Access Statistics for Lars Tyge Nielsen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Common Knowledge of a Multivariate Aggregate Statistic 0 0 0 0 1 3 28 479
Monotone Risk Aversion 2 5 10 136 6 12 39 360
Monotone Risk Aversion 0 4 15 178 6 17 59 1,057
Parametric Characterizations of Risk Aversion and Prudence 4 5 15 115 7 12 36 448
Performance Measures for Dynamic Portfolio Management 8 20 63 588 21 46 173 1,642
Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-Varying First and Second Moments 0 0 0 0 1 1 11 653
Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-varying First and Second Moments 1 2 15 218 5 9 41 672
Total Working Papers 15 36 118 1,235 47 100 387 5,311


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Market Equilibrium with Short-Selling 1 2 34 74 4 7 79 251
Attractive Compounds of Unattractive Investments and Gambles 0 0 0 0 1 1 8 84
Common Knowledge of a Multivariate Aggregate Statistic 0 0 1 21 1 1 8 109
Common Knowledge of an Aggregate of Expectations 0 0 9 49 2 3 15 124
Common knowledge: The case of linear regression 0 0 1 12 1 2 10 76
Equilibrium in CAPM without a Riskless Asset 0 1 5 59 3 6 33 241
Existence of equilibrium in CAPM 0 4 19 116 1 7 55 281
Monotone risk aversion 3 6 11 62 7 13 41 330
Pareto optima in incomplete financial markets 0 0 2 15 2 2 11 68
Portfolio Selection in the Mean-Variance Model: A Note 1 3 16 114 4 7 38 320
Positive Prices in CAPM 0 1 7 23 1 2 19 87
Positively Weighted Frontier Portfolios: A Note 0 0 0 0 1 3 14 61
Robustness of the Market Model 0 0 0 0 1 2 9 147
The expected utility of portfolios of assets 1 3 11 26 4 7 23 84
The instantaneous capital market line 3 4 12 103 8 14 60 866
The utility of infinite menus 0 0 2 39 1 2 8 300
exposita notes: Parametric characterizations of risk aversion and prudence 0 0 3 46 1 1 8 206
research articles: Differentiable von Neumann-Morgenstern utility 2 3 7 206 5 9 37 1,080
Total Journal Articles 11 27 140 965 48 89 476 4,715


Statistics updated 2009-11-04