At 28, Andersen isn't planning to homecoming anytime soon, though admits it is on the career agenda.
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He told Viaplay: "I think we should either go back to Denmark or a warm place, but it is difficult to say right now while a lot of things can happen.
"It's too soon to say we would like to return to Denmark and Copenhagen.
"Right now things are going well here and I still have a long contract in Fulham and I am 33 years old when that contract is done. It may be I have to retire with Vendsyssel FF."