lslfi

Department of Finance

Linda Sandris
Larsen
Lektor


Kontor: SOL/A5.07
Tel:
+4538153690
E-mail: lsl.fi@cbs.dk
Præsentation

My main research area is dynamic asset allocation. That is, I determine the optimal investment strategy in different financial assets like stocks, bonds, and derivatives over the life-cycle of the investor. Also, I am involved in several projects where we investigate the relationship between the mortgage choice of households and the households' other financial decisions regarding savings, investments, and consumption. Finally, I have some projects in which we investigate the effect of model- and parameter uncertainty on the optimal investment strategy.

I am a board member of Sydinvest (a Danish mutual fund) and a member of the working group on equal competition between banks and mortgage institutions appointed by the Ministry of Business and Growth.

Primære forskningsområder
  • Asset Allocation
  • Household Finance
  • Mortgage choice
  • Model and parameter uncertainty
  • Asset Pricing

 

Links
Link til denne hjemmeside
www.cbs.dk/staff/lslfi
Udvalgte publikationer
  • Robust Portfolio Choice with Stochastic Interest Rates. C. R. Flor and L. S. Larsen. Annals of Finance 10 (2), pp. 243-265, 2014
  • Robust Portfolio Choice with Uncertainty about Jump and Diffusion Risk. N. Branger and L. S. Larsen. Journal of Banking and Finance 37 (12), pp. 5036-5047, 2013
  • Robust Portfolio Choice with Ambiguity and Learning about Return Predictability. N. Branger, L. S. Larsen, and C. Munk. Journal of Banking and Finance 37 (5), pp. 1397-1411, 2013
  • The Costs of Suboptimal Dynamic Asset Allocation: General Results and Applications to Interest Rate Risk, Stock Volatility Risk and Growth/Value Tilts. L. S. Larsen and C. Munk. Journal of Economic Dynamics and Control 36 (2), pp. 266-293, 2012
  • Optimal Investment Strategies in an International Economy with Stochastic Interest Rates. International Review of Economics and Finance 19 (1), pp. 145-165, 2010
Publikationer sorteret efter:
2018

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