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  1. Employees

Språkvelger

Norsk

Snorre Lindset

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Snorre Lindset

Professor
Department of Economics

snorre.lindset@ntnu.no
+4773412654 Adolf Øien-bygget, 5021, Gløshaugen, Klæbuveien 72
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CV

Publications

  • Chronological
  • By category
  • See all publications in Cristin

2024

  • Lindset, Snorre; Nygård, Guttorm; Persson, Svein Arne. (2024) Trade-Off Theory for Dual Holders. Journal of Money, Credit and Banking
    Academic article

2023

  • Bårdsen, Gunnar; Lindset, Snorre; Resch, Peter. (2023) Financing College Through Student Loans: An Incentive for Academic Performance?. Journal of Social Sciences (New York, N.Y.)
    Academic article
  • Nguyen, Quynh Trang; Lindset, Snorre; Eriksen, Sondre Hansen; Skara, Marie. (2023) Can an influential and responsible investor indeed be influential through responsible investments? Evidence from a $1 trillion fund. International Review of Economics and Finance
    Academic article

2022

  • Jokstad, Vebjørn; Lindset, Snorre; Tryland, Håvard. (2022) Exclusion Risk for Long-Term Investors. The journal of wealth management
    Academic article
  • Nguyen, Quynh Trang; Lindset, Snorre. (2022) Transparency Provides Transparency: A Fintech Marketplace for Large Bank Deposits. Social Science Research Network (SSRN)
    Academic article
  • Borge, Lars-Erik; Lindset, Snorre. (2022) Hva kjennetegner kommuner med høy refinansieringsrisiko?. Kommunal økonomi
    Popular scientific article
  • Borge, Lars-Erik; Lindset, Snorre. (2022) Kommunal låneforvaltning : En analyse av samlede og korte lån i norske kommuner. NTNU Samfunnsforskning AS
    Report

2020

  • Nguyen, Quynh Trang; Lindset, Snorre; Eriksen, Sondre Hansen; Skara, Maria. (2020) Can an Influential and Responsible Investor indeed be Influential through Responsible Investments? Evidence from a $1 Trillion Fund. Social Science Research Network (SSRN)
    Academic article
  • Helberg, Stig; Lindset, Snorre. (2020) Collateral affects return risk: evidence from the euro bond market. Financial Markets and Portfolio Management (FMPM)
    Academic article

2019

  • Lindset, Snorre; Mork, Knut A.. (2019) Risk Taking and Fiscal Smoothing with Sovereign Wealth Funds in Advanced Economies. International Journal of Financial Studies (IJFS)
    Academic article

2018

  • Kvamvold, Joakim; Lindset, Snorre. (2018) Do Dividend Flows Affect Stock Returns?. Journal of Financial Research
    Academic article
  • Lindset, Snorre; Matsen, Egil. (2018) Institutional spending policies: implications for future asset values and spending. Financial Markets and Portfolio Management (FMPM)
    Academic article

2016

  • Helberg, Stig; Lindset, Snorre. (2016) Risk protection from risky collateral: Evidence from the euro bond market. Journal of Banking & Finance
    Academic article
  • Lindset, Snorre; Persson, Svein-Arne. (2016) A Stochastic Mesh Size Simulation Algorithm for Pricing Barrier Options in a Jump-diffusion Model. Journal of Applied Operational Research
    Academic article

2015

  • Kvamvold, Joakim; Lindset, Snorre. (2015) Index trading and portfolio risk. Journal of Economics and Finance
    Academic article
  • Skogseth, Torstein U.; Lindset, Snorre. (2015) Ansatteopsjoner ved Oslo Børs. En Empirisk analyse av utbredelse og verdsetting. Institutt for samfunnsøkonomi, NTNU
    Masters thesis
  • Fornes, Øystein; Lindset, Snorre. (2015) Kostnaden ved å investere grønt på Oslo Børs. Institutt for samfunnsøkonomi, NTNU
    Masters thesis
  • Lindset, Snorre; Kvamvold, Joakim. (2015) Billigfond uten bivirkninger . Dagens næringsliv
    Feature article
  • Murvold, Espen; Lindset, Snorre. (2015) Verdsettelse gitt informasjonsforsinkelse. NTNU
    Masters thesis

2014

  • Heer, Joel; Lund, Vigdis; Lindset, Snorre. (2014) The effect of Loan-to-Value restrictions on Norwegian household debt. institutt for samfunnsøkonomi
    Masters thesis
  • Nygård, Guttorm; Lindset, Snorre. (2014) Når selskapets egenkapitaleiere også eier noe av selskapets gjeld. institutt for samfunnsøkonomi
    Masters thesis
  • Anderssen, Eugenia; Elgshøen, Oda; Lindset, Snorre. (2014) En teoretisk oppgave med utgangspunkt i modellene til Merton (1974), Leland (1994) og Leland og Toft (1996). institutt for samfunnsøkonomi
    Masters thesis
  • Hårstad, Fredrik; Lindset, Snorre. (2014) Test of the Efficient Market Hypothesis by Utilizing Statistical Arbitrage. institutt for samfunnsøkonomi
    Masters thesis
  • Helberg, Stig; Lindset, Snorre. (2014) How do asset encumbrance and debt regulations affect bank capital and bond risk?. Journal of Banking & Finance
    Academic article
  • Eliseeva, Ekaterina; Lindset, Snorre. (2014) Valuation of the Executive Stock options. An empirical investigation of the valuation models for the executive Stock options. institutt for samfunnsøkonomi
    Masters thesis
  • Lindset, Snorre; Lund, Arne-Christian; Persson, Svein-Arne. (2014) Credit risk and asymmetric information: A simplified approach. Journal of Economic Dynamics and Control
    Academic article

