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
A Counterexample in Ito Integration Theory 0 0 1 2 0 0 4 7
Aggregation of Expectations, Common Information, and Revealing Rational Expectations Equilibrium 0 0 0 0 0 0 0 95
Characterization of the Ito Integral 0 0 0 9 0 0 3 39
Common Knowledge of Price and Expected Cost in an Oligopolistic Market 0 0 0 0 1 3 9 106
Common Knowledge of a Multivariate Aggregate Statistic 0 0 0 0 0 0 0 548
Instantaneous Arbitrage and the CAPM 0 0 1 28 0 0 1 40
Monotone Risk Aversion 0 0 0 204 0 0 3 1,180
Monotone Risk Aversion 0 0 0 160 0 1 1 453
Parametric Characterizations of Risk Aversion and Prudence 0 0 0 144 0 0 2 567
Performance Measures for Dynamic Portfolio Management 0 0 0 713 0 0 4 2,168
Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-Varying First and Second Moments 0 0 0 0 0 0 0 692
Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-varying First and Second Moments 0 0 0 245 0 0 4 762
Total Working Papers 0 0 2 1,505 1 4 31 6,657

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 0 0 0 97 2 3 3 386
Common Knowledge of a Multivariate Aggregate Statistic 0 0 0 31 1 1 1 158
Common Knowledge of an Aggregate of Expectations 0 0 1 79 0 0 3 213
Common knowledge, communication, and convergence of beliefs 0 0 2 76 1 2 5 170
Common knowledge: The case of linear regression 0 0 0 29 1 1 5 121
Comparative risk aversion 0 0 0 2 1 1 1 23
Corrigenda 0 0 0 1 0 0 0 26
Differentiable von Neumann-Morgenstern utility 0 0 0 219 1 1 4 1,165
Dividends in the theory of derivative securities pricing 0 0 0 48 0 0 0 180
Equilibrium in CAPM Without a Riskless Asset 0 0 0 85 2 2 2 328
Existence of equilibrium in CAPM 0 0 0 152 0 0 1 374
Monotone risk aversion 1 1 1 103 3 3 3 458
Ordinal Interpersonal Comparisons in Bargaining 0 0 0 11 1 1 1 55
Parametric characterizations of risk aversion and prudence 0 0 0 60 0 0 1 265
Pareto optima in incomplete financial markets 0 0 0 15 0 0 2 81
Pareto optima, non-convexities and regulated market equilibria 0 0 0 7 1 1 1 32
Portfolio Selection in the Mean-Variance Model: A Note 0 0 0 134 1 1 2 411
Positive Prices in CAPM 0 0 0 34 0 0 0 146
Positively Weighted Frontier Portfolios: A Note 0 0 0 0 0 0 3 104
Risk sensitivity in bargaining with more than two participants 0 0 0 6 3 3 4 29
Robustness of the Market Model 0 0 0 0 0 0 0 168
Sharpe Ratios and Alphas in Continuous Time 0 0 0 19 0 2 2 117
The expected utility of portfolios of assets 0 0 0 36 1 1 2 118
The instantaneous capital market line 0 0 0 141 0 0 1 1,023
The utility of infinite menus 0 0 0 40 0 0 1 321
Unbounded expected utility and continuity 0 0 0 31 1 1 1 60
Uniqueness of Equilibrium in the Classical Capital Asset Pricing Model 0 0 0 24 0 0 2 64
Total Journal Articles 1 1 4 1,480 20 24 51 6,596
1 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Pricing and Hedging of Derivative Securities 0 0 0 0 4 9 31 1,443
Total Books 0 0 0 0 4 9 31 1,443

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Monotone Risk Aversion 0 0 0 0 0 0 0 7
Total Chapters 0 0 0 0 0 0 0 7

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Statistics updated 2025-08-05