Kasper Larsen

According to our database, Kasper Larsen authored at least 8 papers between 2005 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Trading Constraints in Continuous-Time Kyle Models.

Jin Hyuk Choi, Heeyoung Kwon, Kasper Larsen

SIAM J. Control. Optim., June, 2023

2018

An expansion in the model space in the context of utility maximization.

Kasper Larsen, Oleksii Mostovyi, Gordan Zitkovic

Finance Stochastics, 2018

2016

Facelifting in utility maximization.

Kasper Larsen, Halil Mete Soner, Gordan Zitkovic

Finance Stochastics, 2016

2015

Taylor approximation of incomplete Radner equilibrium models.

Jin Hyuk Choi, Kasper Larsen

Finance Stochastics, 2015

2012

Equilibrium in securities markets with heterogeneous investors and unspanned income risk.

Peter Ove Christensen, Kasper Larsen, Claus Munk

J. Econ. Theory, 2012

Horizon dependence of utility optimizers in incomplete models.

Kasper Larsen, Hang Yu

Finance Stochastics, 2012

2011

A note on the existence of the power investor's optimizer.

Kasper Larsen

Finance Stochastics, 2011

2005

Satisfying convex risk limits by trading.

Kasper Larsen, Traian A. Pirvu, Steven E. Shreve, Reha H. Tütüncü

Finance Stochastics, 2005