Glen Larsen Jr.

Professor Larsen received a Doctorate in Business Administration in Finance from Indiana University in 1989, an MBA in Finance

Areas of Expertise

Asset Allocation, Enhanced Indexing, Firm Valuation, Portfolio Performance Measurement

Academic Degrees

• DBA, Indiana University, 1989
• MBA, Indiana University, 1982
• MS, Purdue University, 1973
• BS, University of Missouri at Rolla, 1970

Professional Experience

• Associate Professor of Finance, Indiana University, 1996 - 2003
• Associate Professor of Finance, The University of Tulsa, 1994 - 1996
• Registered Professional Engineer, G. A. Larsen Co., 1983-1986
• Plant Engineer and Manager, Construction Services, U. S. Steel Corp., 1971-1983

Awards, Honors & Certificates

• Kelley Direct MBA Teaching Excellence Award, 2006
• Schuyler F. Otteson Undergraduate Teaching Excellence Award, 1998, 2004
• Indiana University Trustee’s Teaching Excellence Award, 2001
• Kelley School of Business Service Award, 2002

Selected Publications

• Larsen, G., and Bruce Resnick (2018), “Performance of Hedge Fund Style Portfolios Comprised of Factor Portfolios with Constrained Short Sales,” Journal of Business and Economic Perspectives, 45(1).
• Larsen, G., and Erik P. Larsen (2018), “A Short Note on the Potential for a Momentum Based Investment Strategy in Sector ETFs,” Journal of Finance and Economics, 8(1): 35-41.
• Larsen, G. (2017), "Investing in Small Basket Portfolios of DJIA Low Return Stocks: The Potential for Losers to Become Winners," Journal of Business and Economic Policy, 4(3): 1-7.
• Larsen, G. (2017), "Small-Basket Portfolios of DJIA Stocks: Low Volatility vs. Momentum," Financial Decisions, 28(1): 25-32.
• Larsen, G., and Bruce Resnick (2014), "On Comparing Foreign Exchange Hedging Alternatives," Financial Decisions, 26(1): 1-15.
• Larsen, G. (2013), "Enhancing the Returns of SRI Portfolios Using a Minimum Variance Small-Basket Strategy,” Journal of Financial Planning, 26 (5), May, 46–53.
• Larsen, G. and Bruce Resnick (2012), “An Optimization Strategy for Enhancing the Performance of Fund of Funds Portfolios,” Journal of Portfolio Management, Vol. 38, No. 2, Winter, pp. 147-154. 
• Larsen, G. and Bruce G. Resnick (2008), “Return Enhancement Trading Strategies for Size Based Portfolios,” Financial Markets and Portfolio Management, Vol. 22, No. 1, March, pp. 1-25.