Kasper Larsen

29 papers and 312 indexed citations i.

Kasper Larsen has authored 29 papers that have received a total of 312 indexed citations. This includes 28 papers in Finance, 24 papers in Economics and Econometrics and 9 papers in Management Science and Operations Research. The topics of these papers are Stochastic processes and financial applications (26 papers), Economic theories and models (21 papers) and Financial Markets and Investment Strategies (17 papers). Kasper Larsen is often cited by papers focused on Stochastic processes and financial applications (26 papers), Economic theories and models (21 papers) and Financial Markets and Investment Strategies (17 papers) and collaborates with scholars based in United States, South Korea and Denmark. Kasper Larsen's co-authors include Gordan Žitković, Duane J. Seppi, Peter Christensen, Claus Munk and H. Meté Soner and has published in prestigious journals such as Journal of Financial Economics, Journal of Economic Theory and SIAM Journal on Control and Optimization