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Unbounded heteroscedasticity in first-order autoregressive models and the Eicker–White asymptotic variance estimator
Lundtofte, Frederik - In: Economics letters 106 (2010) 2, pp. 84-87
Persistent link: https://www.econbiz.de/10008351699
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The quality of public information and the term structure of interest rates
Lundtofte, Frederik - In: Review of quantitative finance and accounting 40 (2013) 4, pp. 715-740
Persistent link: https://www.econbiz.de/10010099523
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Risk premia: Exact solutions vs. log-linear approximations
Lundtofte, Frederik; Wilhelmsson, Anders - In: Journal of banking & finance 37 (2013) 11, pp. 4256-4264
Persistent link: https://www.econbiz.de/10010177811
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The Effect of Information Quality on Optimal Portfolio Choice
Lundtofte, Frederik - In: The financial review : the official publication of the … 41 (2006) 2, pp. 157-186
Persistent link: https://www.econbiz.de/10005917606
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Expected life-time utility and hedging demands in a partially observable economy
Lundtofte, Frederik - In: European economic review : EER 52 (2008) 6, pp. 1072-1096
Persistent link: https://www.econbiz.de/10008089757
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Expected life-time utility and hedging demands in a partially observable economy
Lundtofte, Frederik - In: European economic review : EER 52 (2008) 6, pp. 1072-1097
Persistent link: https://www.econbiz.de/10008880117
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Endogenous Acquisition of Information and the Equity Home Bias
Lundtofte, Frederik - In: Economica 76 (2009) 304, pp. 741-759
Persistent link: https://www.econbiz.de/10008311184
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Can An 'Estimation Factor' Help Explain Cross-Sectional Returns?
Lundtofte, Frederik - In: Journal of business finance & accounting : JBFA 36 (2009) 5, pp. 705-724
Persistent link: https://www.econbiz.de/10008277017