Glen A. Larsen
- Professor of Finance
- DBA, Indiana University, 1989
- MBA, Indiana University, 1982
- MS, Purdue University, 1973
- BS, University of Missouri at Rolla, 1970
- 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 & Certifications
- 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
Asset Allocation, Enhanced Indexing, Firm Valuation, Portfolio Performance Measurement
Professor Larsen received a Doctorate in Business Administration in Finance from Indiana University in 1989, an MBA in Finance from Indiana University in 1982, an M.S. in Engineering from Purdue University in 1973, and a B.S. in Engineering from the University of Missouri at Rolla in 1970. He is a Registered Professional Engineer and a Chartered Financial Analyst. Professor Larsen served as an infantry officer in the Army Reserves, worked in business for 16 years, and was a visiting assistant professor at Indiana University for one year, and an Associate Professor at The University of Tulsa for six years. He joined the Kelley School of Business as a tenured faculty member in 1996 and was promoted to Full Professor on July 1, 2003. Professor Larsen’s primary teaching and research interests are in the areas of corporate finance and investments. He has received several teaching excellence awards including the Schuyler F. Otteson Teaching Award and the Trustees Teaching Award. He has published 40 peer-reviewed articles in such journals as Journal of Portfolio Management, Journal of Financial Research, Review of Quantitative Finance and Accounting, Journal of Economics and Finance, and Journal of International Financial Markets, Institutions & Money. Professor Larsen also pioneered the teaching of MBA level finance courses through distance learning by developing the first four MBA level Web based courses in investments and corporate finance for the Kelley School of Business. In addition to teaching and research, Professor Larsen served six years as Chairperson, Undergraduate Programs and is currently the Director of the Purdue – IU MSE/MBA Dual Degree Program. He received the Kelley School of Business Service Award for the academic year 2001/2002.
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, Jr., Glen A. 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, Jr., Glen A. (2010), “Chapter 10: Approaches to Common Stock Valuation,” in Frank J. Fabozzi and Harry Markowitz (eds.), The Theory and Practice of Investment Management, John Wiley & Sons.
- Larsen, Jr., Glen A. 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.
Larsen, Jr., Glen A. and Steven L. Jones (2007), “Implications for Enhanced Portfolio Performance Based on the Information Content of Short Interest,” Journal of Financial Education, Vol. 33, Fall, pp. 1-12.
Larsen, Jr., Glen A., K. Carow, and R. Heron (2003), “Equity Portfolio Return Enhancement Relative to a Custom Benchmark: The Potential for Exchange Traded Funds,” Institutional Investor’s Exchange Traded Funds Guide ETFs II: New Approaches and Global Outreach, Fall, pp. 62-75.
Larsen, Jr., Glen A. and B. Resnick (2001), “Parameter Estimation Techniques, Optimization Frequency, and Equity Portfolio Return Enhancement,” Journal of Portfolio Management, Vol. 27, No. 4, pp. 27-34.
Larsen, Jr., Glen A. and B. Resnick (2000), “The Optimal Construction of Internationally Diversified Equity Portfolios Hedged Against Exchange Rate Uncertainty,” European Financial Management, Vol. 6, No. 4, 2000, pp. 479-514.