For a few decades now the density profiles of dark matter halos have been studied both through observation and numerical simulations. While the shape and some key features like universality of the density profile were analysed in great detail the question about the how and why density profiles exhibit these shapes and properties still stands. I will talk about a few interesting properties of density power spectra, which are closely related to density profiles of dark matter halos, which we have observed in the scope of a microscopic, non-equilibrium, statistical field theory for cosmic structure formation recently published by Bartelmann et al. It avoids the difficulties of standard perturbation theory by construction and allows to proceed deeply into the non-linear regime of density fluctuations. I will also show how to obtain density profiles of dark matter halos analytically from this approach and what we can learn about the properties that determine the shape and universality feature of these profiles.