Jens Soerlie Kvaerner

Position:

Assistant Professor of Finance,

Department of Finance,

Tilburg University

Curriculum Vitae

Contact information

jkverner@gmail.com

Research Interests:

Asset Pricing, Household Finance, and Machine Learning


Teaching:

Master: Data Science for Finance (2022, 2021), Derivatives (2018-2019), and Global Asset Management (2018-2020)

PhD: Advanced Topics in Asset Pricing (2020, 2021)


Journal Publications:

Cancer and Portfolio Choice: Evidence from Norwegian Register Data (Review of Finance, 2021. Think Forward Initiative version. With Trond Doeskeland.)


Papers Under Review:

Intergenerational Altruism: Estimates Based on News About Expected Mortality (Review of Financial Studies; conditional acceptance)

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:

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:

Which Disease Should We Cure? It Depends On Who You Ask (with Julio Crego, Daniel Karpati, and Luc Renneboog.)

Systematic Income Risk (with Fabio Braggion and Giuseppe Floccari.)

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.)

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.)