Dag Einar Sommervoll

Norwegian University of Life Sciences (NMBU)

As

As

Oslo, Norway, 1432

Norway

NTNU Business School

Norway

SCHOLARLY PAPERS

7

DOWNLOADS

727

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

Evolutionary Arbitrage

Number of pages: 42 Posted: 15 Mar 2022 Last Revised: 29 Nov 2022
Tilburg University, Tilburg University, Digital infrastructure and security, Norwegian University of Life Sciences (NMBU) and SIG-i Capital AG
Downloads 339 (167,739)

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

2.

The Effect of the Countercyclical Capital Buffer on the Stability of the Housing Market

Number of pages: 46 Posted: 08 Feb 2023
Julia Braun, Hans-Peter Burghof and Dag Einar Sommervoll
University of Hohenheim, University of Hohenheim and Norwegian University of Life Sciences (NMBU)
Downloads 126 (418,554)

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Real estate finance, housing market cycles, housing market stability, Basel III, financial regulation, countercyclical capital buffer, agent-based model, computational economics

3.

The volatility of housing prices: Do different types of financial intermediaries affect housing market cycles differently?

Braun, J., Burghof, HP., Langer, J. et al. The Volatility of Housing Prices: Do Different Types of Financial Intermediaries Affect Housing Market Cycles Differently?. J Real Estate Finan Econ (2022)
Number of pages: 32 Posted: 30 Nov 2021 Last Revised: 06 Jul 2022
Julia Braun, Hans-Peter Burghof, Dag Einar Sommervoll and Julius Langer
University of Hohenheim, University of Hohenheim, Norwegian University of Life Sciences (NMBU) and University of Hohenheim - Faculty of Business, Economics and Social Sciences
Downloads 114 (448,437)
Citation 2

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Housing financing, financial intermediation, housing market cycles, housing market stability, agent-based model, heterogeneous agents, building and loan associations

4.

Hedging Home Equity Risk: Examination of a Nobel Idea

Forthcoming in Journal of Housing Research
Number of pages: 26 Posted: 02 Feb 2020
Dag Einar Sommervoll and Steve Swidler
Norwegian University of Life Sciences (NMBU) and Lafayette College - Department of Economics & Business
Downloads 64 (639,752)

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Home equity risk, house price risk, hedging, real estate futures contracts

5.

Coming of Age: Renovation Premiums in Housing Markets

Number of pages: 32 Posted: 07 Mar 2022
Mari Olsen Mamre and Dag Einar Sommervoll
Norwegian University of Life Sciences (NMBU) and Norwegian University of Life Sciences (NMBU)
Downloads 44 (758,022)

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Renovation, hedonic estimation, house price indices, real estate listings, random forest

6.

Reaping the Premium. A Rent-Gap Perspective on Urban Redevelopment

Number of pages: 23 Posted: 16 Aug 2022
Berit Irene Nordahl and Dag Einar Sommervoll
affiliation not provided to SSRN and Norwegian University of Life Sciences (NMBU)
Downloads 28 (884,056)

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House Prices, Real estate developers, Brownfields, Greyfields, Infill, Sustainable Urban Planning

7.

Pricing and Incentives in the Housing Market

Number of pages: 79 Posted: 02 Dec 2023
Oslo Metropolitan University, Norges Bank - Research Department, Oslo Metropolitan University and Norwegian University of Life Sciences (NMBU)
Downloads 12 (1,044,023)
Citation 1

Abstract:

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Auctions, Bidding, Principal-agent, Strategic pricing, Directed search