Dag Einar Sommervoll

Norwegian University of Life Sciences (NMBU)

As

As

Oslo, Norway, 1432

Norway

NTNU Business School

Norway

  • Norwegian University of Life Sciences (NMBU)

  • NTNU Business School

SCHOLARLY PAPERS

6

DOWNLOADS

494

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (6)

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1.

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 222 (220,765)

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

2.

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 111 (389,846)
Citation 1

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

3.

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 65 (540,443)

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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

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 54 (590,950)

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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 26 (764,401)

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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 16 (848,044)

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