Linda Sandris Larsen

Copenhagen Business School

Copenhagen Business School

Solbjerg Plads 3, A5

Frederiksberg, 2000

Denmark

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 36,508

SSRN RANKINGS

Top 36,508

in Total Papers Downloads

2,087

SSRN CITATIONS
Rank 41,983

SSRN RANKINGS

Top 41,983

in Total Papers Citations

10

CROSSREF CITATIONS

7

Scholarly Papers (10)

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

Abstract:

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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

Abstract:

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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

Abstract:

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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
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