2013

  • Lindset, Snorre. (2013) Using the Cost-Of-Carry Formula to Determine Futures Prices: How Wrong Can You Be?. Journal of Contemporary Issues in Business Research
    Academic article
  • Løkken, Bjørnar Hallberg; Lindset, Snorre. (2013) Avkastning, risiko og diversifisering i høyrenteobligasjoner og aksjer i det amerikanske markedet. Bør man kun holde en aktivatype, eller er en kombinasjon av aksjer og høyrenteobligasjoner et bedre investeringsalternativ?. NTNU- Institutt for samfunnsøkonomi
    Masters thesis
  • Risa, Svein; Lindset, Snorre. (2013) Analyse av diversifiseringseffekten på Oslo Børs. NTNU- Institutt for samfunnsøkonomi
    Masters thesis

2012

  • Eikseth, Hans Marius; Lindset, Snorre. (2012) Are taxes sufficient for CAPM rejection?. Applied Economics Letters
    Academic article
  • Haga, Raymond; Lindset, Snorre. (2012) Understanding bull and bear ETFs. European Journal of Finance
    Academic article

2011

  • Lindset, Snorre; Matsen, Egil. (2011) Human capital investment and optimal portfolio choice. European Journal of Finance
    Academic article
  • Sushko, Tatiana Viktorovna; Lindset, Snorre. (2011) Hedging errors for Static Hedging Strategies. Institutt for samfunnsøkonomi
    Masters thesis
  • Eikseth, Hans Marius; Lindset, Snorre. (2011) Backdating executive stock options-An ex ante valuation. Journal of Economic Dynamics and Control
    Academic article

2010

  • Helbæk, Morten; Lindset, Snorre; McLellan, Brock. (2010) Corporate finance. McGraw-Hill McGraw-Hill
    Textbook
  • Lindset, Snorre; Ulvær, Andreas Løvdahl; Anestad, Bertel. (2010) Securitization of life insurance policies. Insurance Markets and Companies: Analyses and Actuarial Computations
    Academic article

2009

  • Lindset, Snorre; Lund, Arne-Christian; Matsen, Egil. (2009) Optimal information acquisition for a linear quadratic control problem. European Journal of Operational Research
    Academic article
  • Eikseth, Hans Marius; Lindset, Snorre. (2009) A note on capital asset pricing and heterogeneous taxes. Journal of Banking & Finance
    Academic article
  • Haga, Raymond; Lindset, Snorre. (2009) Bull- og bearfond. Hvordan fungerer de, og er de gode inveseringsprodukt?. Institutt for samfunnsøkonomi,
    Masters thesis
  • Røsand, Håkon; Lindset, Snorre. (2009) Verdsettelse av spread opsjoner. Institutt for samfunnsøkonomi,
    Masters thesis
  • Holme, Morten Christopher Lundin; Lindset, Snorre. (2009) Revisjon - i aksjonærers interesse?. Institutt for samfunnsøkonomi,
    Masters thesis
  • Lindset, Snorre; Persson, Svein-Arne. (2009) Continuous Monitoring: Does Credit Risk Vanish?. ASTIN Bulletin: The Journal of the International Actuarial Association
    Academic article
  • Lindset, Snorre; Persson, Svein-Arne. (2009) Continuous Monitoring: Does Credit Risk Vanish?. ASTIN Bulletin: The Journal of the International Actuarial Association
    Academic article
  • Eikseth, Hans Marius; Lindset, Snorre. (2009) A note on capital asset pricing and heterogeneous taxes. Journal of Banking & Finance
    Academic article

2008

  • Lindset, Snorre; Persson, Svein-Arne. (2008) Continuous Monitoring: Look before You Leap. Norges Handelshøyskole. Institutt for foretaksøkonomi (8)
    Report
  • Lindset, Snorre; Lund, Arne-Christian; Persson, Svein-Arne. (2008) Credit Spreads and Incomplete Information. Norges Handelshøyskole. Institutt for foretaksøkonomi (9)
    Report
  • Lindset, Snorre. (2008) Instantaneous caps and floors on the short rate. Journal of Risk
    Academic article
  • Lindset, Snorre. (2008) Pre-funding of Guaranty Funds in Life Insurance. ?
    Article in business/trade/industry journal
  • Lindset, Snorre. (2008) Instantaneous Caps and Floors on the Short-rate. Journal of Risk
    Academic article
  • Fleten, Stein-Erik; Lindset, Snorre. (2008) Optimal Hedging Strategies for Multi-period Guarantees in the presence of Transaction Costs: A Stochastic Programming Approach. European Journal of Operational Research
    Academic article
  • Frydenberg, Stein; Lindset, Snorre; Westgaard, Sjur. (2008) Hedge Fund Return Statistics 1994-2005. Journal of Investing
    Academic article
  • Fleten, Stein-Erik; Lindset, Snorre. (2008) Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach. European Journal of Operational Research
    Academic article

