Snorre Lindset

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Affiliations

• Norges teknisk-naturvitenskaplige universitet (NTNU) / Fakultet for Økonomi / Institutt for Samfunnsøkonomi
  • EDIRC entry
  • location:

Research profile

author of:

• Do Dividend Flows Affect Stock Returns? (RePEc:bla:jfnres:v:41:y:2018:i:1:p:149-174)
  by Joakim Kvamvold & Snorre Lindset
• Risk-Based Pre-Funding of Guaranty Funds in Life Insurance (RePEc:bpj:apjrin:v:2:y:2008:i:2:n:5)
  by Lindset Snorre
• Defined Contribution Based Pension Plans (RePEc:cup:anacsi:v:1:y:2006:i:01:p:129-164_00)
  by Lindset, S.
• Continuous Monitoring: Does Credit Risk Vanish? 1 (RePEc:cup:astinb:v:39:y:2009:i:02:p:577-589_00)
  by Lindset, Snorre & Persson, Svein-Arne
• A Monte Carlo approach for the American put under stochastic interest rates (RePEc:eee:dyncon:v:31:y:2007:i:4:p:1081-1105)
  by Lindset, Snorre & Lund, Arne-Christian
• Backdating executive stock options--An ex ante valuation (RePEc:eee:dyncon:v:35:y:2011:i:10:p:1731-1743)
  by Eikseth, Hans Marius & Lindset, Snorre
• Credit risk and asymmetric information: A simplified approach (RePEc:eee:dyncon:v:39:y:2014:i:c:p:98-112)
  by Lindset, Snorre & Lund, Arne-Christian & Persson, Svein-Arne
• Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach (RePEc:eee:ejores:v:185:y:2008:i:3:p:1680-1689)
  by Fleten, Stein-Erik & Lindset, Snorre
• Optimal information acquisition for a linear quadratic control problem (RePEc:eee:ejores:v:199:y:2009:i:2:p:435-441)
  by Lindset, Snorre & Lund, Arne-Christian & Matsen, Egil
• A note on a barrier exchange option: The world's simplest option formula? (RePEc:eee:finlet:v:3:y:2006:i:3:p:207-211)
  by Lindset, Snorre & Persson, Svein-Arne
• Pricing of multi-period rate of return guarantees (RePEc:eee:insuma:v:33:y:2003:i:3:p:629-644)
  by Lindset, Snorre
• Pricing of multi-period rate of return guarantees: The Monte Carlo approach (RePEc:eee:insuma:v:39:y:2006:i:1:p:135-149)
  by Bakken, Henrik & Lindset, Snorre & Olson, Lars Hesstvedt
• A note on capital asset pricing and heterogeneous taxes (RePEc:eee:jbfina:v:33:y:2009:i:3:p:573-577)
  by Eikseth, Hans Marius & Lindset, Snorre
• How do asset encumbrance and debt regulations affect bank capital and bond risk? (RePEc:eee:jbfina:v:44:y:2014:i:c:p:39-54)
  by Helberg, Stig & Lindset, Snorre
• Risk protection from risky collateral: Evidence from the euro bond market (RePEc:eee:jbfina:v:70:y:2016:i:c:p:193-213)
  by Helberg, Stig & Lindset, Snorre
• Valuing the flexibility of currency choice in multinational trade with stochastic exchange rates (RePEc:eee:mulfin:v:15:y:2005:i:2:p:137-153)
  by Lindset, Snorre
• Can an influential and responsible investor indeed be influential through responsible investments? Evidence from a $1 trillion fund (RePEc:eee:reveco:v:89:y:2024:i:pa:p:1120-1135)
  by Nguyen, Quynh Trang & Lindset, Snorre & Eriksen, Sondre Hansen & Skara, Marie
• Discontinuous Hedging Strategies for Multi‐period Guarantees in Life Insurance (RePEc:eme:jrfpps:eb022979)
  by Snorre Lindset
• Risk Taking and Fiscal Smoothing with Sovereign Wealth Funds in Advanced Economies (RePEc:gam:jijfss:v:7:y:2019:i:1:p:4-:d:196279)
  by Snorre Lindset & Knut Anton Mork
• A Note on a Barrier Exchange Option: The World’s Simplest Option Formula? (RePEc:hhs:nhhfms:2005_005)
  by Lindset, Snorre & Persson, Svein-Arne
• Continuous Monitoring: Look before You Leap (RePEc:hhs:nhhfms:2008_008)
  by Lindset, Snorre & Persson, Svein-Arne
• Credit Spreads and Incomplete Information (RePEc:hhs:nhhfms:2008_009)
  by Lindset, Snorre & Lund, Arne-Christian & Persson, Svein-Arne
• Institutional spending policies: implications for future asset values and spending (RePEc:kap:fmktpm:v:32:y:2018:i:1:d:10.1007_s11408-018-0304-9)
  by Snorre Lindset & Egil Matsen
• Collateral affects return risk: evidence from the euro bond market (RePEc:kap:fmktpm:v:34:y:2020:i:1:d:10.1007_s11408-019-00343-2)
  by Stig Helberg & Snorre Lindset
• Relative Guarantees (RePEc:kap:geneva:v:29:y:2004:i:2:p:187-209)
  by Snorre Lindset
• Bank Debt Regulations Implications for Bank Capital and Bond Risk (RePEc:nst:samfok:14813)
  by Stig Helberg & Snorre Lindset
• Investing it, spending it: Interactions between Spending and Investment Decisions with a Sovereign Wealth Fund (RePEc:nst:samfok:17016)
  by Snorre Lindset & Knut Anton Mork
• Optimal Portfolio Choice and Investment in Education (RePEc:nst:samfok:8707)
  by Egil Matsen & Snorre Lindset
• Relative Guarantees (RePEc:pal:genrir:v:29:y:2004:i:2:p:187-209)
  by Snorre Lindset
• Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach (RePEc:pra:mprapa:220)
  by Fleten, Stein-Erik & Lindset, Snorre
• Instantaneous caps and floors on the short-rate (RePEc:rsk:journ4:2161004)
  by Snorre Lindset
• Index trading and portfolio risk (RePEc:spr:jecfin:v:41:y:2017:i:1:d:10.1007_s12197-015-9334-6)
  by Joakim Kvamvold & Snorre Lindset
• Are taxes sufficient for CAPM rejection? (RePEc:taf:apeclt:v:19:y:2012:i:18:p:1813-1816)
  by Hans Marius Eikseth & Snorre Lindset
• A Generalization of the Formulas for Options on the Maximum or the Minimum of Several Assets (RePEc:taf:eurjfi:v:12:y:2006:i:8:p:717-730)
  by Snorre Lindset
• A Technique for Reducing Discretization Bias from Monte Carlo Simulations: Option Pricing under Stochastic Interest Rates (RePEc:taf:eurjfi:v:13:y:2007:i:6:p:545-564)
  by Snorre Lindset & Arne-Christian Lund
• Human capital investment and optimal portfolio choice (RePEc:taf:eurjfi:v:17:y:2011:i:7:p:539-552)
  by Snorre Lindset & Egil Matsen
• Understanding bull and bear ETFs (RePEc:taf:eurjfi:v:18:y:2012:i:2:p:149-165)
  by Raymond Haga & Snorre Lindset
• Pricing American exchange options in a jump‐diffusion model (RePEc:wly:jfutmk:v:27:y:2007:i:3:p:257-273)
  by Snorre Lindset
• Trade‐Off Theory for Dual Holders (RePEc:wly:jmoncb:v:56:y:2024:i:7:p:1611-1643)
  by Snorre Lindset & Guttorm Nygård & Svein‐Arne Persson