Linda Sandris Larsen

Copenhagen Business School

Copenhagen Business School

Solbjerg Plads 3, A5

Frederiksberg, 2000

Denmark

  • Copenhagen Business School

SCHOLARLY PAPERS

8

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SSRN CITATIONS
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Top 39,923

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10

CROSSREF CITATIONS

9

Scholarly Papers (8)

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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 278 (138,864)
Citation 4

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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
Peter Feldhütter, Linda Sandris Larsen, Claus Munk and Anders B. Trolle
Copenhagen Business School, Copenhagen Business School, Copenhagen Business School and Copenhagen Business School - Department of Finance
Downloads 244 (158,293)
Citation 7

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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 220 (174,842)
Citation 1

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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: 15 Jan 2020
Nicole Branger, Linda Sandris Larsen and Claus Munk
University of Muenster - Finance Center Muenster, Copenhagen Business School and Copenhagen Business School
Downloads 204 (187,575)
Citation 5

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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 179 (210,900)

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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 146 (250,204)
Citation 1

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Ambiguity aversion, robust portfolio choice, stochastic interest

7.

The Design and Welfare Implications of Mandatory Pension Plans

Number of pages: 53 Posted: 08 Jul 2019 Last Revised: 07 May 2021
Linda Sandris Larsen and Claus Munk
Copenhagen Business School and Copenhagen Business School
Downloads 143 (254,397)

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Retirement savings, life cycle, consumption, investment, annuitization, welfare, procrastination, non-participation

8.

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

Number of pages: 72 Posted: 22 Apr 2018 Last Revised: 21 Oct 2021
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 131 (272,280)
Citation 1

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Interest-only mortgages; micro data; consumption and savings pattern; life-cycle planning; financial constraints