2007

  • Lindset, Snorre; Lund, Arne-Christian. (2007) A Technique for Reducing Discretization Bias from Monte Carlo Simulations: Option Pricing under Stochastic Interest Rates. European Journal of Finance
    Academic article
  • Lindset, Snorre; Lund, Arne-Christian. (2007) Fast Estimation of American Bond Option Prices. Wilmott Magazine
    Article in business/trade/industry journal
  • Lindset, Snorre; Helbæk, Morten. (2007) Finansiering og investering - kort og godt. Universitetsforlaget Universitetsforlaget
    Textbook
  • Matsen, Egil; Lindset, Snorre. (2007) Optimal Portfolio Choice and Investment in Education. Working Paper Series at Department of Economics, NTNU (4/2007)
    Report
  • Lindset, Snorre; Lund, Arne-Christian. (2007) A Monte Carlo approach for the American put under stochastic interest rates. Journal of Economic Dynamics and Control
    Academic article
  • Lindset, Snorre. (2007) Pricing American exchange options in a jump-diffusion model. Journal of futures markets
    Academic article
  • Lindset, Snorre. (2007) Strukturerte spareprodukter. Gyldendal Akademisk
    Academic chapter/article/Conference paper
  • Lindset, Snorre. (2007) Lokale finansakrobater. Helgeland Arbeiderblad
    Feature article
  • Lindset, Snorre. (2007) Er forventet rentenivå det mest relevante?. Adresseavisen
    Feature article

2006

  • Bakken, Henrik; Lindset, Snorre; Olson, Lars H.. (2006) Pricing of multi-period rate of return guarantees: The Monte Carlo approach. Insurance, Mathematics & Economics
    Academic article
  • Lindset, Snorre. (2006) A Generalization of the Formulas for Options on the Maximum or the Minimum of Several Assets. European Journal of Finance
    Academic article
  • Lindset, Snorre. (2006) Defined contribution based pension plans. Annals of Actuarial Science
    Academic article
  • Lindset, Snorre; Persson, Svein-Arne. (2006) A Note on a Barrier Exchange Option: The World´s Simplest Option Formula?. Finance Research Letters
    Academic article
  • Lindset, Snorre; Olson, Lars H; Bakken, Henrik. (2006) Pricing of Multi-Period Rate of Return Guarantees. Insurance, Mathematics & Economics
    Academic article

2005

  • Lie, Marthe; Lindset, Snorre; Lund, Arne-Christian. (2005) Garantibonus III, et bankinnskudd med «aksjeavkastning». Praktisk økonomi & finans
    Article in business/trade/industry journal
  • Lie, Marthe; Lindset, Snorre; Lund, Arne-Christian. (2005) Is There a Need for an Industry Standard for Capital Guaranteed Products?. Journal of private portfolio management
    Article in business/trade/industry journal
  • Lindset, Snorre; Persson, Svein-arne. (2005) A Note on a Barrier Exchange Option: The World's Simplest Option Formula?. Norges Handelshøyskole
    Report
  • Lindset, Snorre; Lie, Marthe; Lund, Arne-Christian. (2005) Is there a need for an industry standard for capital guaranteed products?. Journal of private portfolio management
    Academic article
  • Lindset, Snorre. (2005) Valuing the Flexibility of Currency Choice in Multinational Trade with Stochastic Exchange Rates. Journal of Multinational Financial Management
    Academic article
  • Lindset, Snorre; Lie, Marthe; Lund, Arne-Christian. (2005) Garantibonus III: Et bankinnskudd med "aksjeavkastning". Praktisk økonomi & finans
    Popular scientific article
  • Lindset, Snorre; Persson, Svein-Arne. (2005) A Note on a Barrier Exchange Option: The World?s Simplest Option Formula?. Norges Handelshøyskole. Institutt for foretaksøkonomi (5)
    Report

2004

  • Lindset, Snorre. (2004) Relative Guarantees. The Geneva Papers on Risk and Insurance Theory
    Academic article

2003

  • Lindset, Snorre. (2003) Pricing of multi-period rate of return guarantees. Insurance, Mathematics & Economics
    Academic article
  • Lindset, Snorre. (2003) Asset-Liability Management when there are Heterogenous Guarantee Levels. Beta
    Academic article
  • Lindset, Snorre. (2003) Pricing of multi-period rate of return guarantees. Insurance, Mathematics & Economics
    Academic article
  • Lindset, Snorre. (2003) Discontinuous Hedging Strategies for Multi-period Guarantees in Life Insurance. The Journal of Risk Finance
    Academic article
  • Lindset, Snorre. (2003) Essays on Compound Contingent Claims and Financial Guarantees. Norges Handelshøyskole
    Doctoral dissertation

2002

  • Lindset, Snorre. (2002) Compound Contingent Claims. Institutt for foretaksøkonomi. Norges handelshøyskole (32)
    Report

2001

  • Lindset, Snorre. (2001) Pricing of Rate of Return Guarantees on Multi-period Assets. Institutt for foretaksøkonomi. Norges handelshøyskole (15)
    Report

2000

  • Lindset, Snorre; Norberg, Ragnar. (2000) Hedging strategies for rate of return guarantees on multi-period assets. UiT Norges arktiske universitet
    Academic chapter/article/Conference paper

