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researcher

Kasper Larsen

18 papers hereh-index 13497 citations33 works total

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

author position
  • sole author1
  • first author7
  • middle author3
  • last author6

Across the 17 of 18 papers where every author was matched, so the position is known.

fields
  • q-fin.PM7
  • q-fin.MF5
  • q-fin.TR4
  • math.PR1
  • q-fin.GN1
same name
  • Kasper Larsen — 2 papers, h 2
  • Kasper Larsen — 1 paper

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20072026
most citedOn utility maximization under convex portfolio constraints

15 citations · 17 across the 10 of their papers we have counts for

collaborators
Showing 2013Show all

1 paper · 1 filter

q-fin.PM2013

Taylor approximation of incomplete Radner equilibrium models

Jin Hyuk Choi, Kasper Larsen

In the setting of exponential investors and uncertainty governed by Brownian motions we first prove the existence of an incomplete equilibrium for a general class of models. We the…

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