Access Statistics for Lars Tyge Nielsen

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Counterexample in Ito Integration Theory	0	1	2	2	0	1	4	5
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	1	1	4	39
Common Knowledge of Price and Expected Cost in an Oligopolistic Market	0	0	0	0	1	3	5	101
Common Knowledge of a Multivariate Aggregate Statistic	0	0	0	0	0	0	2	548
Instantaneous Arbitrage and the CAPM	0	1	2	28	0	1	2	40
Monotone Risk Aversion	0	0	0	160	0	0	1	452
Monotone Risk Aversion	0	0	0	204	2	2	3	1,180
Parametric Characterizations of Risk Aversion and Prudence	0	0	1	144	1	1	3	567
Performance Measures for Dynamic Portfolio Management	0	0	0	713	0	1	6	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	1	2	5	762
Total Working Papers	0	2	5	1,505	6	12	35	6,649

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asset Market Equilibrium with Short-Selling	0	0	2	97	0	0	2	383
Common Knowledge of a Multivariate Aggregate Statistic	0	0	0	31	0	0	0	157
Common Knowledge of an Aggregate of Expectations	0	0	1	79	2	2	3	213
Common knowledge, communication, and convergence of beliefs	0	1	3	76	0	2	4	168
Common knowledge: The case of linear regression	0	0	0	29	4	4	4	120
Comparative risk aversion	0	0	0	2	0	0	0	22
Corrigenda	0	0	0	1	0	0	0	26
Differentiable von Neumann-Morgenstern utility	0	0	0	219	1	2	3	1,163
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	0	0	0	326
Existence of equilibrium in CAPM	0	0	1	152	0	0	2	373
Monotone risk aversion	0	0	0	102	0	0	0	455
Ordinal Interpersonal Comparisons in Bargaining	0	0	0	11	0	0	0	54
Parametric characterizations of risk aversion and prudence	0	0	1	60	1	1	2	265
Pareto optima in incomplete financial markets	0	0	0	15	2	2	2	81
Pareto optima, non-convexities and regulated market equilibria	0	0	0	7	0	0	0	31
Portfolio Selection in the Mean-Variance Model: A Note	0	0	0	134	1	1	1	410
Positive Prices in CAPM	0	0	0	34	0	0	0	146
Positively Weighted Frontier Portfolios: A Note	0	0	0	0	0	3	3	104
Risk sensitivity in bargaining with more than two participants	0	0	0	6	0	0	0	25
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	0	0	115
The expected utility of portfolios of assets	0	0	0	36	0	0	0	116
The instantaneous capital market line	0	0	0	141	0	1	2	1,023
The utility of infinite menus	0	0	0	40	0	0	1	321
Unbounded expected utility and continuity	0	0	0	31	0	0	0	59
Uniqueness of Equilibrium in the Classical Capital Asset Pricing Model	0	0	1	24	1	1	3	64
Total Journal Articles	0	1	9	1,479	12	19	32	6,568

1 registered items for which data could not be found

Book	File Downloads				Abstract Views
Book	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Pricing and Hedging of Derivative Securities	0	0	0	0	3	6	26	1,426
Total Books	0	0	0	0	3	6	26	1,426

Chapter	File Downloads				Abstract Views
Chapter	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Monotone Risk Aversion	0	0	0	0	0	0	1	7
Total Chapters	0	0	0	0	0	0	1	7

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Statistics updated 2025-03-03