• 140 Citations
  • 8 h-Index
20052021
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Fingerprint Dive into the research topics where Kasper Larsen is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 2 Similar Profiles
Utility Maximization Mathematics
Incomplete Markets Mathematics
Semimartingale Mathematics
Equilibrium Model Mathematics
Stock Prices Mathematics
Model Mathematics
Financial Markets Mathematics
Optimal Portfolio Mathematics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Projects 2018 2021

Equilibrium theory
Uniqueness
Economics
Stock prices
Mathematical finance

Research Output 2005 2019

  • 140 Citations
  • 8 h-Index
  • 15 Article
1 Citation (Scopus)

Information and trading targets in a dynamic market equilibrium

Larsen, K., Jun 1 2019, In : Journal of Financial Economics. 132, 3, p. 22-49 28 p.

Rutgers, The State University

Research output: Contribution to journalArticle

Market equilibrium
Dynamic markets
Portfolio rebalancing
Order flow
Interaction
2 Citations (Scopus)

An expansion in the model space in the context of utility maximization

Larsen, K., Apr 1 2018, In : Finance and Stochastics. 22, 2, p. 297-326 30 p.

Rutgers, The State University

Research output: Contribution to journalArticle

Incomplete Markets
Utility Maximization
Semimartingale
Stock Prices
Financial Markets
1 Citation (Scopus)

Radner equilibrium in incomplete Lévy models

Larsen, K., Jun 1 2016, In : Mathematics and Financial Economics. 10, 3, p. 321-337 17 p.

Research output: Contribution to journalArticle

Exponential Utility
Continuous-time Model
Dividend
Equilibrium Model
Stock Prices
7 Citations (Scopus)

Taylor approximation of incomplete Radner equilibrium models

Larsen, K., Jul 24 2015, In : Finance and Stochastics. 19, 3, p. 653-679 27 p.

Rutgers, The State University

Research output: Contribution to journalArticle

Equilibrium Model
Approximation
Riccati Equation
Model
Brownian motion
12 Citations (Scopus)
Continuous time
Securities market
Income
Interest rates
Investors