Journal publications

  • Lindset, Snorre; Nygård, Guttorm; Persson, Svein Arne. (2024) Trade-Off Theory for Dual Holders. Journal of Money, Credit and Banking
    Academic article
  • Bårdsen, Gunnar; Lindset, Snorre; Resch, Peter. (2023) Financing College Through Student Loans: An Incentive for Academic Performance?. Journal of Social Sciences (New York, N.Y.)
    Academic article
  • Nguyen, Quynh Trang; Lindset, Snorre; Eriksen, Sondre Hansen; Skara, Marie. (2023) Can an influential and responsible investor indeed be influential through responsible investments? Evidence from a $1 trillion fund. International Review of Economics and Finance
    Academic article
  • Jokstad, Vebjørn; Lindset, Snorre; Tryland, Håvard. (2022) Exclusion Risk for Long-Term Investors. The journal of wealth management
    Academic article
  • Nguyen, Quynh Trang; Lindset, Snorre. (2022) Transparency Provides Transparency: A Fintech Marketplace for Large Bank Deposits. Social Science Research Network (SSRN)
    Academic article
  • Borge, Lars-Erik; Lindset, Snorre. (2022) Hva kjennetegner kommuner med høy refinansieringsrisiko?. Kommunal økonomi
    Popular scientific article
  • Nguyen, Quynh Trang; Lindset, Snorre; Eriksen, Sondre Hansen; Skara, Maria. (2020) Can an Influential and Responsible Investor indeed be Influential through Responsible Investments? Evidence from a $1 Trillion Fund. Social Science Research Network (SSRN)
    Academic article
  • Helberg, Stig; Lindset, Snorre. (2020) Collateral affects return risk: evidence from the euro bond market. Financial Markets and Portfolio Management (FMPM)
    Academic article
  • Lindset, Snorre; Mork, Knut A.. (2019) Risk Taking and Fiscal Smoothing with Sovereign Wealth Funds in Advanced Economies. International Journal of Financial Studies (IJFS)
    Academic article
  • Kvamvold, Joakim; Lindset, Snorre. (2018) Do Dividend Flows Affect Stock Returns?. Journal of Financial Research
    Academic article
  • Lindset, Snorre; Matsen, Egil. (2018) Institutional spending policies: implications for future asset values and spending. Financial Markets and Portfolio Management (FMPM)
    Academic article
  • Helberg, Stig; Lindset, Snorre. (2016) Risk protection from risky collateral: Evidence from the euro bond market. Journal of Banking & Finance
    Academic article
  • Lindset, Snorre; Persson, Svein-Arne. (2016) A Stochastic Mesh Size Simulation Algorithm for Pricing Barrier Options in a Jump-diffusion Model. Journal of Applied Operational Research
    Academic article
  • Kvamvold, Joakim; Lindset, Snorre. (2015) Index trading and portfolio risk. Journal of Economics and Finance
    Academic article
  • Lindset, Snorre; Kvamvold, Joakim. (2015) Billigfond uten bivirkninger . Dagens næringsliv
    Feature article
  • Helberg, Stig; Lindset, Snorre. (2014) How do asset encumbrance and debt regulations affect bank capital and bond risk?. Journal of Banking & Finance
    Academic article
  • Lindset, Snorre; Lund, Arne-Christian; Persson, Svein-Arne. (2014) Credit risk and asymmetric information: A simplified approach. Journal of Economic Dynamics and Control
    Academic article
  • Lindset, Snorre. (2013) Using the Cost-Of-Carry Formula to Determine Futures Prices: How Wrong Can You Be?. Journal of Contemporary Issues in Business Research
    Academic article
  • Eikseth, Hans Marius; Lindset, Snorre. (2012) Are taxes sufficient for CAPM rejection?. Applied Economics Letters
    Academic article
  • Haga, Raymond; Lindset, Snorre. (2012) Understanding bull and bear ETFs. European Journal of Finance
    Academic article
  • Lindset, Snorre; Matsen, Egil. (2011) Human capital investment and optimal portfolio choice. European Journal of Finance
    Academic article
  • Eikseth, Hans Marius; Lindset, Snorre. (2011) Backdating executive stock options-An ex ante valuation. Journal of Economic Dynamics and Control
    Academic article
  • Lindset, Snorre; Ulvær, Andreas Løvdahl; Anestad, Bertel. (2010) Securitization of life insurance policies. Insurance Markets and Companies: Analyses and Actuarial Computations
    Academic article
  • Lindset, Snorre; Lund, Arne-Christian; Matsen, Egil. (2009) Optimal information acquisition for a linear quadratic control problem. European Journal of Operational Research
    Academic article
  • Eikseth, Hans Marius; Lindset, Snorre. (2009) A note on capital asset pricing and heterogeneous taxes. Journal of Banking & Finance
    Academic article
  • Lindset, Snorre; Persson, Svein-Arne. (2009) Continuous Monitoring: Does Credit Risk Vanish?. ASTIN Bulletin: The Journal of the International Actuarial Association
    Academic article
