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
Aggregation of Expectations, Common Information, and Revealing Rational Expectations Equilibrium 0 0 0 0 0 2 3 95
Characterization of the Ito Integral 0 0 1 9 0 2 5 34
Common Knowledge of Price and Expected Cost in an Oligopolistic Market 0 0 0 0 0 0 0 96
Common Knowledge of a Multivariate Aggregate Statistic 0 0 0 0 0 1 2 546
Instantaneous Arbitrage and the CAPM 0 0 0 26 0 1 4 37
Monotone Risk Aversion 0 0 0 203 0 1 1 1,176
Monotone Risk Aversion 0 0 0 160 0 2 2 451
Parametric Characterizations of Risk Aversion and Prudence 0 0 0 143 0 2 4 564
Performance Measures for Dynamic Portfolio Management 0 0 0 712 0 1 4 2,161
Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-Varying First and Second Moments 0 0 0 0 0 1 1 692
Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-varying First and Second Moments 0 1 1 245 0 1 4 755
Total Working Papers 0 1 2 1,498 0 14 30 6,607


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 95 0 2 2 381
Common Knowledge of a Multivariate Aggregate Statistic 0 0 1 31 0 1 2 157
Common Knowledge of an Aggregate of Expectations 0 0 0 78 0 1 2 210
Common knowledge, communication, and convergence of beliefs 0 0 8 73 0 1 14 164
Common knowledge: The case of linear regression 0 0 0 29 0 2 2 116
Comparative risk aversion 0 0 0 2 0 2 2 22
Corrigenda 0 0 0 1 0 1 1 26
Differentiable von Neumann-Morgenstern utility 0 0 0 219 0 1 10 1,160
Dividends in the theory of derivative securities pricing 0 0 1 48 0 0 1 180
Equilibrium in CAPM Without a Riskless Asset 0 0 1 85 0 0 1 326
Existence of equilibrium in CAPM 0 0 2 151 0 0 2 371
Monotone risk aversion 0 0 0 102 0 2 2 455
Ordinal Interpersonal Comparisons in Bargaining 0 0 0 11 0 1 1 54
Parametric characterizations of risk aversion and prudence 0 0 0 59 0 1 1 263
Pareto optima in incomplete financial markets 0 0 0 15 0 1 1 79
Pareto optima, non-convexities and regulated market equilibria 0 0 0 7 0 1 1 31
Portfolio Selection in the Mean-Variance Model: A Note 0 0 0 134 0 1 1 409
Positive Prices in CAPM 0 0 0 34 0 2 2 146
Positively Weighted Frontier Portfolios: A Note 0 0 0 0 0 3 4 101
Risk sensitivity in bargaining with more than two participants 0 0 0 6 0 1 1 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 1 2 113
The expected utility of portfolios of assets 0 0 0 36 0 2 3 116
The instantaneous capital market line 0 0 0 141 0 2 5 1,021
The utility of infinite menus 0 0 0 40 0 1 1 320
Unbounded expected utility and continuity 0 0 0 31 0 2 2 59
Uniqueness of Equilibrium in the Classical Capital Asset Pricing Model 0 0 0 23 0 0 0 61
Total Journal Articles 0 0 13 1,470 0 32 66 6,534


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 5 37 1,398
Total Books 0 0 0 0 2 5 37 1,398


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 1 2 6
Total Chapters 0 0 0 0 0 1 2 6


Statistics updated 2024-02-04