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Kasper Larsen
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2020 – today
- 2023
- [j8]Jin Hyuk Choi, Heeyoung Kwon, Kasper Larsen:
Trading Constraints in Continuous-Time Kyle Models. SIAM J. Control. Optim. 61(3): 1494-1512 (2023)
2010 – 2019
- 2018
- [j7]Kasper Larsen, Oleksii Mostovyi, Gordan Zitkovic:
An expansion in the model space in the context of utility maximization. Finance Stochastics 22(2): 297-326 (2018) - 2016
- [j6]Kasper Larsen, Halil Mete Soner, Gordan Zitkovic:
Facelifting in utility maximization. Finance Stochastics 20(1): 99-121 (2016) - 2015
- [j5]Jin Hyuk Choi, Kasper Larsen:
Taylor approximation of incomplete Radner equilibrium models. Finance Stochastics 19(3): 653-679 (2015) - 2012
- [j4]Kasper Larsen, Hang Yu:
Horizon dependence of utility optimizers in incomplete models. Finance Stochastics 16(4): 779-801 (2012) - [j3]Peter Ove Christensen, Kasper Larsen, Claus Munk:
Equilibrium in securities markets with heterogeneous investors and unspanned income risk. J. Econ. Theory 147(3): 1035-1063 (2012) - 2011
- [j2]Kasper Larsen:
A note on the existence of the power investor's optimizer. Finance Stochastics 15(1): 183-190 (2011)
2000 – 2009
- 2005
- [j1]Kasper Larsen, Traian A. Pirvu, Steven E. Shreve, Reha H. Tütüncü:
Satisfying convex risk limits by trading. Finance Stochastics 9(2): 177-195 (2005)
Coauthor Index
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