  • Lindset, Snorre; Persson, Svein-Arne. (2009) Continuous Monitoring: Does Credit Risk Vanish?. ASTIN Bulletin: The Journal of the International Actuarial Association
    Academic article
  • Eikseth, Hans Marius; Lindset, Snorre. (2009) A note on capital asset pricing and heterogeneous taxes. Journal of Banking & Finance
    Academic article
  • Lindset, Snorre. (2008) Instantaneous caps and floors on the short rate. Journal of Risk
    Academic article
  • Lindset, Snorre. (2008) Pre-funding of Guaranty Funds in Life Insurance. ?
    Article in business/trade/industry journal
  • Lindset, Snorre. (2008) Instantaneous Caps and Floors on the Short-rate. Journal of Risk
    Academic article
  • Fleten, Stein-Erik; Lindset, Snorre. (2008) Optimal Hedging Strategies for Multi-period Guarantees in the presence of Transaction Costs: A Stochastic Programming Approach. European Journal of Operational Research
    Academic article
  • Frydenberg, Stein; Lindset, Snorre; Westgaard, Sjur. (2008) Hedge Fund Return Statistics 1994-2005. Journal of Investing
    Academic article
  • Fleten, Stein-Erik; Lindset, Snorre. (2008) Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: A stochastic programming approach. European Journal of Operational Research
    Academic article
  • Lindset, Snorre; Lund, Arne-Christian. (2007) A Technique for Reducing Discretization Bias from Monte Carlo Simulations: Option Pricing under Stochastic Interest Rates. European Journal of Finance
    Academic article
  • Lindset, Snorre; Lund, Arne-Christian. (2007) Fast Estimation of American Bond Option Prices. Wilmott Magazine
    Article in business/trade/industry journal
  • Lindset, Snorre; Lund, Arne-Christian. (2007) A Monte Carlo approach for the American put under stochastic interest rates. Journal of Economic Dynamics and Control
    Academic article
  • Lindset, Snorre. (2007) Pricing American exchange options in a jump-diffusion model. Journal of futures markets
    Academic article
  • Lindset, Snorre. (2007) Lokale finansakrobater. Helgeland Arbeiderblad
    Feature article
  • Lindset, Snorre. (2007) Er forventet rentenivå det mest relevante?. Adresseavisen
    Feature article
  • Bakken, Henrik; Lindset, Snorre; Olson, Lars H.. (2006) Pricing of multi-period rate of return guarantees: The Monte Carlo approach. Insurance, Mathematics & Economics
    Academic article
  • Lindset, Snorre. (2006) A Generalization of the Formulas for Options on the Maximum or the Minimum of Several Assets. European Journal of Finance
    Academic article
  • Lindset, Snorre. (2006) Defined contribution based pension plans. Annals of Actuarial Science
    Academic article
  • Lindset, Snorre; Persson, Svein-Arne. (2006) A Note on a Barrier Exchange Option: The World´s Simplest Option Formula?. Finance Research Letters
    Academic article
  • Lindset, Snorre; Olson, Lars H; Bakken, Henrik. (2006) Pricing of Multi-Period Rate of Return Guarantees. Insurance, Mathematics & Economics
    Academic article
  • Lie, Marthe; Lindset, Snorre; Lund, Arne-Christian. (2005) Garantibonus III, et bankinnskudd med «aksjeavkastning». Praktisk økonomi & finans
    Article in business/trade/industry journal
  • Lie, Marthe; Lindset, Snorre; Lund, Arne-Christian. (2005) Is There a Need for an Industry Standard for Capital Guaranteed Products?. Journal of private portfolio management
    Article in business/trade/industry journal
  • Lindset, Snorre; Lie, Marthe; Lund, Arne-Christian. (2005) Is there a need for an industry standard for capital guaranteed products?. Journal of private portfolio management
    Academic article
  • Lindset, Snorre. (2005) Valuing the Flexibility of Currency Choice in Multinational Trade with Stochastic Exchange Rates. Journal of Multinational Financial Management
    Academic article
  • Lindset, Snorre; Lie, Marthe; Lund, Arne-Christian. (2005) Garantibonus III: Et bankinnskudd med "aksjeavkastning". Praktisk økonomi & finans
    Popular scientific article
  • Lindset, Snorre. (2004) Relative Guarantees. The Geneva Papers on Risk and Insurance Theory
    Academic article
  • Lindset, Snorre. (2003) Pricing of multi-period rate of return guarantees. Insurance, Mathematics & Economics
    Academic article
  • Lindset, Snorre. (2003) Asset-Liability Management when there are Heterogenous Guarantee Levels. Beta
    Academic article
  • Lindset, Snorre. (2003) Pricing of multi-period rate of return guarantees. Insurance, Mathematics & Economics
    Academic article
  • Lindset, Snorre. (2003) Discontinuous Hedging Strategies for Multi-period Guarantees in Life Insurance. The Journal of Risk Finance
    Academic article

