Frederik Lundtofte

Universitetslektor, PhD
Fler filtreringsmöjligheter
  1. 2018
  2. The effect of stricter capital regulation on banks’ risk-taking: Theory and evidence

    Frederik Lundtofte & Nielsen, C. Y., 2018 nov 11, I : European Financial Management.

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  3. Unequal Returns: Using the Atkinson Index to Measure Financial Risk

    Thomas Fischer & Frederik Lundtofte, 2018, (Working Papers; nr. 2018:25).

    Forskningsoutput: Working paper

  4. 2017
  5. Information, stochastic dominance and bidding: The case of Treasury auctions

    Leoni, P. & Frederik Lundtofte, 2017 apr 1, I : Economics Letters. 153, s. 80-82 3 s.

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  6. Risk aversion, noise, and optimal investments

    Hjördis Hardardottir & Frederik Lundtofte, 2017 mar 1, I : Journal of Portfolio Management. 43, 3, s. 51-59 9 s.

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  7. 2016
  8. Risk Aversion, Noise and Optimal Portfolios

    Frederik Lundtofte & Hjördis Hardardottir, 2016, (Accepted/In press) I : Journal of Portfolio Management.

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  9. 2015
  10. 2014
  11. Growth Forecasts, Belief Manipulation and Capital Markets

    Frederik Lundtofte & Leoni, P., 2014, I : European Economic Review. 70, s. 108-125

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  12. Institutional Quality, Trust and Stock-Market Participation: Learning to Forget

    Hossein Asgharian, Liu, L. & Frederik Lundtofte, 2014, Department of Economics, Lund Universtiy, 48 s. (Working Paper / Department of Economics, School of Economics and Management, Lund University; nr. 39).

    Forskningsoutput: Working paper

  13. 2013
  14. Risk Premia: Exact Solutions vs. Log-Linear Approximations

    Anders Vilhelmsson & Frederik Lundtofte, 2013, I : Journal of Banking & Finance. 37, 11, s. 4256-4264

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  15. The quality of public information and the term structure of interest rates

    Frederik Lundtofte, 2013, I : Review of Quantitative Finance and Accounting. 40, 4, s. 715-740

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  16. 2010
  17. A Note on the Pricing of IPOs

    Frederik Lundtofte, 2010, I : Economics Letters. 106, 2, s. 105-107

    Forskningsoutput: TidskriftsbidragLetter

  18. Implied Volatility and Risk Aversion in a Simple Model with Uncertain Growth

    Frederik Lundtofte, 2010, (Accepted/In press) I : Economics Bulletin. 30, 1, s. 182-191

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  19. 2009
  20. Can An "Estimation Factor" Help Explain Cross-Sectional Returns?

    Frederik Lundtofte, 2009, I : Journal of Business Finance & Accounting. 36, 5-6, s. 705-724

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  21. Endogenous Acquisition of Information and the Equity Home Bias

    Frederik Lundtofte, 2009, I : Economica. 76, 304, s. 741-759

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  22. 2008
  23. Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy

    Frederik Lundtofte, 2008, I : European Economic Review. 52, 6, s. 1072-1096

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  24. 2006
  25. The Effect of Information Quality on Optimal Portfolio Choice

    Frederik Lundtofte, 2006, I : Financial Review. 41, 2, s. 157-185

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  26. 2005
  27. Can An "Estimation Factor" Help Explain Cross-Sectional Returns?

    Frederik Lundtofte, 2005, Department of Economics, Lund Universtiy, (Working Papers, Department of Economics, Lund University; nr. 18).

    Forskningsoutput: Working paper

  28. Essays on Incomplete Information in Financial Markets

    Frederik Lundtofte, 2005, Department of Economics, Lund Universtiy. 128 s.

    Forskningsoutput: AvhandlingDoktorsavhandling (sammanläggning)

  29. Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy

    Frederik Lundtofte, 2005, Department of Economics, Lund Universtiy, (Working Papers, Department of Economics, Lund University; nr. 17).

    Forskningsoutput: Working paper