"Niels Lyhne" by Jens Peter Jacobsen

Danish author Jens Peter Jacobsen was considered "the writer of his generation" in Denmark and was an important figure in the Modern Breakthrough, a style of realism that emerged in Scandinavia in the 1870s. His novel Niels Lyhne appeared in 1880, just five years before his death by tuberculosis at the age of 38.

Here's a brief description of the novel from the Penguin Classics edition:

"Niels Lyhne is an aspiring poet, torn between romanticism and realism, faith and reason. Through his relationships with six women—including his young widowed aunt, a seductive free spirit, and his passionate cousin who marries his friend—his search for purpose becomes a yielding to disillusionment. One of Danish literature's greatest novels, with nods to Kierkegaard and a protagonist some critics have compared to Hamlet, Jacobsen's masterpiece has at its center a young man who faces the anguish of the human condition but cannot find comfort in the Christian faith."

And here's an interesting tidbit from Wikipedia:

"Rainer Maria Rilke, in Letters to a Young Poet, cites the Bible and Jacobsen's work as the two books most worth reading. Since a focus of Niels Lyhne is how the nonbeliever deals with death, in pairing this novel with the Bible, Rilke sets the unwary young poet upon the dialectic. Further, this work may be considered a forerunner of the existentialist novels of mid-20th century France."