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VALIDATED
The Costs of Suboptimal Dynamic Asset Allocation: General Results and Applications to Interest Rate Risk, Stock Volatility Risk, and Growth/Value Tilts.
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Larsen, Linda Sandris
; Munk, Claus.
I
: Journal of Economic Dynamics and Control
, Vol. 36, Nr. 2, 2012, s. 266-293.
Publikation
:
Forskning - peer review
›Artikel
VALIDATED
Robust Portfolio Choice with Ambiguity and Learning about Return Predictability.
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Larsen, Linda Sandris
.
I: The 2011 International Finance and Banking Society (IFABS). IFABS, 2011.
Publikation
:
Forskning - peer review
›Konferenceartikel
VALIDATED
Optimal investment strategies in an international economy with stochastic interest rates.
/
Larsen, Linda Sandris
.
I
: International Review of Economics & Finance
, Vol. 19, Nr. 1, 01.01.2010, s. 145-165.
Publikation
:
Forskning - peer review
›Artikel
VALIDATED
Dynamic Asset Allocation with Ambiguity Aversion.
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Flor, Christian Riis; Larsen, Linda Sandris
.
2010. Paper presented at European Financial Management Association 2010 Annual Conference, Århus, Danmark.
Publikation
:
Forskning - peer review
›Paper
VALIDATED
The Costs of Suboptimal Dynamic Asset Allocation: General Results and Applications to Interest Rate Risk, Stock Volatility Risk, and Growth/Value Tilts.
/
Larsen, Linda Sandris
.
I: Ikke angivet. Eastern Finance Association (EFA), 2009.
Publikation
:
Forskning - peer review
›Konferenceartikel
VALIDATED
Essays on dynamic asset allocation.
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Larsen, Linda Sandris
.
Syddansk Universitet. Det Samfundsvidenskabelige Fakultet, 2009.
Publikation
:
Forskning
›Ph. D.-afhandling