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 1 3 3 81
Characterization of the Ito Integral 0 0 0 6 1 2 8 18
Common Knowledge of Price and Expected Cost in an Oligopolistic Market 0 0 0 0 1 3 7 92
Common Knowledge of a Multivariate Aggregate Statistic 0 0 0 0 0 1 4 543
Instantaneous Arbitrage and the CAPM 0 0 0 23 0 0 6 20
Monotone Risk Aversion 0 0 1 202 1 2 9 1,169
Monotone Risk Aversion 0 0 1 160 2 3 8 444
Parametric Characterizations of Risk Aversion and Prudence 0 0 0 142 0 0 7 556
Performance Measures for Dynamic Portfolio Management 0 0 1 705 0 2 10 2,135
Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-Varying First and Second Moments 0 0 0 0 0 0 3 687
Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-varying First and Second Moments 0 0 0 244 1 2 4 742
Total Working Papers 0 0 3 1,482 7 18 69 6,487


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 92 0 0 5 370
Common Knowledge of a Multivariate Aggregate Statistic 0 1 1 29 0 1 2 152
Common Knowledge of an Aggregate of Expectations 0 0 1 77 0 0 3 198
Common knowledge, communication, and convergence of beliefs 0 0 0 61 0 0 4 137
Common knowledge: The case of linear regression 0 0 1 27 0 0 3 109
Comparative risk aversion 0 0 0 2 0 0 1 19
Corrigenda 0 0 0 1 0 0 1 25
Differentiable von Neumann-Morgenstern utility 0 0 0 214 0 1 5 1,132
Dividends in the theory of derivative securities pricing 0 0 1 46 1 3 9 174
Equilibrium in CAPM Without a Riskless Asset 0 1 2 81 0 1 5 312
Existence of equilibrium in CAPM 0 0 0 148 1 1 4 363
Monotone risk aversion 0 0 0 98 0 1 3 442
Ordinal Interpersonal Comparisons in Bargaining 0 0 0 11 0 0 1 45
Parametric characterizations of risk aversion and prudence 0 0 0 57 0 0 4 257
Pareto optima in incomplete financial markets 0 0 0 15 0 0 2 78
Pareto optima, non-convexities and regulated market equilibria 0 0 0 5 0 0 1 28
Portfolio Selection in the Mean-Variance Model: A Note 0 0 0 133 0 0 3 402
Positive Prices in CAPM 0 0 0 33 0 3 7 138
Positively Weighted Frontier Portfolios: A Note 0 0 0 0 0 0 3 94
Risk sensitivity in bargaining with more than two participants 0 0 0 4 0 1 2 20
Robustness of the Market Model 0 0 0 0 0 0 1 167
Sharpe Ratios and Alphas in Continuous Time 0 0 2 19 0 0 7 101
The expected utility of portfolios of assets 0 0 0 36 0 0 1 113
The instantaneous capital market line 0 0 1 140 0 1 10 1,004
The utility of infinite menus 0 0 0 40 0 0 1 319
Unbounded expected utility and continuity 0 0 0 31 0 0 1 53
Uniqueness of Equilibrium in the Classical Capital Asset Pricing Model 0 0 1 23 0 0 1 59
Total Journal Articles 0 2 10 1,423 2 13 90 6,311


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 11 19 145 1,058
Total Books 0 0 0 0 11 19 145 1,058


Statistics updated 2020-09-04