Projects per year

## 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

- 1 Active

## OPTIMAL ORDER EXECUTION USING EQUILIBRIUM THEORY AND BIG DATA

National Science Foundation (National Science Foundation (NSF))

8/1/18 → 7/31/21

Project: Research project

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.Research output: Contribution to journal › Article

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.Research output: Contribution to journal › Article

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 journal › Article

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.Research output: Contribution to journal › Article

Equilibrium Model

Approximation

Riccati Equation

Model

Brownian motion

12
Citations
(Scopus)

## Incomplete continuous-time securities markets with stochastic income volatility

Larsen, K., Jan 1 2014, In : Review of Asset Pricing Studies. 4, 2, p. 247-285 39 p.Research output: Contribution to journal › Article

Continuous time

Securities market

Income

Interest rates

Investors