Lars Tyge Nielsen

Names

Contact

Affiliations

• Copenhagen Business School
  • website
  • location: København, Denmark

Research profile

author of:

• Parametric Characterizations of Risk Aversion and Prudence
  by Lajeri, Fatma & Nielsen, Lars Tyge
• Monotone Risk Aversion
  by Nielsen, Lars Tyge
• Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-varying First and Second Moments
  by Nielsen, Lars Tyge & Vassalou, Maria
• Performance Measures for Dynamic Portfolio Management
  by Nielsen, Lars Tyge & Vassalou, Maria
• Common Knowledge of a Multivariate Aggregate Statistic
  by Lars Tyge Nielsen
• Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-Varying First and Second Moments.
  by Nielsen, L.-T. & Vassalou, M.
• Monotone Risk Aversion.
  by Lars Tyge Nielsen
• Asset Market Equilibrium with Short-Selling.
  by Nielsen, Lars Tyge
• Equilibrium in CAPM without a Riskless Asset.
  by Nielsen, Lars Tyge
• Common Knowledge of an Aggregate of Expectations.
  by Nielsen, Lars Tyge & et al
• Common Knowledge of a Multivariate Aggregate Statistic.
  by Nielsen, Lars Tyge
• Differentiable von Neumann-Morgenstern utility
  by Lars Tyge Nielsen
• Parametric characterizations of risk aversion and prudence
  by Lars Tyge Nielsen & Fatma Lajeri
• Robustness of the Market Model.
  by Nielsen, Lars Tyge
• Pareto optima in incomplete financial markets
  by Nielsen, Lars Tyge
• Common knowledge: The case of linear regression
  by Nielsen, Lars Tyge
• Attractive Compounds of Unattractive Investments and Gambles.
  by Nielsen, Lars Tyge
• The utility of infinite menus
  by Nielsen, Lars Tyge
• The expected utility of portfolios of assets
  by Tyge Nielsen, Lars
• Positive Prices in CAPM.
  by Nielsen, Lars Tyge
• Existence of equilibrium in CAPM
  by Nielsen, Lars Tyge
• Positively Weighted Frontier Portfolios: A Note.
  by Nielsen, Lars Tyge
• Portfolio Selection in the Mean-Variance Model: A Note.
  by Nielsen, Lars Tyge
• The instantaneous capital market line
  by Lars Nielsen & Maria Vassalou
• Monotone risk aversion
  by Lars Nielsen
• Pareto optima, non-convexities and regulated market equilibria
  by Nielsen, Lars Tyge
• Common Knowledge of Price and Expected Cost in an Oligopolistic Market
  by Lars Tyge Nielsen
• Dividends in the theory of derivative securities pricing
  by Lars Nielsen
• Sharpe Ratios and Alphas in Continuous Time
  by Nielsen, Lars Tyge & Vassalou, Maria
• Unbounded expected utility and continuity
  by Nielsen, Lars Tyge
• Corrigenda
  by Nielsen, Lars Tyge
• Risk sensitivity in bargaining with more than two participants
  by Nielsen, Lars Tyge
• Aggregation of Expectations, Common Information, and Revealing Rational Expectations Equilibrium
  by Lars Tyge Nielsen
• Uniqueness of Equilibrium in the Classical Capital Asset Pricing Model
  by Nielsen, Lars Tyge
• Common knowledge, communication, and convergence of beliefs
  by Nielsen, Lars Tyge
• Comparative risk aversion
  by Nielsen, Lars Tyge
• Ordinal Interpersonal Comparisons in Bargaining.
  by Neilsen, Lars Tyge