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 6 13
Aggregation of Expectations, Common Information, and Revealing Rational Expectations Equilibrium 0 0 0 0 0 0 2 97
Characterization of the Ito Integral 0 0 2 11 0 0 13 52
Common Knowledge of Price and Expected Cost in an Oligopolistic Market 0 0 0 0 0 0 11 117
Common Knowledge of a Multivariate Aggregate Statistic 0 0 0 0 0 0 5 553
Instantaneous Arbitrage and the CAPM 0 0 0 28 0 1 5 45
Monotone Risk Aversion 0 0 0 204 1 1 13 1,193
Monotone Risk Aversion 0 0 0 160 0 1 6 459
Parametric Characterizations of Risk Aversion and Prudence 0 0 0 144 0 0 4 571
Performance Measures for Dynamic Portfolio Management 0 1 2 715 1 4 16 2,184
Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-Varying First and Second Moments 0 0 0 0 0 1 12 704
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 0 1 4 1,509 2 8 98 6,755

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 98 1 2 8 394
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 1 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 0 0 5 126
Comparative risk aversion 0 0 0 2 0 1 3 26
Corrigenda 0 0 1 2 0 1 4 30
Differentiable von Neumann-Morgenstern utility 0 0 0 219 0 1 7 1,172
Dividends in the theory of derivative securities pricing 0 0 0 48 0 0 7 187
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 4 378
Monotone risk aversion 0 0 0 103 0 0 10 468
Ordinal Interpersonal Comparisons in Bargaining 0 0 0 11 0 0 2 57
Parametric characterizations of risk aversion and prudence 0 0 0 60 0 1 3 268
Pareto optima in incomplete financial markets 0 0 0 15 0 1 6 87
Pareto optima, non-convexities and regulated market equilibria 0 0 0 7 0 1 3 35
Portfolio Selection in the Mean-Variance Model: A Note 0 0 0 134 0 1 5 416
Positive Prices in CAPM 0 0 1 35 0 1 11 157
Positively Weighted Frontier Portfolios: A Note 0 0 0 0 1 1 4 108
Risk sensitivity in bargaining with more than two participants 0 0 0 6 0 1 3 32
Robustness of the Market Model 0 0 0 0 0 1 3 171
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 1 1 5 123
The instantaneous capital market line 0 0 0 141 0 0 8 1,031
The utility of infinite menus 0 0 0 40 1 2 11 332
Unbounded expected utility and continuity 0 1 1 32 1 2 10 70
Uniqueness of Equilibrium in the Classical Capital Asset Pricing Model 0 0 0 24 0 0 2 66
Total Journal Articles 0 1 10 1,490 5 19 171 6,767
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 7 27 1,470
Total Books 0 0 0 0 2 7 27 1,470

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 4 11
Total Chapters 0 0 0 0 0 1 4 11

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Statistics updated 2026-08-07