Linda Sandris Larsen

Presentation

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.

Primary research areas

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