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 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 9 105
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 0 160 0 1 1 453
Monotone Risk Aversion 0 0 0 204 0 0 3 1,180
Parametric Characterizations of Risk Aversion and Prudence 0 0 1 144 0 0 3 567
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 3 1,505 1 6 32 6,656

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 1 97 0 1 2 384
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 0 0 3 213
Common knowledge, communication, and convergence of beliefs 0 0 2 76 0 1 4 169
Common knowledge: The case of linear regression 0 0 0 29 0 0 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 0 0 3 1,164
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 0 152 0 0 1 374
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 0 0 2 265
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 0 0 0 31
Portfolio Selection in the Mean-Variance Model: A Note 0 0 0 134 0 0 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 0 3 104
Risk sensitivity in bargaining with more than two participants 0 0 0 6 0 1 1 26
Robustness of the Market Model 0 0 0 0 0 0 0 168
Sharpe Ratios and Alphas in Continuous Time 0 0 0 19 2 2 2 117
The expected utility of portfolios of assets 0 0 0 36 0 0 1 117
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 0 0 0 59
Uniqueness of Equilibrium in the Classical Capital Asset Pricing Model 0 0 0 24 0 0 2 64
Total Journal Articles 0 0 5 1,479 2 5 33 6,576
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 3 8 31 1,439
Total Books 0 0 0 0 3 8 31 1,439

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 2025-07-04