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Lars Tyge Nielsen · Study
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Author
Lars Tyge Nielsen
17 works
· latest 2006
· 5 institutions
cluster: provisional
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12
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12
Citations
604
Works here
17
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Most cited in this library
Existence of equilibrium in CAPM
1990 · 89 citations
Asset Market Equilibrium with Short-Selling
1989 · 85 citations
Parametric characterizations of risk aversion and prudence
2000 · 78 citations
Common knowledge, communication, and convergence of beliefs
1984 · 68 citations
Common Knowledge of an Aggregate of Expectations
1990 · 59 citations
Works
17 shown
Monotone Risk Aversion
Springer eBooks
·
2006
·
1 author
·
chapter
6
citations
The instantaneous capital market line
Economic Theory
·
2005
·
2 authors
·
Open access
37
citations
Monotone risk aversion
Economic Theory
·
2004
·
1 author
4
citations
Sharpe Ratios and Alphas in Continuous Time
Journal of Financial and Quantitative Analysis
·
2004
·
2 authors
·
Open access
48
citations
Monotone Risk Aversion
SSRN Electronic Journal
·
2004
·
1 author
·
preprint
·
Open access
0
citations
Parametric characterizations of risk aversion and prudence
Economic Theory
·
2000
·
2 authors
78
citations
Differentiable von Neumann-Morgenstern utility
Economic Theory
·
1999
·
1 author
·
Open access
5
citations
Positive Prices in CAPM
The Journal of Finance
·
1992
·
1 author
28
citations
The utility of infinite menus
Economics Letters
·
1992
·
1 author
15
citations
Existence of equilibrium in CAPM
Journal of Economic Theory
·
1990
·
1 author
89
citations
Common Knowledge of an Aggregate of Expectations
Econometrica
·
1990
·
5 authors
59
citations
Asset Market Equilibrium with Short-Selling
The Review of Economic Studies
·
1989
·
1 author
85
citations
Comparative risk aversion
Economics Letters
·
1988
·
1 author
4
citations
Portfolio Selection in the Mean-Variance Model: A Note
The Journal of Finance
·
1987
·
1 author
42
citations
Attractive Compounds of Unattractive Investments and Gambles
Scandinavian Journal of Economics
·
1985
·
1 author
24
citations
Unbounded expected utility and continuity
Mathematical Social Sciences
·
1984
·
1 author
12
citations
Common knowledge, communication, and convergence of beliefs
Mathematical Social Sciences
·
1984
·
1 author
68
citations