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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: 914 690 2165

Affiliation

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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, plain text, 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. 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:

  4. 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)

  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:

Articles

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

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

  3. 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)

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

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

  6. 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:

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

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

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

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

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

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

  13. 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)

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

  16. 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)

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

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

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This page was last updated on 2008-7-18.

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