Jens Soerlie Kvaerner
Position:
Assistant Professor of Finance,
Department of Finance,
Tilburg University
Contact information
jkverner@gmail.com
Research Interests:
Asset Pricing, Household Finance, and 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:
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 (Review of Finance, 2021. Think Forward Initiative version. With Trond Doeskeland.)
Papers Under Review:
What Do the Portfolios of Individual Investors Reveal About the Cross-Section of Equity Returns? (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. With Sebastien Betermier, Laurent E. Calvet, and Samuli Knüpfer.
Inefficient Regulation: Mortgages versus Total Credit (Review of Finance; revise and resubmit)
With Artashes Karapetyan and Maximilian Rohrer.
Working Papers:
Global Equity Yields (with Jan Sandoval.)
Machine Learning and Expected Returns (with Julio Crego and Marc Stam.)
The Economic Value of Eliminating Diseases (with Julio Crego, Daniel Karpati, and Luc Renneboog. )
Systematic Income Risk and Households’ Portfolios (with Fabio Braggion and Giuseppe Floccari.)
Five Facts About the Money Holdings of Individuals and Firms (with Sebastien Betermier and Laurent E. Calvet.)
Evolutionary Arbitrage (with Julio Crego, Aavald Sommervoll, Dag Einar Sommervoll, and Niek Stevens.)
Papers in Progress:
Portfolio Choice with Non-Tradable Risks (with Epsen Henriksen.)
Leverage Regulation and Social Mobility (with Nicola Pavanini and Yushi Peng.)
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.)