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Frederik Lundtofte

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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:
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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)
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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 & Wilhelmsson, Anders, 2013. "Risk premia: Exact solutions vs. log-linear approximations," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4256-4264.
  2. 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.
  3. Lundtofte, Frederik, 2010. "A note on the pricing of IPOs," Economics Letters, Elsevier, vol. 106(2), pages 105-107, February.
  4. Frederik Lundtofte, 2010. "Implied volatility and risk aversion in a simple model with uncertain growth," Economics Bulletin, AccessEcon, vol. 30(1), pages 182-191.
  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.
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-FIN: Finance (2) 2005-02-27 2005-02-27. Author is listed
  5. NEP-FOR: Forecasting (1) 2010-08-21
  6. NEP-REG: Regulation (1) 2010-08-21
  7. NEP-RMG: Risk Management (1) 2005-02-27
  8. NEP-UPT: Utility Models & Prospect Theory (2) 2007-10-20 2011-10-15. Author is listed

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