Linda Larsen
Linda Larsen
Associate Professor in Finance, Copenhagen Business School
Verified email at cbs.dk - Homepage
Title
Cited by
Cited by
Year
Robust portfolio choice with uncertainty about jump and diffusion risk
N Branger, LS Larsen
Journal of Banking & Finance 37 (12), 5036-5047, 2013
582013
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
562013
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
492012
Robust portfolio choice with stochastic interest rates
CR Flor, LS Larsen
Annals of Finance 10 (2), 243-265, 2014
482014
Keep it simple: Dynamic bond portfolios under parameter uncertainty
P Feldhütter, LS Larsen, C Munk, AB Trolle
Available at SSRN 2018844, 2012
132012
Optimal investment strategies in an international economy with stochastic interest rates
LS Larsen
International Review of Economics & Finance 19 (1), 145-165, 2010
102010
How do homeowners use interest-only mortgages
LS Larsen, C Munk, R Sejer Nielsen, J Rangvid
Unpublished manuscript, 2018
92018
Hedging recessions
N Branger, LS Larsen, C Munk
Journal of Economic Dynamics and Control 107, 103715, 2019
52019
The design and welfare implications of mandatory pension plans
LS Larsen, C Munk
Available at SSRN 3415132, 2021
22021
How do Interest-only Mortgages Affect Consumption and Saving over the Life Cycle?
LS Larsen, C Munk, R Sejer Nielsen, J Rangvid
Available at SSRN 3156963, 2019
12019
Essays on dynamic asset allocation
LS Larsen
Syddansk Universitet. Det Samfundsvidenskabelige Fakultet, 2009
12009
DOES POLLUTION MAKE US INVEST MORE SUSTAINABLY?
JSG NØRHOLM, CE WESTERGAARD, LS LARSEN
2019
Designing mandatory pension plans
LS Larsen, C Munk
2019
Hedging Recessions
LS Larsen, N Branger, C Munk
2014
Risky Investment Under Uncertainty: Credit Crunched Regulated Banks
CR Flor, LS Larsen
2014
Credit Crunched Regulated Banks
CR Flor, LS Larsen
2014
Keep it Simple: Dynamic Bond Portfolios under Parameter Uncertainty
LS Larsen, C Munk, P Feldhütter, AB Trolle
2013
SOCIALLY RESPONSIBLE INVESTMENTS
A Bourgias, E Spanos, LS Larsen
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