Lars Tyge Nielsen
Names
| first: |
Lars |
| middle: |
Tyge |
| last: |
Nielsen |
Contact
| homepage: |
http://www.derivativesmath.com |
| phone: |
914 690 2165 |
| postal address: |
Oak Hill Platinum Partners, L.L.C.
1100 King Street, Building Four,
Rye Brook, New York 10573
United States of America |
Research profile
author of:
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Parametric Characterizations of Risk Aversion and Prudence
(paper, details)
by Lajeri, Fatma & Nielsen, Lars Tyge
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Monotone Risk Aversion
(paper, details)
by Nielsen, Lars Tyge
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Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-varying First and Second Moments
(paper, details)
by Nielsen, Lars Tyge & Vassalou, Maria
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Performance Measures for Dynamic Portfolio Management
(paper, details)
by Nielsen, Lars Tyge & Vassalou, Maria
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Common Knowledge of a Multivariate Aggregate Statistic
(paper, details)
by Lars Tyge Nielsen
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Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-Varying First and Second Moments.
(paper, details)
by Nielsen, L.-T. & Vassalou, M.
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Monotone Risk Aversion.
(paper, details)
by Lars Tyge Nielsen
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Asset Market Equilibrium with Short-Selling.
(article, details)
by Nielsen, Lars Tyge
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Equilibrium in CAPM without a Riskless Asset.
(article, details)
by Nielsen, Lars Tyge
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Common Knowledge of an Aggregate of Expectations.
(article, details)
by Nielsen, Lars Tyge & et al
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Common Knowledge of a Multivariate Aggregate Statistic.
(article, details)
by Nielsen, Lars Tyge
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research articles : Differentiable von Neumann-Morgenstern utility
(article, details)
by Lars Tyge Nielsen
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exposita notes : Parametric characterizations of risk aversion and prudence
(article, details)
by Lars Tyge Nielsen & Fatma Lajeri
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Robustness of the Market Model.
(article, details)
by Nielsen, Lars Tyge
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Pareto optima in incomplete financial markets
(article, details)
by Nielsen, Lars Tyge
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Common knowledge: The case of linear regression
(article, details)
by Nielsen, Lars Tyge
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Attractive Compounds of Unattractive Investments and Gambles.
(article, details)
by Nielsen, Lars Tyge
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The utility of infinite menus
(article, details)
by Nielsen, Lars Tyge
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The expected utility of portfolios of assets
(article, details)
by Tyge Nielsen, Lars
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Positive Prices in CAPM.
(article, details)
by Nielsen, Lars Tyge
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Existence of equilibrium in CAPM
(article, details)
by Nielsen, Lars Tyge
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Positively Weighted Frontier Portfolios: A Note.
(article, details)
by Nielsen, Lars Tyge
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Portfolio Selection in the Mean-Variance Model: A Note.
(article, details)
by Nielsen, Lars Tyge
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The instantaneous capital market line
(article, details)
by Lars Nielsen & Maria Vassalou
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Monotone risk aversion
(article, details)
by Lars Nielsen