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Kasper Larsen · Study

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Kasper Larsen

8 works· latest 2018· 2 institutionscluster: provisionalORCID 0000-0003-0823-578X

h-index8

i108

Citations333

Works here8

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Most cited in this library

No Arbitrage and the Growth Optimal Portfolio2006 · 69 citations
Stability of utility-maximization in incomplete markets2007 · 61 citations
Information and trading targets in a dynamic market equilibrium2018 · 41 citations
Optimal portfolio delegation when parties have different coefficients of risk aversion2005 · 37 citations
Equilibrium in securities markets with heterogeneous investors and unspanned income risk2012 · 35 citations

Works

8 shown

Information and trading targets in a dynamic market equilibrium

Journal of Financial Economics·2018·3 authors·Open access

41citations

Taylor approximation of incomplete Radner equilibrium models

Finance and Stochastics·2015·2 authors

28citations

Incomplete Continuous-Time Securities Markets with Stochastic Income Volatility

The Review of Asset Pricing Studies·2014·2 authors·Open access

30citations

Equilibrium in securities markets with heterogeneous investors and unspanned income risk

Journal of Economic Theory·2012·2 authors

35citations

CONTINUITY OF UTILITY‐MAXIMIZATION WITH RESPECT TO PREFERENCES

Mathematical Finance·2009·1 author

32citations

Stability of utility-maximization in incomplete markets

Stochastic Processes and their Applications·2007·2 authors·Open access

61citations

No Arbitrage and the Growth Optimal Portfolio

Stochastic Analysis and Applications·2006·1 author

69citations

Optimal portfolio delegation when parties have different coefficients of risk aversion

Quantitative Finance·2005·1 author

37citations