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Larsen, Kasper J.

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Author ID: larsen.kasper-j Recent zbMATH articles by "Larsen, Kasper J."
Published as: Larsen, Kasper; Larsen, Kasper J.; Larsen, K.
Documents Indexed: 18 Publications since 2005

Publications by Year

Citations contained in zbMATH Open

15 Publications have been cited 142 times in 13 Documents Cited by Year
Stability of utility-maximization in incomplete markets. Zbl 1132.91427
Larsen, Kasper; Žitković, Gordan
29
2007
No arbitrage and the growth optimal portfolio. Zbl 1163.91017
Christensen, Morten Mosegaard; Larsen, Kasper
19
2007
Optimal portfolio delegation when parties have different coefficients of risk aversion. Zbl 1134.91441
Larsen, Kasper
14
2005
Continuity of utility-maximization with respect to preferences. Zbl 1168.91349
Larsen, Kasper
13
2009
Complete integration-by-parts reductions of the non-planar hexagon-box via module intersections. Zbl 1398.81264
Böhm, Janko; Georgoudis, Alessandro; Larsen, Kasper J.; Schönemann, Hans; Zhang, Yang
12
2018
On utility maximization under convex portfolio constraints. Zbl 1262.91129
Larsen, Kasper; Žitković, Gordan
9
2013
Satisfying convex risk limits by trading. Zbl 1092.91048
Larsen, Kasper; Pirvu, Traian A.; Shreve, Steven E.; Tütüncü, Reha
9
2005
Equilibrium in securities markets with heterogeneous investors and unspanned income risk. Zbl 1258.91135
Christensen, Peter Ove; Larsen, Kasper; Munk, Claus
8
2012
Taylor approximation of incomplete Radner equilibrium models. Zbl 1390.91337
Choi, Jin Hyuk; Larsen, Kasper
8
2015
An expansion in the model space in the context of utility maximization. Zbl 1396.91692
Larsen, Kasper; Mostovyi, Oleksii; Žitković, Gordan
7
2018
Facelifting in utility maximization. Zbl 1369.91164
Larsen, Kasper; Soner, Halil Mete; Žitković, Gordan
4
2016
Radner equilibrium in incomplete Lévy models. Zbl 1390.91232
Larsen, Kasper; Sae-Sue, Tanawit
4
2016
A note on the existence of the power investor’s optimizer. Zbl 1303.91198
Larsen, Kasper
3
2011
On the semimartingale property via bounded logarithmic utility. Zbl 1233.91340
Larsen, Kasper; Žitković, Gordan
2
2008
Position-space cuts for Wilson line correlators. Zbl 1388.81055
Laenen, Eric; Larsen, Kasper J.; Rietkerk, Robbert
1
2015
Complete integration-by-parts reductions of the non-planar hexagon-box via module intersections. Zbl 1398.81264
Böhm, Janko; Georgoudis, Alessandro; Larsen, Kasper J.; Schönemann, Hans; Zhang, Yang
12
2018
An expansion in the model space in the context of utility maximization. Zbl 1396.91692
Larsen, Kasper; Mostovyi, Oleksii; Žitković, Gordan
7
2018
Facelifting in utility maximization. Zbl 1369.91164
Larsen, Kasper; Soner, Halil Mete; Žitković, Gordan
4
2016
Radner equilibrium in incomplete Lévy models. Zbl 1390.91232
Larsen, Kasper; Sae-Sue, Tanawit
4
2016
Taylor approximation of incomplete Radner equilibrium models. Zbl 1390.91337
Choi, Jin Hyuk; Larsen, Kasper
8
2015
Position-space cuts for Wilson line correlators. Zbl 1388.81055
Laenen, Eric; Larsen, Kasper J.; Rietkerk, Robbert
1
2015
On utility maximization under convex portfolio constraints. Zbl 1262.91129
Larsen, Kasper; Žitković, Gordan
9
2013
Equilibrium in securities markets with heterogeneous investors and unspanned income risk. Zbl 1258.91135
Christensen, Peter Ove; Larsen, Kasper; Munk, Claus
8
2012
A note on the existence of the power investor’s optimizer. Zbl 1303.91198
Larsen, Kasper
3
2011
Continuity of utility-maximization with respect to preferences. Zbl 1168.91349
Larsen, Kasper
13
2009
On the semimartingale property via bounded logarithmic utility. Zbl 1233.91340
Larsen, Kasper; Žitković, Gordan
2
2008
Stability of utility-maximization in incomplete markets. Zbl 1132.91427
Larsen, Kasper; Žitković, Gordan
29
2007
No arbitrage and the growth optimal portfolio. Zbl 1163.91017
Christensen, Morten Mosegaard; Larsen, Kasper
19
2007
Optimal portfolio delegation when parties have different coefficients of risk aversion. Zbl 1134.91441
Larsen, Kasper
14
2005
Satisfying convex risk limits by trading. Zbl 1092.91048
Larsen, Kasper; Pirvu, Traian A.; Shreve, Steven E.; Tütüncü, Reha
9
2005

Citations by Year