Linda Sandris Larsen

Copenhagen Business School

Copenhagen Business School

Solbjerg Plads 3, A5

Frederiksberg, 2000

Denmark

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 35,450

SSRN RANKINGS

Top 35,450

in Total Papers Downloads

1,257

SSRN CITATIONS

4

CROSSREF CITATIONS

5

Scholarly Papers (8)

1.

The Costs of Suboptimal Dynamic Asset Allocation: General Results and Applications to Interest Rate Risk, Stock Volatility Risk, and Growth/Value Tilts

Number of pages: 62 Posted: 19 Feb 2009 Last Revised: 08 Apr 2011
Linda Sandris Larsen and Claus Munk
Copenhagen Business School and Copenhagen Business School
Downloads 269 (114,278)
Citation 2

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Suboptimal investments, wealth-equivalent utility loss, stochastic interest rates, stochastic volatility, growth and value stocks, mean reversion in stock returns

2.

Keep it Simple: Dynamic Bond Portfolios Under Parameter Uncertainty

Number of pages: 44 Posted: 12 Mar 2012 Last Revised: 16 Nov 2012
Copenhagen Business School, Copenhagen Business School, Copenhagen Business School and HEC Paris - Finance Department
Downloads 228 (135,251)
Citation 4

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Suboptimal investments, parameter uncertainty, utility losses, bond portfolios, MCMC estimation

3.

Robust Portfolio Choice with Uncertainty About Jump and Diffusion Risk

Number of pages: 43 Posted: 11 Jan 2012 Last Revised: 25 Apr 2012
Linda Sandris Larsen and Nicole Branger
Copenhagen Business School and University of Muenster - Finance Center Muenster
Downloads 201 (152,480)

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ambiguity, jump-diffusion model, robust control, utility loss, market completeness

4.

Robust Portfolio Choice with Ambiguity and Learning About Return Predictability

Number of pages: 47 Posted: 09 Jun 2011 Last Revised: 26 Apr 2012
Nicole Branger, Linda Sandris Larsen and Claus Munk
University of Muenster - Finance Center Muenster, Copenhagen Business School and Copenhagen Business School
Downloads 190 (160,699)
Citation 2

Abstract:

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return predictability, portfolio choice, ambiguity, learning, robust control

5.

Hedging Recessions

Number of pages: 47 Posted: 08 Sep 2017 Last Revised: 13 Jun 2018
Nicole Branger, Linda Sandris Larsen and Claus Munk
University of Muenster - Finance Center Muenster, Copenhagen Business School and Copenhagen Business School
Downloads 141 (207,459)

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Unemployment risk, Business cycle, Life-cycle model, Portfolio planning

6.

Robust Portfolio Choice with Stochastic Interst Rates

Number of pages: 40 Posted: 25 Aug 2011 Last Revised: 27 Aug 2011
Christian Riis Flor and Linda Sandris Larsen
University of Southern Denmark and Copenhagen Business School
Downloads 127 (225,331)

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Ambiguity aversion, robust portfolio choice, stochastic interest

7.

How Do Interest-Only Mortgages Affect Consumption and Saving Over the Life Cycle?

Number of pages: 42 Posted: 22 Apr 2018 Last Revised: 23 Sep 2019
Linda Sandris Larsen, Claus Munk, Rikke Sejer Nielsen and Jesper Rangvid
Copenhagen Business School, Copenhagen Business School, Copenhagen Business School and Copenhagen Business School
Downloads 73 (327,191)

Abstract:

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interest-only mortgages; consumption and savings pattern; life-cycle planning; financial constraints

8.

Designing Mandatory Pension Plans

Number of pages: 36 Posted: 08 Jul 2019
Linda Sandris Larsen and Claus Munk
Copenhagen Business School and Copenhagen Business School
Downloads 28 (481,665)

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retirement savings, life cycle, consumption, investment, non-participation, under-diversification, procrastination