Books

  • Helbæk, Morten; Lindset, Snorre; McLellan, Brock. (2010) Corporate finance. McGraw-Hill McGraw-Hill
    Textbook
  • Lindset, Snorre; Helbæk, Morten. (2007) Finansiering og investering - kort og godt. Universitetsforlaget Universitetsforlaget
    Textbook

Part of book/report

  • Lindset, Snorre. (2007) Strukturerte spareprodukter. Gyldendal Akademisk
    Academic chapter/article/Conference paper
  • Lindset, Snorre; Norberg, Ragnar. (2000) Hedging strategies for rate of return guarantees on multi-period assets. UiT Norges arktiske universitet
    Academic chapter/article/Conference paper

Report

  • Borge, Lars-Erik; Lindset, Snorre. (2022) Kommunal låneforvaltning : En analyse av samlede og korte lån i norske kommuner. NTNU Samfunnsforskning AS
    Report
  • Skogseth, Torstein U.; Lindset, Snorre. (2015) Ansatteopsjoner ved Oslo Børs. En Empirisk analyse av utbredelse og verdsetting. Institutt for samfunnsøkonomi, NTNU
    Masters thesis
  • Fornes, Øystein; Lindset, Snorre. (2015) Kostnaden ved å investere grønt på Oslo Børs. Institutt for samfunnsøkonomi, NTNU
    Masters thesis
  • Murvold, Espen; Lindset, Snorre. (2015) Verdsettelse gitt informasjonsforsinkelse. NTNU
    Masters thesis
  • Heer, Joel; Lund, Vigdis; Lindset, Snorre. (2014) The effect of Loan-to-Value restrictions on Norwegian household debt. institutt for samfunnsøkonomi
    Masters thesis
  • Nygård, Guttorm; Lindset, Snorre. (2014) Når selskapets egenkapitaleiere også eier noe av selskapets gjeld. institutt for samfunnsøkonomi
    Masters thesis
  • Anderssen, Eugenia; Elgshøen, Oda; Lindset, Snorre. (2014) En teoretisk oppgave med utgangspunkt i modellene til Merton (1974), Leland (1994) og Leland og Toft (1996). institutt for samfunnsøkonomi
    Masters thesis
  • Hårstad, Fredrik; Lindset, Snorre. (2014) Test of the Efficient Market Hypothesis by Utilizing Statistical Arbitrage. institutt for samfunnsøkonomi
    Masters thesis
  • Eliseeva, Ekaterina; Lindset, Snorre. (2014) Valuation of the Executive Stock options. An empirical investigation of the valuation models for the executive Stock options. institutt for samfunnsøkonomi
    Masters thesis
  • Løkken, Bjørnar Hallberg; Lindset, Snorre. (2013) Avkastning, risiko og diversifisering i høyrenteobligasjoner og aksjer i det amerikanske markedet. Bør man kun holde en aktivatype, eller er en kombinasjon av aksjer og høyrenteobligasjoner et bedre investeringsalternativ?. NTNU- Institutt for samfunnsøkonomi
    Masters thesis
  • Risa, Svein; Lindset, Snorre. (2013) Analyse av diversifiseringseffekten på Oslo Børs. NTNU- Institutt for samfunnsøkonomi
    Masters thesis
  • Sushko, Tatiana Viktorovna; Lindset, Snorre. (2011) Hedging errors for Static Hedging Strategies. Institutt for samfunnsøkonomi
    Masters thesis
  • Haga, Raymond; Lindset, Snorre. (2009) Bull- og bearfond. Hvordan fungerer de, og er de gode inveseringsprodukt?. Institutt for samfunnsøkonomi,
    Masters thesis
  • Røsand, Håkon; Lindset, Snorre. (2009) Verdsettelse av spread opsjoner. Institutt for samfunnsøkonomi,
    Masters thesis
  • Holme, Morten Christopher Lundin; Lindset, Snorre. (2009) Revisjon - i aksjonærers interesse?. Institutt for samfunnsøkonomi,
    Masters thesis
  • Lindset, Snorre; Persson, Svein-Arne. (2008) Continuous Monitoring: Look before You Leap. Norges Handelshøyskole. Institutt for foretaksøkonomi (8)
    Report
  • Lindset, Snorre; Lund, Arne-Christian; Persson, Svein-Arne. (2008) Credit Spreads and Incomplete Information. Norges Handelshøyskole. Institutt for foretaksøkonomi (9)
    Report
  • Matsen, Egil; Lindset, Snorre. (2007) Optimal Portfolio Choice and Investment in Education. Working Paper Series at Department of Economics, NTNU (4/2007)
    Report
  • Lindset, Snorre; Persson, Svein-arne. (2005) A Note on a Barrier Exchange Option: The World's Simplest Option Formula?. Norges Handelshøyskole
    Report
  • Lindset, Snorre; Persson, Svein-Arne. (2005) A Note on a Barrier Exchange Option: The World?s Simplest Option Formula?. Norges Handelshøyskole. Institutt for foretaksøkonomi (5)
    Report
  • Lindset, Snorre. (2003) Essays on Compound Contingent Claims and Financial Guarantees. Norges Handelshøyskole
    Doctoral dissertation
  • Lindset, Snorre. (2002) Compound Contingent Claims. Institutt for foretaksøkonomi. Norges handelshøyskole (32)
    Report
  • Lindset, Snorre. (2001) Pricing of Rate of Return Guarantees on Multi-period Assets. Institutt for foretaksøkonomi. Norges handelshøyskole (15)
    Report

Teaching

Courses

  • SØK3004 - Videregående matematisk analyse
  • SØK1001 - Matematikk for økonomer
  • FIN3501 - Kredittrisiko
  • FIN3900 - Masteroppgave i finansiell økonomi
  • FIN3009 - Investering og porteføljestyring
  • FIN8609 - Investering og porteføljestyring
  • SØK2005 - Finansmarkeder

Outreach

2024

  • Academic lecture
    Persson, Svein Arne; Aase, Knut Kristian; Lindset, Snorre. (2024) Why firms should buy insurance. University of Copenhagen Scandinavian Actuarial Conference 2024 , københavn 2024-08-14 - 2024-08-16

2023

  • Academic lecture
    Lindset, Snorre; Nguyen, Quynh Trang. (2023) Transparency Provides Transparency: A Fintech Marketplace for Large Bank Deposits. Paris Financial economics conference 2023-06-29 - 2023-06-30
  • Academic lecture
    Aase, Knut Kristian; Lindset, Snorre; Persson, Svein Arne. (2023) Why do firms buy insurance. European Group of Insurance Economists 50th Seminar of the European Group of Risk and Insurance , Malaga 2023-09-17 - 2023-09-20

2022

  • Academic lecture
    Nguyen, Quynh Trang; Lindset, Snorre; Eriksen, Sondre Hansen; Skara, Maria. (2022) Can an Influential and Responsible Investor indeed be Influential through Responsible Investments? Evidence from a $1 Trillion Fund. Sustainable Economies Research Group, UWE Bristol Sustainable Economies Research Group Seminar , Bristol 2022-08-24 - 2022-08-24
  • Academic lecture
    Nguyen, Quynh Trang; Lindset, Snorre; Eriksen, Sondre Hansen; Skara, Maria. (2022) Can an Influential and Responsible Investor indeed be Influential through Responsible Investments? Evidence from a $1 Trillion Fund. Banking Academy of Vietnam Vietnam Symposium in Banking & Finance , Hanoi 2022-10-27 - 2022-10-29
  • Academic lecture
    Nguyen, Quynh Trang; Lindset, Snorre. (2022) The Market for Large Bank Deposits: Evidence from a New Fintech Platform . IPAG Business School Paris Financial Management Conference , Paris 2022-12-19 - 2022-12-21
  • Academic lecture
    Nguyen, Quynh Trang; Lindset, Snorre; Eriksen, Sondre Hansen; Skara, Maria. (2022) Can an Influential and Responsible Investor indeed be Influential through Responsible Investments? Evidence from a $1 Trillion Fund. Scottish Economic Society Scottish Economic Society Annual Conference , Glasgow 2022-04-25 - 2022-04-27
  • Academic lecture
    Nguyen, Quynh Trang; Lindset, Snorre. (2022) Insights into a New Fintech Platform: A Transparent Deposit Market Place. NTNU Workshop in Banking and Finance , Trondheim 2022-05-24 - 2022-05-24

