1

Risk Aversion, Noise, and Optimal Investments

Hardardottir, Hjördis, Lundtofte, Frederik
Journal:
The Journal of Portfolio Management
Year:
2017
Language:
english
File:
PDF, 437 KB
english, 2017
3

Banks' Credit-Portfolio Choices and Risk-Based Capital Regulation

Lundtofte, Frederik, Nielsen, Caren Yinxia
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 1.03 MB
english, 2017
4

Risk premia: Exact solutions vs. log-linear approximations

Lundtofte, Frederik, Wilhelmsson, Anders
Journal:
Journal of Banking & Finance
Year:
2013
Language:
english
File:
PDF, 567 KB
english, 2013
5

Endogenous Acquisition of Information and the Equity Home Bias

FREDERIK LUNDTOFTE
Journal:
Economica
Year:
2009
Language:
english
File:
PDF, 214 KB
english, 2009
7

Endogenous Acquisition of Information and the Equity Home Bias

Frederik Lundtofte
Journal:
Economica
Year:
2009
Language:
english
File:
PDF, 2.29 MB
english, 2009
8

Growth forecasts, belief manipulation and capital markets

Lundtofte, Frederik, Leoni, Patrick
Journal:
European Economic Review
Year:
2014
Language:
english
File:
PDF, 510 KB
english, 2014
10

The Effect of Information Quality on Optimal Portfolio Choice

Lundtofte, Frederik
Journal:
SSRN Electronic Journal
Year:
2005
Language:
english
File:
PDF, 1.70 MB
english, 2005
11

The Effect of Information Quality on Optimal Portfolio Choice

Frederik Lundtofte
Journal:
Financial Review
Year:
2006
Language:
english
File:
PDF, 371 KB
english, 2006
13

The Quality of Public Information and the Term Structure of Interest Rates

Lundtofte, Frederik
Journal:
SSRN Electronic Journal
Year:
2011
Language:
english
File:
PDF, 335 KB
english, 2011
14

A note on the pricing of IPOs

Frederik Lundtofte
Journal:
Economics Letters
Year:
2010
Language:
english
File:
PDF, 122 KB
english, 2010
15

Information, stochastic dominance and bidding: The case of Treasury auctions

Leoni, Patrick, Lundtofte, Frederik
Journal:
Economics Letters
Year:
2017
Language:
english
File:
PDF, 417 KB
english, 2017
16

Growth Forecasts, Belief Manipulation and Capital Markets

Lundtofte, Frederik, Leoni, Patrick L.
Journal:
SSRN Electronic Journal
Year:
2012
Language:
english
File:
PDF, 665 KB
english, 2012
17

Banks' Pooling of Corporate Debt: An Application of the Restated Diversification Theorem

Lundtofte, Frederik
Journal:
SSRN Electronic Journal
Year:
2011
Language:
english
File:
PDF, 327 KB
english, 2011
18

Endogenous Acquisition of Information and the Equity Home Bias

Lundtofte, Frederik
Journal:
SSRN Electronic Journal
Year:
2007
Language:
english
File:
PDF, 272 KB
english, 2007
19

Can An ‘Estimation Factor’ Help Explain Cross-Sectional Returns?

Frederik Lundtofte
Journal:
Journal of Business Finance & Accounting
Year:
2009
Language:
english
File:
PDF, 154 KB
english, 2009
20

Unequal Returns: Using the Atkinson Index to Measure Financial Risk

Fischer, Thomas, Lundtofte, Frederik
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 639 KB
english, 2017
21

Expected life-time utility and hedging demands in a partially observable economy

Frederik Lundtofte
Journal:
European Economic Review
Year:
2008
Language:
english
File:
PDF, 276 KB
english, 2008
23

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

Lundtofte, Frederik
Journal:
SSRN Electronic Journal
Year:
2009
Language:
english
File:
PDF, 380 KB
english, 2009