Glen A. Larsen

Indiana University - Kelley School of Business - Department of Finance

Professor of Finance

1309 E. 10th St.

Bloomington, IN 47405

United States

SCHOLARLY PAPERS

6

DOWNLOADS

501

CITATIONS

7

Scholarly Papers (6)

1.

Empirical Insights on Indexing: How Capitalization, Stratification and Weighting Can Affect Tracking Error

Journalof Portfolio Management, Vol. 25, No. 1, p. 51, 1998
Number of pages: 10 Posted: 11 Sep 2011
Glen A. Larsen and Bruce G. Resnick
Indiana University - Kelley School of Business - Department of Finance and Wake Forest University - Schools of Business
Downloads 371 (78,918)
Citation 1

Abstract:

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indexing, tracking error, rebalancing

2.

Enhancing the Returns of SRI Portfolios Using a Minimum Variance Small-Basket Strategy

Number of pages: 10 Posted: 14 Jun 2013
Glen A. Larsen
Indiana University - Kelley School of Business - Department of Finance
Downloads 72 (322,417)
Citation 1

Abstract:

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Minimum Variance Portfolios, SRI, Small-Basket Strategy

3.

Implications for Enhanced Portfolio Performance Based on the Information Content of Short Interest

Number of pages: 12 Posted: 11 Sep 2011
Glen A. Larsen and Steven L. Jones
Indiana University - Kelley School of Business - Department of Finance and Indiana University - Kelley School of Business - Department of Finance
Downloads 58 (360,658)
Citation 1

Abstract:

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short selling, short interest, active portfolio management

4.

An Optimization Strategy for Enhancing the Performance of Fund of Funds Portfolios

Midwest Finance Association 2012 Annual Meetings Paper, https://doi.org/10.3905/jpm.2012.38.2.147
Posted: 21 May 2019
Glen A. Larsen and Bruce G. Resnick
Indiana University - Kelley School of Business - Department of Finance and Wake Forest University - Schools of Business

Abstract:

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portfolio diversification, fund of funds, performance enhancement, parameter uncertainty

5.

Return Enhancement Trading Strategies for Size Based Portfolios

Financial Markets and Portfolio Management, Vol. 22, No. 1, pp. 21-45, 2008
Posted: 02 Apr 2008
Glen A. Larsen and Bruce G. Resnick
Indiana University - Kelley School of Business - Department of Finance and Wake Forest University - Schools of Business

Abstract:

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Enhanced returns, Trading strategies, Term structure, Business cycles, Forecasting, Portfolio choice

6.

The Optimal Construction of Internationally Diversified Equity Portfolios Hedged Against Exchange Rate Uncertainty

European Financial Management, Vol. 6, No. 4, December 2000
Posted: 18 Jun 2000
Bruce G. Resnick and Glen A. Larsen
Wake Forest University - Schools of Business and Indiana University - Kelley School of Business - Department of Finance

Abstract:

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International Portfolio Diversification, Exchange Rate Uncertainty, Hedging, Parameter Uncertainty