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

601

SSRN CITATIONS

3

CROSSREF CITATIONS

4

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 - School of Business
Downloads 463 (77,726)
Citation 2

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 76 (386,126)
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 62 (430,373)
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 - School 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 - School 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

Posted: 18 Jun 2000
Bruce G. Resnick and Glen A. Larsen
Wake Forest University - School 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