Revised: 05 Mar 2025
Fabio Braggion, Giuseppe Floccari and Jens Soerlie Kvaerner
Tilburg University - Tilburg University School of Economics and Management, Banca d'Italia and BI Norwegian Business School
Downloads 336 (228,895)

Abstract:

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Business Cycle Passthrough, Income Risk, Firm-Worker Risk Sharing, Households' Financial Choices

11.

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 BI Norwegian Business School
Downloads 302 (250,461)
Citation 4

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portfolio choice, health shocks, cancer

12.

Health Risk and Economic Value: Quantifying the Insurance, Financial, and Fiscal Implications of Reducing Disease Burden

CentER Discussion Paper Nr. 2022-029
Number of pages: 56 Posted: 12 Dec 2022 Last Revised: 25 Nov 2025
Julio A. Crego, Daniel Karpati, Jens Soerlie Kvaerner and Luc Renneboog
Nova School of Business & Economics, Erasmus University Rotterdam (EUR) - Department of Business Economics, BI Norwegian Business School and Tilburg University - Department of Finance
Downloads 241 (324,656)

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health shocks, life cycle, risk and insurance, public health expenditure, value of medical innovation

13.

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 BI Norwegian Business School
Downloads 219 (351,440)

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

14.

Health Risk and Economic Value: Quantifying the Insurance, Financial, and Fiscal Implications of Reducing Disease Burden

FEB-RN Research Paper No. 126/2025, HKU Jockey Club Enterprise Sustainability Global Research Institute Paper No. 2025/110
Number of pages: 185 Posted: 25 Jul 2025 Last Revised: 02 Dec 2025
Julio A. Crego, Daniel Karpati, Jens Soerlie Kvaerner and Luc Renneboog
Nova School of Business & Economics, Erasmus University Rotterdam (EUR) - Department of Business Economics, BI Norwegian Business School and Tilburg University - Department of Finance
Downloads 187 (411,650)

Abstract:

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risk and insurance, public health expenditure, value of medical innovation

15.

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, BI Norwegian Business School and NHH - Norwegian School of Economics
Downloads 141 (527,599)
Citation 1

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

16.

Financial Integration and the Equity Term Structure: Insights from 150 Years of UK Data

Number of pages: 82 Posted: 10 Dec 2025
Jens Soerlie Kvaerner, Jan Sandoval and Ole Wilms
BI Norwegian Business School, ESADE Business School and University of Hamburg
Downloads 116 (674,591)

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dividend strips, equity term structure, International asset pricing

17.

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 BI Norwegian Business School
Downloads 91 (759,537)

Abstract:

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Partial Homeownership, Housing Affordability, Financial Innovation, Financial Stability

18.

Horizon Mismatch in Factor Investing: Long-Run Evidence on Size and Value

Number of pages: 60 Posted: 27 Jan 2026
Jens Soerlie Kvaerner, Jan Sandoval and Stig R.H. Lundeby
BI Norwegian Business School, ESADE Business School and BI Norwegian Business School
Downloads 89 (883,195)

Abstract:

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E44 Long-Run Stock Returns, Historical Finance, Factor Investing, Portfolio Choice, Investment Horizons