Jens Soerlie Kvaerner
Position:
Assistant Professor of Finance,
Department of Finance,
Tilburg University
Contact information:
Research Interest:
Asset Pricing, Household Finance, Machine Learning
Teaching:
Master: Data Science for Finance (2021-2023), Derivatives (2018-2019), and Global Asset Management (2018-2020)
PhD: Topics in Empirical Asset Pricing (2020-2022)
Journal Publications:
Inefficient Regulation: Mortgages versus Total Credit (with Artashes Karapetyan and Maximilian Rohrer.)
Review of Finance, 2023. Accepted.
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:
What Do the Portfolios of Individual Investors Reveal About the Cross-Section of Equity Returns? (with Sebastien Betermier, Laurent E. Calvet, and Samuli Knüpfer. )
Journal of Finance; revise and resubmit.
Best Paper Award on Asset Pricing at 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.
Working Papers:
Asset Pricing:
Global Equity Yields (with Jan Sandoval.)
February 2023.
Machine Learning and Expected Returns (with Julio Crego and Marc Stam.)
February 2023.
Evolutionary Arbitrage (with Julio Crego, Aavald Sommervoll, Dag Einar Sommervoll, and Niek Stevens.)
November 2022.
Household Finance:
Partial Homeownership: A Quantitative Analysis (with Eirik E. Brandsaas.)
July 2023.
Leverage Regulation and Housing Inequality (with Nicola Pavanini and Yushi Peng.)
May 2023.
Systematic Income Risk and Households’ Portfolios (with Fabio Braggion and Giuseppe Floccari.)
December 2022.
The Economic Value of Eliminating Diseases (with Julio Crego, Daniel Karpati, and Luc Renneboog. )
November 2022.
Five Facts About the Money Holdings of Individuals and Firms (with Sebastien Betermier and Laurent E. Calvet.)
September 2022.
Grants:
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.)