Glen A. Larsen, Jr.

Glen A. Larsen, Jr.

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Contact Information

Professional Titles

  • Professor of Finance

Education:

  • D.B.A. Indiana University Bloomington, 1989
  • M.B.A. Indiana University, 1982
  • M.S. Purdue University, 1973
  • B.S. Univ. of Missouri at Rolla, 1970

Awards & Honors:

  • 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

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

Professional Interests:

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

Selected Publications:

  • “An Optimization Strategy for Enhancing the Performance of Fund- of-Funds Portfolios,” with B. Resnick, The Journal of Portfolio Management, Vol. 38, No. 2 (Winter 2012), 147-154.
  • “Chapter 10: Approaches to Common Stock Valuation,” The Theory and Practice of Investment Management, Edited by Frank J. Fabozzi and Harry Markowitz, John Wiley & Sons, 2010.
  • “Return Enhancement Trading Strategies for Size Based Portfolios,” with Bruce G. Resnick, Financial Markets and Portfolio Management, Vol. 22, No. 1, March 2008, 1-25.
  • “Implications for Enhanced Portfolio Performance Based on the Information Content of Short Interest,” with Steven L. Jones, Journal of Financial Education, Vol. 33, Fall (2007), 1-12.
  • “Equity Portfolio Return Enhancement Relative to a Custom Benchmark: The Potential for Exchange Traded Funds,” with K. Carow and R. Heron, Institutional Investor’s Exchange Traded Funds Guide ETFs II: New Approaches and Global Outreach, Fall 2003, 62-75.
  • “Parameter Estimation Techniques, Optimization Frequency, and Equity Portfolio Return Enhancement,” with B. Resnick, The Journal of Portfolio Management, Vol. 27, No. 2 (2001), 27-34.
  • “The Optimal Construction of Internationally Diversified Equity Portfolios Hedged Against Exchange Rate Uncertainty,” with B. Resnick, European Financial Management, Vol. 6, No. 4 (2000), 479-514.
  • “Empirical Insights on Indexing,” with B. Resnick, The Journal of Portfolio Management, Vol. 25, No. 1 (1998), 51-60.