Concepedia
Statistics
Publications
9
Citations
450
H-Index
Active since
2011
Affiliations
Copenhagen Business School(Current)
University of Southern Denmark
University of Münster
Linda Sandris Larsen is an author at Copenhagen Business School specializing in asset pricing, business, and management.
Top concepts
FinanceBusinessManagementAsset PricingEconomicsFinancial EconomicsPortfolio SelectionPortfolio OptimizationAsset AllocationEconomic Analysis
Publications per year
2011–2023
Robust portfolio choice with uncertainty about jump and diffusion risk
Nicole Branger, Linda Sandris Larsen · Journal of Banking & Finance · 2013 · 104 citations
Economics, Portfolio Optimization, Asset Pricing +9
Robust portfolio choice with ambiguity and learning about return predictability
Nicole Branger, Linda Sandris Larsen, Claus Munk · Journal of Banking & Finance · 2012 · 104 citations
Mathematical Programming, Economics, Portfolio Optimization +10
Robust portfolio choice with stochastic interest rates
Christian Riis Flor, Linda Sandris Larsen · Annals of Finance · 2013 · 77 citations
Portfolio Optimization, Asset Pricing, Portfolio Selection +6
The costs of suboptimal dynamic asset allocation: General results and applications to interest rate risk, stock volatility risk, and growth/value tilts
Linda Sandris Larsen, Claus Munk · Journal of Economic Dynamics and Control · 2011 · 67 citations
Empirical Finance, Economics, Financial Economics +11
How Do Interest-Only Mortgages Affect Consumption and Saving over the Life Cycle?
Linda Sandris Larsen, Claus Munk, Rikke Sejer Nielsen et al. · Management Science · 2023 · 29 citations · Full text
1–5 of 9