UPDATE 3-New Danish leader aims to form government soon

* New Danish PM pledges to form government quickly

* Economy a pressing problem

* Differences among coalition partners (Recasts, updates)

By Mette Fraende and Jeremy Gaunt

COPENHAGEN, Sept 16 (Reuters) - Denmark's prime minister-elect, Helle Thorning-Schmidt, said on Friday she expected to form a new government quickly, bringing together a disparate "Red bloc" grouping that ended 10 years of centre-right rule in a voter backlash over the economy.

Financial markets generally took the election in their stride, having expected the result which could trigger extra public spending and higher taxes.

Thorning-Schmidt, who will be Denmark's first woman prime minister when formalities are over, faces a tough task of pleasing coalition partners ranging from mainstream centrists to the far-left.

"We have a majority and we will use that majority," she said, a day after tapping voter anger about economic decline to take a relatively narrow victory and eject Prime Minister Lars Lokke Rasmussen from power.

She said she hoped to form a three-party government by the opening of parliament on Oct. 4 at the latest. A fourth party, in the bloc but outside the cabinet, would secure a majority.

Danish newspapers on Friday questioned how long a coalition led by the Social Democrat Thorning-Schmidt could last, noting sharp differences between parties in the Red bloc.

These differences range from pension reform, taxes and unemployment benefits to immigration rules.

In all, Thorning-Schmidt's Red bloc will have a slim majority of five seats in Denmark's 179-seat parliament.

Commentators did not doubt her ability to forge a coalition government, but foresaw difficulties in making it work.

"With a parliamentary basis consisting of parties in deep mutual dispute over the most important questions in society, the election victory last night could turn out to be a short-lived triumph for Thorning-Schmidt," daily Berlingske said.

The biggest winners of the night were both in Thorning-Schmidt's camp but have little in common -- the far-left Red-Green Alliance and the centrist Social Liberals.

Denmark's stock market was slightly lower, bucking the broader European trend, but traders said it was mainly due to specific stocks and not related to the election.

Some analysts warned, however, that markets could become worried if the government formation talks drag on.

ECONOMY AHEAD

The economy will be the first task. Thorning-Schmidt's platform included increased government spending, raising taxes on the wealthy and an unusual plan to make everyone work 12 minutes more per day -- or an extra hour each week. Her group argues this would help to kick-start economic growth.

Denmark has been spared much of the trauma suffered by other west European countries because it remains outside the euro zone. This means it was not involved in bailing out debt-laden countries such as Greece, an issue that has stirred popular anger in neighbouring Germany.

But the economic crisis has turned Denmark's healthy budget surplus into a deficit which is forecast to reach 4.6 percent of GDP next year.

Denmark was the latest European country where voters have thrown out incumbent leaders partly because of the economic crisis. Ireland, Britain, Portugal, Finland and The Netherlands have all had changes of government in the past year or so.

Spain's Socialist government also faces possible defeat in a Nov. 20 general election and German Chancellor Angela Merkel has lost a series of state elections since May 2010.

Denmark's next prime minister is part of an extended European political family, married to the son of Neil and Glenys Kinnock. Neil was a European commissioner and British Labour Party leader, Glenys a European parliamentary deputy and Europe minister in the last Labour government in Britain. (Additional reporting by Anna Ringstrom, John Acher and Terje Solsvik; Editing by Matthew Jones)