Lars Tyge Nielsen

Names

first:	Lars
middle:	Tyge
last:	Nielsen

Contact

homepage:

http://www.ltnielsen.com

Affiliations

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

Research profile

author of:

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