Jens Soerlie Kvaerner
Positions:
Quant in Trading, Hafslund
Adjunct Associate Professor, Department of Finance, BI Norwegian Business School
Research Interest:
Asset Pricing, Machine Learning, and Household Finance
Contact information:
Teaching:
Master: Finance Applications in Data Science (2024), Data Science (2021-2023), Derivatives (2018-2019), and Global Asset Management (2018-2020)
PhD: Topics in Empirical Asset Pricing (2020-2023)
Journal Publications:
Investor Factors (with Sebastien Betermier, Laurent E. Calvet, and Samuli Knüpfer. )
Journal of Finance 2024; Forthcoming.
Best Paper Award on Asset Pricing at the 2021 Northern Finance Association conference.
Winner of the 2021 Morgan Stanley Best Paper Award in Investments at the annual Academic Research Colloquium for Financial Planning.
Inefficient Regulation: Mortgages versus Total Credit (with Artashes Karapetyan and Maximilian Rohrer.)
Review of Finance, 2023.
How Large Are Bequest Motives? Estimates Based on Health Shocks
Review of Financial Studies, 2022. Internet Appendix.
Cancer and Portfolio Choice: Evidence from Norwegian Register Data (with Trond Doeskeland.)
Review of Finance, 2021.
Papers Under Review:
Partial Homeownership: A Quantitative Analysis (with Eirik E. Brandsaas.)
Revise and Resubmit, Journal of Financial Economics.
Working Papers:
Asset Pricing:
NEW: Do Households Matter for Asset Prices? (with Samuli Knüpfer, Bahar Sen Dogan, and Petra Vokata)
Expected Return, Realized Return, and Machine Learning (with Julio Crego and Marc Stam.)
Global Equity Yields (with Jan Sandoval.)
Evolutionary Arbitrage (with Julio Crego, Aavald Sommervoll, Dag Einar Sommervoll, and Niek Stevens.)
Household Finance:
Leverage Regulation and Housing Inequality (with Nicola Pavanini and Yushi Peng.)
The Economic Value of Eliminating Diseases (with Julio Crego, Daniel Karpati, and Luc Renneboog. )
Systematic Labor Income Risk, Firm Insurance, and the Financial Behavior of Households (with Fabio Braggion and Giuseppe Floccari.)
Five Facts About the Money Holdings of Individuals and Firms (with Sebastien Betermier and Laurent E. Calvet.)
Grants:
Optimal Trading in Characteristic-Based Portfolios (Inquire Europe, 10,000 EUR, 2024-2025.)
Machine Learning and Transaction Costs (CFA Society VBA Netherlands, 25,000 EUR, 2022-2024.)
On the Economic Value of Eliminating Diseases (Tilburg University Fund, 15,000 EUR, 2022-2024.)
Individual Investors and Asset Prices (Finansmarkedsfondet, 90,000 EUR, 2020-2023. With Samuli Knüpfer. )
Investing in Low-Interest Rate Environment (NETSPAR. 20,000 EUR, 2021-2022.)
Health and Finance (Think Forward Initiative, 10,000 EUR, 2020-2021.)