Projects per year
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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.
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Projects
- 1 Finished
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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
Research output
- 19 Article
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Learning about latent dynamic trading demand ∗
Chen, X., Choi, J. H., Larsen, K. & Seppi, D. J., Oct 2022, In: Mathematics and Financial Economics. 16, 4, p. 615-658 44 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Equilibrium effects of intraday order-splitting benchmarks
Choi, J. H., Larsen, K. & Seppi, D. J., Mar 2021, In: Mathematics and Financial Economics. 15, 2, p. 315-352 38 p.Research output: Contribution to journal › Article › peer-review
2 Scopus citations -
Conditional Davis pricing
Larsen, K., Soner, H. M. & Žitković, G., Jul 1 2020, In: Finance and Stochastics. 24, 3, p. 565-599 35 p.Rutgers, The State University, Princeton University
Research output: Contribution to journal › Article › peer-review
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Information and trading targets in a dynamic market equilibrium
Choi, J. H., Larsen, K. & Seppi, D. J., Jun 2019, In: Journal of Financial Economics. 132, 3, p. 22-49 28 p.Research output: Contribution to journal › Article › peer-review
5 Scopus citations -
An expansion in the model space in the context of utility maximization
Larsen, K., Mostovyi, O. & Žitković, G., Apr 1 2018, In: Finance and Stochastics. 22, 2, p. 297-326 30 p.Research output: Contribution to journal › Article › peer-review
6 Scopus citations