Advanced Search
MyIDEAS: Login to follow this author

Frederik Lundtofte

Contents:

This is information that was supplied by Frederik Lundtofte in registering through RePEc. If you are Frederik Lundtofte , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Frederik
Middle Name:
Last Name: Lundtofte
Suffix:

RePEc Short-ID: plu241

Email:
Homepage: https://sites.google.com/site/frederiklundtofte
Postal Address:
Phone:

Affiliation

Nationalekonomiska Institutionen
Ekonomihögskolan
Lunds Universitet
Location: Lund, Sweden
Homepage: http://www.nek.lu.se/
Email:
Phone: +46 +46 222 0000
Fax: +46 +46 2224613
Postal: P.O. Box 7082, S-222 07 LUND
Handle: RePEc:edi:delunse (more details at EDIRC)

Works

as in new window

Working papers

  1. Asgharian, Hossein & Liu, Lu & Lundtofte, Frederik, 2014. "Institutional Quality, Trust and Stock Market Participation: Learning to Forget," Knut Wicksell Working Paper Series 2014/2, Knut Wicksell Centre for Financial Studies, Lund University.
  2. Lundtofte, Frederik & Wilhelmsson, Anders, 2011. "Idiosyncratic Risk and Higher-Order Cumulants," Working Papers 2011:33, Lund University, Department of Economics.
  3. Lundtofte, Frederik & Leoni, Patrick, 2010. "Growth Forecasts, Belief Manipulation and Capital Markets," Working Papers 2010:8, Lund University, Department of Economics, revised 30 May 2012.
  4. Frederik Lundtofte, 2006. "The Quality of Public Information and The Term Structure of Interest Rates," Swiss Finance Institute Research Paper Series 06-24, Swiss Finance Institute, revised Sep 2006.
  5. Lundtofte, Frederik, 2005. "Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy," Working Papers 2005:17, Lund University, Department of Economics.
  6. Lundtofte, Frederik, 2005. "Can An ”Estimation Factor” Help Explain Cross-Sectional Returns?," Working Papers 2005:18, Lund University, Department of Economics.

Articles

  1. Frederik Lundtofte, 2013. "The quality of public information and the term structure of interest rates," Review of Quantitative Finance and Accounting, Springer, vol. 40(4), pages 715-740, May.
  2. Lundtofte, Frederik & Wilhelmsson, Anders, 2013. "Risk premia: Exact solutions vs. log-linear approximations," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4256-4264.
  3. Frederik Lundtofte, 2010. "Implied volatility and risk aversion in a simple model with uncertain growth," Economics Bulletin, AccessEcon, vol. 30(1), pages 182-191.
  4. Lundtofte, Frederik, 2010. "A note on the pricing of IPOs," Economics Letters, Elsevier, vol. 106(2), pages 105-107, February.
  5. Frederik Lundtofte, 2009. "Can An 'Estimation Factor' Help Explain Cross-Sectional Returns?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(5-6), pages 705-724.
  6. Frederik Lundtofte, 2009. "Endogenous Acquisition of Information and the Equity Home Bias," Economica, London School of Economics and Political Science, vol. 76(304), pages 741-759, October.
  7. Lundtofte, Frederik, 2008. "Expected life-time utility and hedging demands in a partially observable economy," European Economic Review, Elsevier, vol. 52(6), pages 1072-1096, August.
  8. Frederik Lundtofte, 2006. "The Effect of Information Quality on Optimal Portfolio Choice," The Financial Review, Eastern Finance Association, vol. 41(2), pages 157-185, 05.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2010-08-21
  2. NEP-CFN: Corporate Finance (1) 2005-02-27
  3. NEP-CTA: Contract Theory & Applications (1) 2010-08-21
  4. NEP-FOR: Forecasting (1) 2010-08-21
  5. NEP-REG: Regulation (1) 2010-08-21
  6. NEP-RMG: Risk Management (1) 2005-02-27
  7. NEP-UPT: Utility Models & Prospect Theory (2) 2007-10-20 2011-10-15. Author is listed

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Frederik Lundtofte should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.