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 2 6 11
Aggregation of Expectations, Common Information, and Revealing Rational Expectations Equilibrium 0 0 0 0 1 1 1 96
Characterization of the Ito Integral 0 1 1 10 1 4 7 45
Common Knowledge of Price and Expected Cost in an Oligopolistic Market 0 0 0 0 1 4 14 114
Common Knowledge of a Multivariate Aggregate Statistic 0 0 0 0 3 5 5 553
Instantaneous Arbitrage and the CAPM 0 0 0 28 1 4 4 44
Monotone Risk Aversion 0 0 0 160 1 1 3 455
Monotone Risk Aversion 0 0 0 204 4 6 8 1,186
Parametric Characterizations of Risk Aversion and Prudence 0 0 0 144 1 2 3 569
Performance Measures for Dynamic Portfolio Management 0 1 1 714 3 6 6 2,174
Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-Varying First and Second Moments 0 0 0 0 5 8 9 701
Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-varying First and Second Moments 0 0 0 245 1 4 6 767
Total Working Papers 0 2 2 1,507 22 47 72 6,715

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 2 3 8 391
Common Knowledge of a Multivariate Aggregate Statistic 0 0 0 31 2 4 6 163
Common Knowledge of an Aggregate of Expectations 0 0 0 79 3 5 8 219
Common knowledge, communication, and convergence of beliefs 1 4 4 80 2 6 8 176
Common knowledge: The case of linear regression 0 0 0 29 2 3 8 124
Comparative risk aversion 0 0 0 2 1 2 3 25
Corrigenda 0 0 1 2 0 0 1 27
Differentiable von Neumann-Morgenstern utility 0 0 0 219 2 2 6 1,168
Dividends in the theory of derivative securities pricing 0 0 0 48 1 2 3 183
Equilibrium in CAPM Without a Riskless Asset 0 0 0 85 4 4 6 332
Existence of equilibrium in CAPM 0 0 0 152 0 2 4 377
Monotone risk aversion 0 0 1 103 2 5 8 463
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 3 267
Pareto optima in incomplete financial markets 0 0 0 15 2 3 6 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 1 2 4 413
Positive Prices in CAPM 0 0 1 35 3 8 10 156
Positively Weighted Frontier Portfolios: A Note 0 0 0 0 2 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 7 9 124
The expected utility of portfolios of assets 0 0 0 36 3 3 5 121
The instantaneous capital market line 0 0 0 141 4 5 6 1,029
The utility of infinite menus 0 0 0 40 4 4 4 325
Unbounded expected utility and continuity 0 0 0 31 1 3 6 65
Uniqueness of Equilibrium in the Classical Capital Asset Pricing Model 0 0 0 24 0 1 2 65
Total Journal Articles 1 4 8 1,487 43 79 137 6,693
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 34 1,457
Total Books 0 0 0 0 2 7 34 1,457

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

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12