Glen A. Larsen Jr.

Professor of Finance Emeritus

Department: Kelley School of Business Indianapolis

Campus: Indianapolis

Biography

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 Resnick, B. (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 Larsen, E. P. (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. View Full Text
Larsen, G. (2017). Small-Basket Portfolios of DJIA Stocks: Low Volatility vs. Momentum. Financial Decisions, 28(1), 25-32.
Larsen, G., and Resnick, B. (2014). On Comparing Foreign Exchange Hedging Alternatives. Financial Decisions, 26(1), 1-15.
Larsen, G. (2013). Relative Methods for Equity Valuation. In Frank J. Fabozzi (Eds.) Encyclopedia of Financial Models, Volume II (32-46). Hoboken, NJ: John Wiley & Sons.
Larsen, G. (2013). Discounted Cash Flow Methods for Equity Valuation. In Frank J. Fabozzi (Ed.) Encyclopedia of Financial Models, Volume II (15-31). Hoboken, NJ: John Wiley & Sons.
Larsen, G. (2013). Enhancing the Returns of SRI Portfolios Using a Minimum Variance Small-Basket Strategy. Journal of Financial Planning, 26(5), 46–53.
Larsen, G., and Resnick, B. (2012). An Optimization Strategy for Enhancing the Performance of Fund of Funds Portfolios. Journal of Portfolio Management, 38(2), 147-154.
Larsen, G. (2011). Chapter 10: Approaches to Common Stock Valuation. In Frank J. Fabozzi and Harry Markowitz (Eds.), The Theory and Practice of Investment Management. Hoboken, NJ: John Wiley & Sons.
Larsen, G. and Resnick, B. G. (2008). Return Enhancement Trading Strategies for Size Based Portfolios. Financial Markets and Portfolio Management, 22(1), 1-25.

Edited on July 2, 2024