Jens Soerlie Kvaerner

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 2025. 

• 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. 

• Think Forward Initiative version.

Papers Under Review:

Partial Homeownership: A Quantitative Analysis (with Eirik E. Brandsaas.)

Revise and Resubmit, Journal of Financial Economics.

Health Risk and Economic Value: Quantifying the Insurance, Financial, and Fiscal Implications of Reducing Disease Burden (with Julio Crego, Daniel Karpati, and Luc Renneboog. )

Revise and Resubmit, Review of Financial Studies.

• Tilburg University Fund 

Working Papers:

Do Households Matter for Asset Prices? (with Carter Davis, Samuli Knüpfer, Bahar Sen Dogan, and Petra Vokata)

Expected Return, Realized Return, and Machine Learning (with Julio Crego and Marc Stam.)

Leverage Regulation and Housing Inequality (with Nicola Pavanini and Yushi Peng.)

Systematic Labor Income Risk, Firm Insurance, and the Financial Behavior of Households (with Fabio Braggion and Giuseppe Floccari.)

Genetic Mimicking Portfolios for ETF Arbitrage (with Julio Crego,  Aavald Sommervoll,  Dag  Einar Sommervoll, and Niek Stevens.)

New Papers Coming Soon:

Financial Integration and the Equity Term Structure: Insights from 150 Years of UK Data (with Jan Sandoval and Ole Wilms.)

Magnificent, but Not Extraordinary: Market Concentration in the US and Beyond (with Per Bye  and Bas J.M. Werker.)

Asset Price Bubbles and Upward-Sloping Demand: A Demand System Perspective (with Per Bye and Bas J.M. Werker.)

Optimal Trading in Characteristic-Based Portfolios (with Doron Avramov, Dion Bongaerts, and Julio Crego.)

Long Run Factor Returns (with Jan Sandoval and Stig Lundeby.)

The Equity Term Structure: Reconciling Facts (with Jan Sandoval and Ole Wilms.)

Grants:

Financial Flows, Financial Market Regulation, and Exchange Rate Dynamics (Finansmarkedsfondet. 360,000 EUR.  2024- With Olav Syrstad (PI).) 

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 (PI). )

Investing in a Low-Interest Rate Environment (NETSPAR. 20,000 EUR, 2021-2022.) 

Health and Finance (Think Forward Initiative, 10,000 EUR, 2020-2021.)