Lars Tyge Nielsen
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Lars |
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Tyge |
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Nielsen |
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- Characterization of the Ito Integral (RePEc:arx:papers:1812.09637)
by Lars Tyge Nielsen - Instantaneous Arbitrage and the CAPM (RePEc:arx:papers:1901.05113)
by Lars Tyge Nielsen - A Counterexample in Ito Integration Theory (RePEc:arx:papers:2305.10695)
by Lars Tyge Nielsen - Positively Weighted Frontier Portfolios: A Note (RePEc:bla:jfinan:v:42:y:1987:i:2:p:471)
by Nielsen, Lars Tyge - Portfolio Selection in the Mean-Variance Model: A Note (RePEc:bla:jfinan:v:42:y:1987:i:5:p:1371-76)
by Nielsen, Lars Tyge - Positive Prices in CAPM (RePEc:bla:jfinan:v:47:y:1992:i:2:p:791-808)
by Nielsen, Lars Tyge - Attractive Compounds of Unattractive Investments and Gambles (RePEc:bla:scandj:v:87:y:1985:i:3:p:463-73)
by Nielsen, Lars Tyge - Parametric Characterizations of Risk Aversion and Prudence (RePEc:cpr:ceprdp:1650)
by Lajeri, Fatma & Nielsen, Lars Tyge - Monotone Risk Aversion (RePEc:cpr:ceprdp:1651)
by Nielsen, Lars Tyge - Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-varying First and Second Moments (RePEc:cpr:ceprdp:1652)
by Nielsen, Lars Tyge & Vassalou, Maria - Performance Measures for Dynamic Portfolio Management (RePEc:cpr:ceprdp:1885)
by Nielsen, Lars Tyge & Vassalou, Maria - Common Knowledge of a Multivariate Aggregate Statistic (RePEc:cpr:ceprfm:0003)
by Lars Tyge Nielsen - Uniqueness of Equilibrium in the Classical Capital Asset Pricing Model (RePEc:cup:jfinqa:v:23:y:1988:i:03:p:329-336_01)
by Nielsen, Lars Tyge - Sharpe Ratios and Alphas in Continuous Time (RePEc:cup:jfinqa:v:39:y:2004:i:01:p:103-114_00)
by Nielsen, Lars Tyge & Vassalou, Maria - Ordinal Interpersonal Comparisons in Bargaining (RePEc:ecm:emetrp:v:51:y:1983:i:1:p:219-21)
by Neilsen, Lars Tyge - Common Knowledge of an Aggregate of Expectations (RePEc:ecm:emetrp:v:58:y:1990:i:5:p:1235-39)
by Nielsen, Lars Tyge, et al - Comparative risk aversion (RePEc:eee:ecolet:v:27:y:1988:i:4:p:321-325)
by Nielsen, Lars Tyge - The utility of infinite menus (RePEc:eee:ecolet:v:39:y:1992:i:1:p:43-47)
by Nielsen, Lars Tyge - Risk sensitivity in bargaining with more than two participants (RePEc:eee:jetheo:v:32:y:1984:i:2:p:371-376)
by Nielsen, Lars Tyge - Existence of equilibrium in CAPM (RePEc:eee:jetheo:v:52:y:1990:i:1:p:223-231)
by Nielsen, Lars Tyge - Pareto optima, non-convexities and regulated market equilibria (RePEc:eee:mateco:v:11:y:1983:i:1:p:57-63)
by Nielsen, Lars Tyge - The expected utility of portfolios of assets (RePEc:eee:mateco:v:22:y:1993:i:5:p:439-461)
by Tyge Nielsen, Lars - Pareto optima in incomplete financial markets (RePEc:eee:mateco:v:23:y:1994:i:1:p:87-100)
by Nielsen, Lars Tyge - Common knowledge: The case of linear regression (RePEc:eee:mateco:v:26:y:1996:i:3:p:285-304)
by Nielsen, Lars Tyge - Corrigenda (RePEc:eee:matsoc:v:14:y:1987:i:2:p:193-194)
by Nielsen, Lars Tyge - Common knowledge, communication, and convergence of beliefs (RePEc:eee:matsoc:v:8:y:1984:i:1:p:1-14)
by Nielsen, Lars Tyge - Unbounded expected utility and continuity (RePEc:eee:matsoc:v:8:y:1984:i:3:p:201-216)
by Nielsen, Lars Tyge - Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-Varying First and Second Moments (RePEc:fth:colubu:96-23)
by Nielsen, L-T & Vassalou, M - Common Knowledge of a Multivariate Aggregate Statistic (RePEc:ier:iecrev:v:36:y:1995:i:1:p:207-16)
by Nielsen, Lars Tyge - Monotone Risk Aversion (RePEc:kud:kuiedp:0310)
by Lars Tyge Nielsen - Aggregation of Expectations, Common Information, and Revealing Rational Expectations Equilibrium (RePEc:kud:kuiedp:8809)
by Lars Tyge Nielsen - Common Knowledge of Price and Expected Cost in an Oligopolistic Market (RePEc:kud:kuiedp:9019)
by Lars Tyge Nielsen - Asset Market Equilibrium with Short-Selling (RePEc:oup:restud:v:56:y:1989:i:3:p:467-473.)
by Lars Tyge Nielsen - Equilibrium in CAPM Without a Riskless Asset (RePEc:oup:restud:v:57:y:1990:i:2:p:315-324.)
by Lars Tyge Nielsen - Pricing and Hedging of Derivative Securities (RePEc:oxp:obooks:9780198776192)
by Nielsen, Lars Tyge - Differentiable von Neumann-Morgenstern utility (RePEc:spr:joecth:v:14:y:1999:i:2:p:285-296)
by Lars Tyge Nielsen - Parametric characterizations of risk aversion and prudence (RePEc:spr:joecth:v:15:y:2000:i:2:p:469-476)
by Lars Tyge Nielsen & Fatma Lajeri - Monotone risk aversion (RePEc:spr:joecth:v:25:y:2005:i:1:p:203-215)
by Lars Nielsen - The instantaneous capital market line (RePEc:spr:joecth:v:28:y:2006:i:3:p:651-664)
by Lars Nielsen & Maria Vassalou - Robustness of the Market Model (RePEc:spr:joecth:v:3:y:1993:i:2:p:365-69)
by Nielsen, Lars Tyge - Dividends in the theory of derivative securities pricing (RePEc:spr:joecth:v:31:y:2007:i:3:p:447-471)
by Lars Nielsen - Monotone Risk Aversion (RePEc:spr:steccp:978-3-540-28161-0_17)
by Lars Tyge Nielsen