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Frederik Lundtofte

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
RePEc Short-ID:plu241
Lund, Sweden

: +46 +46 222 0000
+46 +46 2224613
P.O. Box 7082, S-222 07 LUND
RePEc:edi:delunse (more details at EDIRC)
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  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.
  1. Lundtofte, Frederik, 2015. "Banks’ pooling of corporate debt: An application of the restated diversification theorem," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 249-263.
  2. Lundtofte, Frederik & Leoni, Patrick, 2014. "Growth forecasts, belief manipulation and capital markets," European Economic Review, Elsevier, vol. 70(C), pages 108-125.
  3. Lundtofte, Frederik & Wilhelmsson, Anders, 2013. "Risk premia: Exact solutions vs. log-linear approximations," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4256-4264.
  4. 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.
  5. Frederik Lundtofte, 2010. "Implied volatility and risk aversion in a simple model with uncertain growth," Economics Bulletin, AccessEcon, vol. 30(1), pages 182-191.
  6. Lundtofte, Frederik, 2010. "A note on the pricing of IPOs," Economics Letters, Elsevier, vol. 106(2), pages 105-107, February.
  7. 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.
  8. 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.
  9. 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.
  10. Frederik Lundtofte, 2006. "The Effect of Information Quality on Optimal Portfolio Choice," The Financial Review, Eastern Finance Association, vol. 41(2), pages 157-185, May.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (2) 2005-02-27 2005-02-27
  2. NEP-UPT: Utility Models & Prospect Theory (2) 2007-10-20 2011-10-15
  3. NEP-CBA: Central Banking (1) 2010-08-21
  4. NEP-CFN: Corporate Finance (1) 2005-02-27
  5. NEP-CTA: Contract Theory & Applications (1) 2010-08-21
  6. NEP-FOR: Forecasting (1) 2010-08-21
  7. NEP-REG: Regulation (1) 2010-08-21
  8. NEP-RMG: Risk Management (1) 2005-02-27
  9. NEP-SOC: Social Norms & Social Capital (1) 2015-01-09

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