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Satisfying convex risk limits by trading
Larsen, Kasper; Pirvu, Traian A.; Shreve, Steven E.; … - In: Finance and stochastics 9 (2005) 2, pp. 177-196
Persistent link: https://www.econbiz.de/10008214425
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Equilibrium in securities markets with heterogeneous investors and unspanned income risk
Christensen, Peter Ove; Larsen, Kasper; Munk, Claus - In: Journal of economic theory 147 (2012) 3, pp. 1035-1064
Persistent link: https://www.econbiz.de/10009960280
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Horizon dependence of utility optimizers in incomplete models
Larsen, Kasper; Yu, Hang - In: Finance and stochastics 16 (2012) 4, pp. 779-802
Persistent link: https://www.econbiz.de/10010019158
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A note on the existence of the power investor’s optimizer
Larsen, Kasper - In: Finance and stochastics 15 (2011) 1, pp. 183-191
Persistent link: https://www.econbiz.de/10008785535
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CONTINUITY OF UTILITY-MAXIMIZATION WITH RESPECT TO PREFERENCES
Larsen, Kasper - In: Mathematical finance : an international journal of … 19 (2009) 2, pp. 237-250
Persistent link: https://www.econbiz.de/10008227530