| No arbitrage and the growth optimal portfolio MM Christensen, K Larsen Stochastic Analysis and Applications 25 (1), 255-280, 2007 | 83 | 2007 |
| Stability of utility-maximization in incomplete markets K Larsen, G Žitković Stochastic Processes and their Applications 117 (11), 1642-1662, 2007 | 74 | 2007 |
| Information and trading targets in a dynamic market equilibrium JH Choi, K Larsen, DJ Seppi Journal of Financial Economics 132 (3), 22-49, 2019 | 59 | 2019 |
| Equilibrium in securities markets with heterogeneous investors and unspanned income risk PO Christensen, K Larsen, C Munk Journal of Economic Theory 147 (3), 1035-1063, 2012 | 50 | 2012 |
| Optimal portfolio delegation when parties have different coefficients of risk aversion K Larsen Quantitative Finance 5 (5), 503-512, 2005 | 40 | 2005 |
| Taylor approximation of incomplete Radner equilibrium models JH Choi, K Larsen Finance and Stochastics 19 (3), 653-679, 2015 | 35 | 2015 |
| Incomplete continuous-time securities markets with stochastic income volatility PO Christensen, K Larsen The Review of Asset Pricing Studies 4 (2), 247-285, 2014 | 35 | 2014 |
| Satisfying convex risk limits by trading K Larsen, TA Pirvu, SE Shreve, R Tütüncü Finance and Stochastics 9 (2), 177-195, 2005 | 30 | 2005 |
| Equilibrium effects of intraday order-splitting benchmarks JH Choi, K Larsen, DJ Seppi Mathematics and Financial Economics 15 (2), 315-352, 2018 | 27* | 2018 |
| Continuity of Utility‐maximization with Respect to Preferences K Larsen Mathematical Finance: An International Journal of Mathematics, Statistics …, 2009 | 27 | 2009 |
| On utility maximization under convex portfolio constraints K Larsen, G Žitković | 24 | 2013 |
| Radner equilibrium in incomplete Levy models K Larsen, T Sae Sue Mathematics and Financial Economics 10 (3), 321-337,, 2016 | 17 | 2016 |
| An expansion in the model space in the context of utility maximization K Larsen, O Mostovyi, G Žitković Finance and Stochastics 22 (2), 297-326, 2018 | 15 | 2018 |
| Horizon dependence of utility optimizers in incomplete models K Larsen, H Yu Finance and Stochastics 16 (4), 779-801, 2012 | 12 | 2012 |
| On the semimartingale property via bounded logarithmic utility K Larsen, G Žitković Annals of Finance 4 (2), 255-268, 2008 | 11 | 2008 |
| A note on the existence of the power investor’s optimizer K Larsen Finance and Stochastics 15 (1), 183-190, 2011 | 9 | 2011 |
| Facelifting in utility maximization K Larsen, HM Soner, G Žitković Finance and Stochastics 20 (1), 99-121, 2016 | 7 | 2016 |
| Continuous equilibria with heterogeneous preferences and unspanned endowments K Larsen Working paper, Carnegie Mellon University, 2009 | 5 | 2009 |
| Uniqueness in Cauchy problems for diffusive real-valued strict local martingales U Çetin, K Larsen Transactions of the American Mathematical Society, Series B 10 (13), 381-406, 2023 | 4 | 2023 |
| Conditional davis pricing K Larsen, HM Soner, G Žitković Finance and Stochastics 24 (3), 565-599, 2020 | 1 | 2020 |
Gordan ZitkovicDepartment of Mathematics, University of Texas at AustinVerified email at math.utexas.edu