2021

  • Academic lecture
    Nguyen, Quynh Trang; Lindset, Snorre. (2021) Insights into a New Fintech Deposit Platform. Department of Economics, NTNU PhD and Young Researchers Seminar , Trondheim 2021-11-24 - 2021-11-24

2020

  • Academic lecture
    Nguyen, Quynh Trang; Lindset, Snorre; Eriksen, Sondre Hansen; Skara, Maria. (2020) Market Reactions to ESG Announcements: Evidence from a $1 Trillion Fund. NTNU Business School NTNU Business School Conference , Trondheim 2020-10-14 - 2020-10-15
  • Academic lecture
    Nguyen, Quynh Trang; Lindset, Snorre; Eriksen, Sondre Hansen; Skara, Maria. (2020) How Ethical is the Market? Evidence from a $1 Trillion Fund. Department of Economics, NTNU Department Seminar , Trondheim 2020-08-20 - 2020-08-20

2019

  • Academic lecture
    Persson, Svein-Arne; Lindset, Snorre; Nygaard, Guttorm. (2019) Dual Holders: Valuation, Default Policy, and Capital Structure. ESSCA School of Management The International Finance and Banking Society (IFABS) Conferences , Angers 2019-06-27 - 2019-06-29
  • Academic lecture
    Persson, Svein-Arne; Lindset, Snorre; Nygaard, Guttorm. (2019) Dual Holders: Valuation, Default Policy, and Capital Structure. University of Florence, NYU Stern Salomon Center, Bocconi International Risk Management Conference , Milano 2019-06-17 - 2019-06-18

2018

  • Academic lecture
    Persson, Svein-Arne; Lindset, Snorre; Nygaard, Guttorm. (2018) Dual Holders: Valuation, Default Policy and Capital Structure. IPAG Business School PFMC 2018 Paris Financial Management Conference , Paris 2018-12-17 - 2018-12-19

2011

  • Interview
    Lindset, Snorre. (2011) Tapte 70 mill. på eiendommer. Adresseavisen Adresseavisen [Newspaper] 2011-01-24

2009

  • Interview
    Lindset, Snorre. (2009) Går ikke med på konklusjonen. [Newspaper] 2009-03-23
  • Interview
    Lindset, Snorre. (2009) Refser sparebankens hedgefond-agn. [Newspaper] 2009-04-15
  • Poster
    Lindset, Snorre. (2009) Backdating of Executive Stock Options - An ex ante valuation. Stabsseminar v/ NHH, Institutt for foretaksøkonomii , Bergen, NHH 2009-12-11 - 2009-12-11
  • Academic lecture
    Lindset, Snorre. (2009) Understanding BUll and Bear ETFs. Forskerskolen i bedriftsøkonomi , Bergen 2009-08-28 - 2009-08-28
  • Academic lecture
    Lindset, Snorre. (2009) Optimal Hedging Strategies for Multi-period Guarantees in the presence of Transaction Costs: A Stochastic Programming Approach. International Symposium on Finance and Insurance , Bergen, Norges handelshøgskole 2009-05-10 - 2009-05-11

2008

  • Academic lecture
    Lindset, Snorre; Lund, Arne-Christian; Persson, Svein-Arne. (2008) Credit Spreads and Incomplete Information. Fagkonferanse i bedriftsøkonomiske emner (FIBE) , Bergen 2008-01-03 - 2008-01-04
  • Academic lecture
    Persson, Svein-Arne; Lindset, Snorre; Lund, Arne-Christian. (2008) Credit Spreads and Incomplete Information. European Group of Risk and Insurance Economists (EGRIE), 35th Seminar , Toulouse, France 2008-09-15 - 2008-09-17
  • Academic lecture
    Lindset, Snorre; Lund, Arne-Christian; Persson, Svein-Arne. (2008) Credit spreads and Incomplete Information. European financial management association, Annual Conference , Athens, Greece 2008-06-25 - 2008-06-28
  • Interview
    Lindset, Snorre. (2008) Sparerådgivere får strykkarakter. [Newspaper] 2008-12-11
  • Interview
    Lindset, Snorre. (2008) Ville spekulere med lånte penger. [Newspaper] 2008-12-12
  • Interview
    Lindset, Snorre. (2008) Dyrt, men ikke dårlig. [Newspaper] 2008-12-15
  • Academic lecture
    Eikseth, Hans Marius; Lindset, Snorre. (2008) A note on capiyal asset pricing and heterogeneous taxes. FIBE , Bergen, Norges handelshøgskole 2008-01-03 - 2008-01-04
  • Interview
    Lindset, Snorre. (2008) Uansvarlige råd fra Acta. [Newspaper] 2008-12-13
  • Interview
    Lindset, Snorre. (2008) Advarer mot spekulasjon. [Newspaper] 2008-11-27
  • Academic lecture
    Eikseth, Hans Marius; Lindset, Snorre. (2008) What is the economic value of backdating executive stock options?. International symposium on insurance and finance , Bergen, Norges handelshøgskole 2008-10-29 - 2008-10-30
  • Interview
    Lindset, Snorre. (2008) Ikke stol på "rådgiveren". [Newspaper] 2008-06-17
  • Interview
    Lindset, Snorre. (2008) Tjener fett på din uvitenhet. [Newspaper] 2008-06-16

