Kasper Larsen

According to our database1, Kasper Larsen authored at least 7 papers between 2005 and 2018.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2018
An expansion in the model space in the context of utility maximization.
Finance and Stochastics, 2018

2016
Facelifting in utility maximization.
Finance and Stochastics, 2016

2015
Taylor approximation of incomplete Radner equilibrium models.
Finance and Stochastics, 2015

2012
Equilibrium in securities markets with heterogeneous investors and unspanned income risk.
J. Economic Theory, 2012

Horizon dependence of utility optimizers in incomplete models.
Finance and Stochastics, 2012

2011
A note on the existence of the power investor's optimizer.
Finance and Stochastics, 2011

2005
Satisfying convex risk limits by trading.
Finance and Stochastics, 2005


  Loading...