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 0 2 0 0 5 13
Aggregation of Expectations, Common Information, and Revealing Rational Expectations Equilibrium 0 0 0 0 1 1 3 98
Characterization of the Ito Integral 0 0 2 11 0 1 13 53
Common Knowledge of Price and Expected Cost in an Oligopolistic Market 0 0 0 0 0 0 9 117
Common Knowledge of a Multivariate Aggregate Statistic 0 0 0 0 1 1 6 554
Instantaneous Arbitrage and the CAPM 0 0 0 28 0 0 5 45
Monotone Risk Aversion 0 0 0 160 0 0 6 459
Monotone Risk Aversion 0 0 0 204 0 2 14 1,194
Parametric Characterizations of Risk Aversion and Prudence 1 1 1 145 1 1 5 572
Performance Measures for Dynamic Portfolio Management 0 0 2 715 0 2 17 2,185
Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-Varying First and Second Moments 0 0 0 0 0 0 11 704
Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-varying First and Second Moments 0 0 0 245 0 0 5 767
Total Working Papers 1 1 5 1,510 3 8 99 6,761

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 98 2 3 9 396
Common Knowledge of a Multivariate Aggregate Statistic 0 0 0 31 0 0 6 164
Common Knowledge of an Aggregate of Expectations 0 0 0 79 0 0 9 222
Common knowledge, communication, and convergence of beliefs 0 0 5 81 0 0 11 181
Common knowledge: The case of linear regression 0 0 1 30 1 1 6 127
Comparative risk aversion 0 0 0 2 0 0 3 26
Corrigenda 0 0 0 2 0 0 3 30
Differentiable von Neumann-Morgenstern utility 0 0 0 219 0 0 7 1,172
Dividends in the theory of derivative securities pricing 0 0 0 48 0 0 6 187
Equilibrium in CAPM Without a Riskless Asset 0 0 0 85 0 0 8 336
Existence of equilibrium in CAPM 0 0 0 152 0 0 3 378
Monotone risk aversion 0 0 0 103 0 1 11 469
Ordinal Interpersonal Comparisons in Bargaining 0 0 0 11 0 0 1 57
Parametric characterizations of risk aversion and prudence 1 1 1 61 1 1 2 269
Pareto optima in incomplete financial markets 0 0 0 15 0 1 7 88
Pareto optima, non-convexities and regulated market equilibria 0 0 0 7 0 0 3 35
Portfolio Selection in the Mean-Variance Model: A Note 0 0 0 134 0 0 5 416
Positive Prices in CAPM 0 0 0 35 0 1 11 158
Positively Weighted Frontier Portfolios: A Note 0 0 0 0 0 1 4 108
Risk sensitivity in bargaining with more than two participants 0 0 0 6 0 0 3 32
Robustness of the Market Model 0 0 0 0 0 1 4 172
Sharpe Ratios and Alphas in Continuous Time 0 0 0 19 0 0 13 130
The expected utility of portfolios of assets 0 0 0 36 0 1 5 123
The instantaneous capital market line 0 0 0 141 1 1 9 1,032
The utility of infinite menus 0 0 0 40 0 1 11 332
Unbounded expected utility and continuity 0 0 1 32 0 1 9 70
Uniqueness of Equilibrium in the Classical Capital Asset Pricing Model 0 0 0 24 1 1 3 67
Total Journal Articles 1 1 8 1,491 6 15 172 6,777
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 1 4 23 1,472
Total Books 0 0 0 0 1 4 23 1,472

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 4 11
Total Chapters 0 0 0 0 0 0 4 11

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Statistics updated 2026-10-11