The Keeper of Lost Causes is the first book in a series of Danish detective novels featuring Carl Mørck and "Department Q," which handles cold cases. You can tell it's the first book in a series by the number of peripheral characters who are introduced but don't really impact the story, such as Carl's ex-wife and his lodger.
The police investigation and the character development are well-executed. Our hero is cantankerous without becoming too eccentric. The author skirts but avoids the many pitfalls of detective novels, resisting the urge to make Carl a genius or the criminal a mastermind, not giving characters long speeches of exposition, and keeping separate investigations separate instead of revealing that they all tie together. The only trope Adler-Olsen does indulge in is describing all female characters in terms of how attractive they are.
...Until around page 300 (of 395) when the perpetrator is revealed and he explains his motives and methods in the manner of movie villains everywhere. And what a plot it is! He's not content to kill his victim but has to implement an implausibly elaborate scheme to punish her. It involves a pressure chamber, not because that makes any sense but because it provides a creative method of murder. The bad guy also declines to shoot our hero before demanding an explanation of how the detective found him.