2007

  • Academic lecture
    Lindset, Snorre; Persson, Svein-Arne. (2007) Continuous Monitoring: Look before you Leap. Fagkonferanse i bedriftsøkonomiske emner (FIBE) , Bergen 2007-01-04 - 2007-01-05
  • Academic lecture
    Westgaard, Sjur; Lindset, Snorre. (2007) Determinants of excess credit spread: US Corporate Bond Market 1919-2006. NHH FIBE , BERGEN 2007-01-03 - 2007-12-31
  • Interview
    Lindset, Snorre. (2007) Heller leie enn eie. [Newspaper] 2007-05-08
  • Interview
    Lindset, Snorre. (2007) Oddsbomben. [Newspaper] 2007-09-14
  • Interview
    Lindset, Snorre. (2007) Professor-Norge slakter bankene. [Newspaper] 2007-12-12
  • Academic lecture
    Lindset, Snorre. (2007) Credit Spreads and Incomplete Information. Økonomiseminar 2007 , Universitetet i Stavanger 2007-12-07 - 2007-12-07
  • Academic lecture
    Lindset, Snorre. (2007) Continous Monitoring: Look before you Leap. FIBE, Fagkonferansen i bedriftsøkonomiske emner, XXIV , Bergen, Norges handelshøgskole 2007-01-04 - 2007-01-04

2006

  • Academic lecture
    Lindset, Snorre. (2006) A monte carlo approach for the american put under stochastic interest rates. The 4th Finance Conference, Portuguese Finance Network , Porto, Portugal 2006-07-06 - 2006-07-08
  • Academic lecture
    Fleten, Stein-Erik; Lindset, Snorre. (2006) Hedging Multi-Period Guarantees in the Presence of Transaction Costs via Stochastic Programming. INFORMS INFORMS Annual Meeting , Pittsburgh, PA 2006-11-05 - 2006-11-08
  • Academic lecture
    Frydenberg, Stein; Westgaard, Sjur; Lindset, Snorre. (2006) HEDGE FUND RETURN STATISTICS 1994-2005. University of Rome Tor Vergata XV Tor Vergata International Conference on Banking and Finance , Roma 2006-12-13 - 2006-12-15
  • Academic lecture
    Lindset, Snorre. (2006) Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: a stochastic programming approach. International symposium on finance and insurance , Bergen, Norges handelshøyskole 2006-05-10 - 2006-05-11
  • Academic lecture
    Lund, Arne-Christian; Lindset, Snorre. (2006) A Monte Carlo Approach for the American Put under Stochastic Interest Rates. FIBE XXIII: Fagkonferanse i Bedriftsøkonomiske emner , Bergen 2006-01-05 - 2006-01-06

2005

  • Academic lecture
    Lindset, Snorre. (2005) Why jumps are important with continuous monitoring: The case of guaranty funds. Insurance and risk management seminar , the Wharton School, University of Pennsylvania 2005-11-10 -
  • Academic lecture
    Lindset, Snorre; Fleten, Stein-Erik. (2005) Optimal Hedging Strategies for Multi-period Guarantees in the Presence of Transaction Costs: A Stochastic Programming Approach. ARIA, APRIA, EGRIE, and Geneva Association World risk and insurance economics congress , Salt Lake City 2005-08-08 - 2005-08-11

2004

  • Academic lecture
    Lindset, Snorre. (2004) Compound contingent claims and financial guarantees. stabsseminar , University of Bonn 2004-04-25 - 2004-04-25
  • Academic lecture
    Lindset, Snorre. (2004) Valuing the flexibility of currency choice in multi-national trade with stochastic exchange rates. IFØ-seminar 2004-06-18 - 2004-06-18
  • Academic lecture
    Lindset, Snorre; Fleten, Stein-Erik. (2004) Optimal hedging strategies for multi-period rate of return guarantees: a stochastic programing approach. IFØ-seminar 2004-12-08 - 2004-12-08
  • Academic lecture
    Lindset, Snorre; Lund, Arne-Christian. (2004) A bias reducing control variate for a compound option in the HJM framework. Euro work group on financial modeling 2004-05-12 - 2004-05-14
  • Academic lecture
    Lindset, Snorre. (2004) A monte carlo approach for the american put under stochastic interest rates. stabsseminar 2004-10-07 - 2004-10-07

2003

  • Academic lecture
    Lindset, Snorre. (2003) Options on the maximum or the minimum of several assets revisited. International symposium on insurance and finance , Bergen, Norway 2003-04-25 -

2001

  • Academic lecture
    Lindset, Snorre. (2001) The pricing and hedging of rate of return guarantees. 5th Annual International Conference on Real Options , Stockholm 2001-05-25 - 2001-05-26
  • Academic lecture
    Lindset, Snorre. (2001) Fair Valuation of Pension Contracts. FIBE XVIII - Fagkonferanse i bedriftsøkonomiske emner , Bergen 2001-01-04 - 2001-01-05

2000

  • Academic lecture
    Lindset, Snorre. (2000) Hedging strategies for rate of return guarantees on multi-period assets. 10th AFIR international colloquium , Tromsø, 20.-23.06.00
  • Academic lecture
    Lindset, Snorre. (2000) Hedging strategies for rate of return guarantees on multi-period assets. FIBE XVII - Fagkonferanse i bedriftsøkonomiske emner , Bergen, 06.-07.01.00

1972

  • Academic lecture
    Lindset, Snorre; Lund, Arne-Christian. (1972) A monte carlo approach for the american put under stochastic interest rates. stabsseminar 1972-10-07 - 1972-10-07

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