Concepedia
Statistics
Publications
13
Citations
375
H-Index
11
Active since
2005
Affiliations
Carnegie Mellon University(Current)
Rutgers, The State University of New Jersey
The University of Texas at Austin
Ulsan National Institute of Science and Technology
Copenhagen Business School
Kasper Larsen is an author at Carnegie Mellon University specializing in business, economics, and finance.
Top concepts
BusinessEconomicsFinanceAsset PricingFinancial EconomicsManagementDecision TheoryEconomic AnalysisMarket EquilibriumMathematical Programming
Publications per year
2005–2020
No Arbitrage and the Growth Optimal Portfolio
Morten Christensen, Kasper Larsen · Stochastic Analysis and Applications · 2006 · 72 citations
Stability of utility-maximization in incomplete markets
Kasper Larsen, Gordan Žitković · Stochastic Processes and their Applications · 2007 · 61 citations
Economics, Incomplete Markets, Market Equilibrium +4
Equilibrium in securities markets with heterogeneous investors and unspanned income risk
Peter Christensen, Kasper Larsen, Claus Munk · Journal of Economic Theory · 2012 · 38 citations
Empirical Finance, Economics, Financial Economics +8
Optimal portfolio delegation when parties have different coefficients of risk aversion
Kasper Larsen · Quantitative Finance · 2005 · 37 citations
Mathematical Programming, Portfolio Management, Portfolio Choice +18
CONTINUITY OF UTILITY‐MAXIMIZATION WITH RESPECT TO PREFERENCES
Kasper Larsen · Mathematical Finance · 2009 · 32 citations
Additional Regularity, Revealed Preference, Verifiable Regularity Condition +19
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