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researcher

Kasper Johansson

8 papers hereh-index 462 citations9 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author6
  • middle author2

Across the 8 of 8 papers where every author was matched, so the position is known.

fields
  • econ.EM4
  • cs.LG1
  • cs.RO1
  • math.OC1
  • q-fin.PM1

identity via Semantic Scholar / OpenAlex

activity
20212025
most citedA Simple Method for Predicting Covariance Matrices of Financial Returns

3 citations · 6 across the 8 of their papers we have counts for

collaborators
Showing math.OCShow all

1 paper · 1 filter

math.OC2025

A Tax-Efficient Model Predictive Control Policy for Retirement Funding

Kasper Johansson, Stephen Boyd

The retirement funding problem addresses the question of how to manage a retiree's savings to provide her with a constant post-tax inflation adjusted consumption throughout her lif…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.