This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Lars Tyge Nielsen

Personal Details | Affiliation | Works
This is information that was supplied by Lars Nielsen in registering through RePEc. If you are Lars Tyge Nielsen , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Lars
Middle Name: Tyge
Last Name: Nielsen
Suffix:

RePEc Short-ID: pni31

Email: [This author has chosen not to make the email address public]
Homepage: http://www.derivativesmath.com
Postal Address: Oak Hill Platinum Partners, L.L.C. 1100 King Street, Building Four, Rye Brook, New York 10573 United States of America
Phone:

Affiliation

(in no particular order)

No affiliation has been provided

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Nielsen, Lars Tyge & Vassalou, Maria, 1998. "Performance Measures for Dynamic Portfolio Management," CEPR Discussion Papers 1885, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  2. Nielsen, Lars Tyge, 1997. "Monotone Risk Aversion," CEPR Discussion Papers 1651, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
    Published as:

  3. Lajeri, Fatma & Nielsen, Lars Tyge, 1997. "Parametric Characterizations of Risk Aversion and Prudence," CEPR Discussion Papers 1650, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  4. Nielsen, Lars Tyge & Vassalou, Maria, 1997. "Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-varying First and Second Moments," CEPR Discussion Papers 1652, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:

  5. Lars Tyge Nielsen, 1990. "Common Knowledge of a Multivariate Aggregate Statistic," CEPR Financial Markets Paper 0003, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 53--56 Great Sutton Street, London EC1V 0DG.
    Published as:

  6. Lars Tyge Nielsen, 1990. "Common Knowledge of Price and Expected Cost in an Oligopolistic Market," Discussion Papers 90-19, University of Copenhagen. Department of Economics.

  7. Lars Tyge Nielsen, 1988. "Aggregation of Expectations, Common Information, and Revealing Rational Expectations Equilibrium," Discussion Papers 88-09, University of Copenhagen. Department of Economics.

Articles

  1. Lars Nielsen, 2007. "Dividends in the theory of derivative securities pricing," Economic Theory, Springer, vol. 31(3), pages 447-471, June. [Downloadable!] (restricted)

  2. Lars Nielsen & Maria Vassalou, 2006. "The instantaneous capital market line," Economic Theory, Springer, vol. 28(3), pages 651-664, 08. [Downloadable!] (restricted)

  3. Lars Nielsen, 2005. "Monotone risk aversion," Economic Theory, Springer, vol. 25(1), pages 203-215, 01. [Downloadable!] (restricted)
    Other versions:

  4. Nielsen, Lars Tyge & Vassalou, Maria, 2004. "Sharpe Ratios and Alphas in Continuous Time," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(01), pages 103-114, March. [Downloadable!]

  5. Lars Tyge Nielsen & Fatma Lajeri, 2000. "exposita notes : Parametric characterizations of risk aversion and prudence," Economic Theory, Springer, vol. 15(2), pages 469-476. [Downloadable!] (restricted)

  6. Lars Tyge Nielsen, 1999. "research articles : Differentiable von Neumann-Morgenstern utility," Economic Theory, Springer, vol. 14(2), pages 285-296. [Downloadable!] (restricted)

  7. Nielsen, Lars Tyge, 1996. "Common knowledge: The case of linear regression," Journal of Mathematical Economics, Elsevier, vol. 26(3), pages 285-304. [Downloadable!] (restricted)

  8. Nielsen, Lars Tyge, 1995. "Common Knowledge of a Multivariate Aggregate Statistic," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 36(1), pages 207-16, February. [Downloadable!] (restricted)
    Other versions:

  9. Nielsen, Lars Tyge, 1994. "Pareto optima in incomplete financial markets," Journal of Mathematical Economics, Elsevier, vol. 23(1), pages 87-100, January. [Downloadable!] (restricted)

  10. Tyge Nielsen, Lars, 1993. "The expected utility of portfolios of assets," Journal of Mathematical Economics, Elsevier, vol. 22(5), pages 439-461. [Downloadable!] (restricted)

  11. Nielsen, Lars Tyge, 1993. "Robustness of the Market Model," Economic Theory, Springer, vol. 3(2), pages 365-69, April.

  12. Nielsen, Lars Tyge, 1992. "The utility of infinite menus," Economics Letters, Elsevier, vol. 39(1), pages 43-47, May. [Downloadable!] (restricted)

  13. Nielsen, Lars Tyge, 1992. " Positive Prices in CAPM," Journal of Finance, American Finance Association, vol. 47(2), pages 791-808, June. [Downloadable!] (restricted)

  14. Nielsen, Lars Tyge, 1990. "Equilibrium in CAPM without a Riskless Asset," Review of Economic Studies, Blackwell Publishing, vol. 57(2), pages 315-24, April. [Downloadable!] (restricted)

  15. Nielsen, Lars Tyge, et al, 1990. "Common Knowledge of an Aggregate of Expectations," Econometrica, Econometric Society, vol. 58(5), pages 1235-39, September. [Downloadable!] (restricted)

  16. Nielsen, Lars Tyge, 1990. "Existence of equilibrium in CAPM," Journal of Economic Theory, Elsevier, vol. 52(1), pages 223-231, October. [Downloadable!] (restricted)

  17. Nielsen, Lars Tyge, 1989. "Asset Market Equilibrium with Short-Selling," Review of Economic Studies, Blackwell Publishing, vol. 56(3), pages 467-73, July. [Downloadable!] (restricted)

  18. Nielsen, Lars Tyge, 1988. "Uniqueness of Equilibrium in the Classical Capital Asset Pricing Model," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 23(03), pages 329-336, September. [Downloadable!]

  19. Nielsen, Lars Tyge, 1988. "Comparative risk aversion," Economics Letters, Elsevier, vol. 27(4), pages 321-325. [Downloadable!] (restricted)

  20. Nielsen, Lars Tyge, 1987. " Portfolio Selection in the Mean-Variance Model: A Note," Journal of Finance, American Finance Association, vol. 42(5), pages 1371-76, December. [Downloadable!] (restricted)

  21. Nielsen, Lars Tyge, 1987. "Corrigenda," Mathematical Social Sciences, Elsevier, vol. 14(2), pages 193-194, October. [Downloadable!] (restricted)

  22. Nielsen, Lars Tyge, 1987. " Positively Weighted Frontier Portfolios: A Note," Journal of Finance, American Finance Association, vol. 42(2), pages 471, June.

  23. Nielsen, Lars Tyge, 1985. " Attractive Compounds of Unattractive Investments and Gambles," Scandinavian Journal of Economics, Blackwell Publishing, vol. 87(3), pages 463-73.

  24. Nielsen, Lars Tyge, 1984. "Common knowledge, communication, and convergence of beliefs," Mathematical Social Sciences, Elsevier, vol. 8(1), pages 1-14, August. [Downloadable!] (restricted)

  25. Nielsen, Lars Tyge, 1984. "Risk sensitivity in bargaining with more than two participants," Journal of Economic Theory, Elsevier, vol. 32(2), pages 371-376, April. [Downloadable!] (restricted)

  26. Nielsen, Lars Tyge, 1984. "Unbounded expected utility and continuity," Mathematical Social Sciences, Elsevier, vol. 8(3), pages 201-216, December. [Downloadable!] (restricted)

  27. Nielsen, Lars Tyge, 1983. "Pareto optima, non-convexities and regulated market equilibria," Journal of Mathematical Economics, Elsevier, vol. 11(1), pages 57-63, January. [Downloadable!] (restricted)

Did you know? Each page is provided with a technical contact, in case something is not right with the supplied information. See under "publisher info".

This page was last updated on 2009-11-5.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.