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 2 5 9
Aggregation of Expectations, Common Information, and Revealing Rational Expectations Equilibrium 0 0 0 0 0 0 0 95
Characterization of the Ito Integral 1 1 1 10 2 4 5 43
Common Knowledge of Price and Expected Cost in an Oligopolistic Market 0 0 0 0 2 5 14 112
Common Knowledge of a Multivariate Aggregate Statistic 0 0 0 0 0 0 0 548
Instantaneous Arbitrage and the CAPM 0 0 1 28 2 2 3 42
Monotone Risk Aversion 0 0 0 160 0 1 2 454
Monotone Risk Aversion 0 0 0 204 0 0 2 1,180
Parametric Characterizations of Risk Aversion and Prudence 0 0 0 144 1 1 2 568
Performance Measures for Dynamic Portfolio Management 1 1 1 714 3 3 4 2,171
Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-Varying First and Second Moments 0 0 0 0 3 4 4 696
Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-varying First and Second Moments 0 0 0 245 1 2 4 764
Total Working Papers 2 2 4 1,507 14 24 45 6,682

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 1 1 98 1 3 6 389
Common Knowledge of a Multivariate Aggregate Statistic 0 0 0 31 1 2 3 160
Common Knowledge of an Aggregate of Expectations 0 0 0 79 1 2 4 215
Common knowledge, communication, and convergence of beliefs 2 2 3 78 3 3 7 173
Common knowledge: The case of linear regression 0 0 0 29 0 0 5 121
Comparative risk aversion 0 0 0 2 0 0 1 23
Corrigenda 0 1 1 2 0 1 1 27
Differentiable von Neumann-Morgenstern utility 0 0 0 219 0 1 5 1,166
Dividends in the theory of derivative securities pricing 0 0 0 48 0 1 1 181
Equilibrium in CAPM Without a Riskless Asset 0 0 0 85 0 0 2 328
Existence of equilibrium in CAPM 0 0 0 152 1 1 3 376
Monotone risk aversion 0 0 1 103 0 0 3 458
Ordinal Interpersonal Comparisons in Bargaining 0 0 0 11 0 1 2 56
Parametric characterizations of risk aversion and prudence 0 0 0 60 0 0 3 267
Pareto optima in incomplete financial markets 0 0 0 15 0 1 3 82
Pareto optima, non-convexities and regulated market equilibria 0 0 0 7 0 0 1 32
Portfolio Selection in the Mean-Variance Model: A Note 0 0 0 134 1 1 3 412
Positive Prices in CAPM 0 1 1 35 1 3 3 149
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 0 1 5 30
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 2 117
The expected utility of portfolios of assets 0 0 0 36 0 0 2 118
The instantaneous capital market line 0 0 0 141 0 1 2 1,024
The utility of infinite menus 0 0 0 40 0 0 0 321
Unbounded expected utility and continuity 0 0 0 31 0 2 3 62
Uniqueness of Equilibrium in the Classical Capital Asset Pricing Model 0 0 0 24 0 0 1 64
Total Journal Articles 2 5 7 1,485 9 24 74 6,623
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 2 6 32 1,452
Total Books 0 0 0 0 2 6 32 1,452

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 2025-12-06