Linda Larsen
Linda Larsen
Associate Professor in Finance, Copenhagen Business School
Verified email at - Homepage
TitleCited byYear
Robust portfolio choice with ambiguity and learning about return predictability
N Branger, LS Larsen, C Munk
Journal of Banking & Finance 37 (5), 1397-1411, 2013
The costs of suboptimal dynamic asset allocation: General results and applications to interest rate risk, stock volatility risk, and growth/value tilts
LS Larsen, C Munk
Journal of Economic Dynamics and Control 36 (2), 266-293, 2012
Robust portfolio choice with uncertainty about jump and diffusion risk
N Branger, LS Larsen
Journal of Banking & Finance 37 (12), 5036-5047, 2013
Robust portfolio choice with stochastic interest rates
CR Flor, LS Larsen
Annals of Finance 10 (2), 243-265, 2014
Keep it simple: Dynamic bond portfolios under parameter uncertainty
P Feldhütter, LS Larsen, C Munk, AB Trolle
Available at SSRN 2018844, 2012
Optimal investment strategies in an international economy with stochastic interest rates
LS Larsen
International Review of Economics & Finance 19 (1), 145-165, 2010
Essays on dynamic asset allocation
LS Larsen
Syddansk Universitet. Det Samfundsvidenskabelige Fakultet, 2009
Hedging Recessions
LS Larsen, N Branger, C Munk
The Arne Ryde Workshop in Financial Economics, 2014
Credit Crunched Regulated Banks
CR Flor, LS Larsen
4th International Conference of the Financial Engineering and Banking Society, 2014
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