Linda Larsen

Linda Larsen

Copenhagen Business School - Frederiksberg / Denmark
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5984064
Handelshøjskolen i København
person_outline Linda Larsen's MOST POPULAR ARTICLES
1-) Robust portfolio choice with uncertainty about jump and diffusion riskN Branger, LS LarsenJournal of Banking & Finance 37 (12), 5036-5047, 20131032013
2-) Robust portfolio choice with ambiguity and learning about return predictabilityN Branger, LS Larsen, C MunkJournal of Banking & Finance 37 (5), 1397-1411, 2013932013
3-) Robust portfolio choice with stochastic interest ratesCR Flor, LS LarsenAnnals of Finance 10, 243-265, 2014742014
4-) The costs of suboptimal dynamic asset allocation: General results and applications to interest rate risk, stock volatility risk, and growth/value tiltsLS Larsen, C MunkJournal of Economic Dynamics and Control 36 (2), 266-293, 2012632012
5-) Keep it simple: Dynamic bond portfolios under parameter uncertaintyP Feldhütter, LS Larsen, C Munk, AB TrolleAvailable at SSRN 2018844, 2012192012