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 1 6 13
Aggregation of Expectations, Common Information, and Revealing Rational Expectations Equilibrium 0 0 0 0 0 1 2 97
Characterization of the Ito Integral 0 1 2 11 0 6 13 52
Common Knowledge of Price and Expected Cost in an Oligopolistic Market 0 0 0 0 0 3 13 117
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 0 4 44
Monotone Risk Aversion 0 0 0 160 0 2 5 458
Monotone Risk Aversion 0 0 0 204 0 3 12 1,192
Parametric Characterizations of Risk Aversion and Prudence 0 0 0 144 0 2 4 571
Performance Measures for Dynamic Portfolio Management 0 0 1 714 0 5 12 2,180
Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-Varying First and Second Moments 0 0 0 0 1 3 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 3 1,508 1 26 93 6,748

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 9 393
Common Knowledge of a Multivariate Aggregate Statistic 0 0 0 31 0 1 7 164
Common Knowledge of an Aggregate of Expectations 0 0 0 79 1 2 9 222
Common knowledge, communication, and convergence of beliefs 0 1 5 81 0 4 12 181
Common knowledge: The case of linear regression 0 1 1 30 0 2 6 126
Comparative risk aversion 0 0 0 2 1 1 4 26
Corrigenda 0 0 1 2 1 3 4 30
Differentiable von Neumann-Morgenstern utility 0 0 0 219 1 3 8 1,172
Dividends in the theory of derivative securities pricing 0 0 0 48 0 3 7 187
Equilibrium in CAPM Without a Riskless Asset 0 0 0 85 0 4 10 336
Existence of equilibrium in CAPM 0 0 0 152 0 1 4 378
Monotone risk aversion 0 0 1 103 0 4 13 468
Ordinal Interpersonal Comparisons in Bargaining 0 0 0 11 0 1 3 57
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 1 2 6 87
Pareto optima, non-convexities and regulated market equilibria 0 0 0 7 1 2 4 35
Portfolio Selection in the Mean-Variance Model: A Note 0 0 0 134 0 2 5 415
Positive Prices in CAPM 0 0 1 35 1 1 11 157
Positively Weighted Frontier Portfolios: A Note 0 0 0 0 0 1 3 107
Risk sensitivity in bargaining with more than two participants 0 0 0 6 0 1 5 31
Robustness of the Market Model 0 0 0 0 1 1 3 171
Sharpe Ratios and Alphas in Continuous Time 0 0 0 19 0 4 15 130
The expected utility of portfolios of assets 0 0 0 36 0 1 5 122
The instantaneous capital market line 0 0 0 141 0 2 8 1,031
The utility of infinite menus 0 0 0 40 1 5 10 331
Unbounded expected utility and continuity 1 1 1 32 1 4 10 69
Uniqueness of Equilibrium in the Classical Capital Asset Pricing Model 0 0 0 24 0 1 2 66
Total Journal Articles 1 3 11 1,490 11 58 185 6,759
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 30 1,466
Total Books 0 0 0 0 3 8 30 1,466

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 1 3 4 11
Total Chapters 0 0 0 0 1 3 4 11

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Statistics updated 2026-06-04