Linda Sandris Larsen

Copenhagen Business School

Copenhagen Business School

Solbjerg Plads 3, A5

Frederiksberg, 2000

Denmark

  • Copenhagen Business School

SCHOLARLY PAPERS

10

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2,087

SSRN CITATIONS
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SSRN RANKINGS

Top 41,983

in Total Papers Citations

10

CROSSREF CITATIONS

7

Scholarly Papers (10)

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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 292 (158,607)
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
Downloads 267 (173,939)
Citation 7

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

3.

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 250 (185,722)

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

4.

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

Number of pages: 80 Posted: 22 Apr 2018 Last Revised: 12 Jul 2022
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 239 (193,973)
Citation 1

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

5.

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 Münster - Finance Center Muenster
Downloads 238 (194,767)
Citation 1

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

6.

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 Münster - Finance Center Muenster, Copenhagen Business School and Copenhagen Business School
Downloads 223 (207,321)
Citation 5

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

7.

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 Münster - Finance Center Muenster, Copenhagen Business School and Copenhagen Business School
Downloads 201 (228,297)

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

8.

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 164 (272,771)
Citation 1

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Ambiguity aversion, robust portfolio choice, stochastic interest

9.

Double Jeopardy: Households’ consumption responses to shocks in stock and mortgage markets

Number of pages: 39 Posted: 16 Nov 2022
Linda Sandris Larsen, Ulf Nielsson, Jesper Rangvid and Rikke Sejer Nielsen
Copenhagen Business School, Copenhagen Business School, Copenhagen Business School and Copenhagen Business School
Downloads 112 (365,917)

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Mortgage choice; micro data; risk attitudes; stock market participation; consumption effects; financial crisis.

10.

Household Deposits: Not too little, not too much

Number of pages: 46 Posted: 15 Apr 2022 Last Revised: 09 Jan 2023
Linda Sandris Larsen, Ulf Nielsson, Oliver-Alexander Press and Jesper Rangvid
Copenhagen Business School, Copenhagen Business School, Copenhagen Business School and Copenhagen Business School
Downloads 101 (392,880)

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household finance, bank deposits, liquidity management, precautionary savings