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 1 3 7 12
Aggregation of Expectations, Common Information, and Revealing Rational Expectations Equilibrium 0 0 0 0 0 1 1 96
Characterization of the Ito Integral 0 0 1 10 1 3 7 46
Common Knowledge of Price and Expected Cost in an Oligopolistic Market 0 0 0 0 0 2 13 114
Common Knowledge of a Multivariate Aggregate Statistic 0 0 0 0 0 5 5 553
Instantaneous Arbitrage and the CAPM 0 0 0 28 0 2 4 44
Monotone Risk Aversion 0 0 0 160 1 2 4 456
Monotone Risk Aversion 0 0 0 204 3 9 9 1,189
Parametric Characterizations of Risk Aversion and Prudence 0 0 0 144 0 1 2 569
Performance Measures for Dynamic Portfolio Management 0 0 1 714 1 4 7 2,175
Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-Varying First and Second Moments 0 0 0 0 0 5 9 701
Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-varying First and Second Moments 0 0 0 245 0 3 5 767
Total Working Papers 0 0 2 1,507 7 40 73 6,722

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 0 2 8 391
Common Knowledge of a Multivariate Aggregate Statistic 0 0 0 31 0 3 6 163
Common Knowledge of an Aggregate of Expectations 0 0 0 79 1 5 7 220
Common knowledge, communication, and convergence of beliefs 0 2 4 80 1 4 9 177
Common knowledge: The case of linear regression 0 0 0 29 0 3 4 124
Comparative risk aversion 0 0 0 2 0 2 3 25
Corrigenda 0 0 1 2 0 0 1 27
Differentiable von Neumann-Morgenstern utility 0 0 0 219 1 3 6 1,169
Dividends in the theory of derivative securities pricing 0 0 0 48 1 3 4 184
Equilibrium in CAPM Without a Riskless Asset 0 0 0 85 0 4 6 332
Existence of equilibrium in CAPM 0 0 0 152 0 1 4 377
Monotone risk aversion 0 0 1 103 1 6 9 464
Ordinal Interpersonal Comparisons in Bargaining 0 0 0 11 0 0 2 56
Parametric characterizations of risk aversion and prudence 0 0 0 60 0 0 2 267
Pareto optima in incomplete financial markets 0 0 0 15 0 3 4 85
Pareto optima, non-convexities and regulated market equilibria 0 0 0 7 0 1 2 33
Portfolio Selection in the Mean-Variance Model: A Note 0 0 0 134 0 1 3 413
Positive Prices in CAPM 0 0 1 35 0 7 10 156
Positively Weighted Frontier Portfolios: A Note 0 0 0 0 0 2 2 106
Risk sensitivity in bargaining with more than two participants 0 0 0 6 0 0 5 30
Robustness of the Market Model 0 0 0 0 0 2 2 170
Sharpe Ratios and Alphas in Continuous Time 0 0 0 19 2 9 11 126
The expected utility of portfolios of assets 0 0 0 36 0 3 5 121
The instantaneous capital market line 0 0 0 141 0 5 6 1,029
The utility of infinite menus 0 0 0 40 1 5 5 326
Unbounded expected utility and continuity 0 0 0 31 0 3 6 65
Uniqueness of Equilibrium in the Classical Capital Asset Pricing Model 0 0 0 24 0 1 1 65
Total Journal Articles 0 2 8 1,487 8 78 133 6,701
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 6 32 1,458
Total Books 0 0 0 0 1 6 32 1,458

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 1 8
Total Chapters 0 0 0 0 0 1 1 8

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Statistics updated 2026-03-04