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Kasper Larsen

Identifiers

  • name variant Kasper Larsen 0.60 · backfill

Papers (11)

  1. Conditional Davis Pricing q-fin.MF · 2017 · author #1
  2. Radner equilibrium in incomplete Levy models q-fin.MF · 2015 · author #1
  3. Information and Trading Targets in a Dynamic Market Equilibrium q-fin.TR · 2015 · author #2
  4. An expansion in the model space in the context of utility maximization q-fin.PM · 2014 · author #1
  5. Facelifting in Utility Maximization q-fin.PM · 2014 · author #1
  6. Taylor approximation of incomplete Radner equilibrium models q-fin.PM · 2013 · author #2
  7. On utility maximization under convex portfolio constraints q-fin.PM · 2011 · author #1
  8. Incomplete Continuous-time Securities Markets with Stochastic Income Volatility q-fin.GN · 2010 · author #2
  9. Horizon dependence of utility optimizers in incomplete models q-fin.PM · 2010 · author #1
  10. Stability of utility-maximization in incomplete markets q-fin.PM · 2007 · author #1
  11. On the semimartingale property via bounded logarithmic utility q-fin.PM · 2007 · author #1

Mentions

  • 1507.02974 #1 · backfill · confidence 0.70 Kasper Larsen
  • 1502.02083 #2 · backfill · confidence 0.70 Kasper Larsen
  • 1410.0946 #1 · backfill · confidence 0.70 Kasper Larsen
  • 1404.2227 #1 · backfill · confidence 0.70 Kasper Larsen
  • 1310.2973 #2 · backfill · confidence 0.70 Kasper Larsen
  • 1102.0346 #1 · backfill · confidence 0.70 Kasper Larsen
  • 1009.3479 #2 · backfill · confidence 0.70 Kasper Larsen
  • 1006.5057 #1 · backfill · confidence 0.70 Kasper Larsen
  • 0706.0474 #1 · backfill · confidence 0.70 Kasper Larsen
  • 0706.0468 #1 · backfill · confidence 0.70 Kasper Larsen

Frequent Coauthors