11
H index
11
i10 index
371
Citations
Lars Tyge Nielsen : Citation Profile
| RESEARCH PRODUCTION: 27 Articles 11 Papers 1 Books 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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36 years (1983 - 2019). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Lars Tyge Nielsen. | Is cited by:
| Cites to:
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Main data
Where Lars Tyge Nielsen has published?
| Journals with more than one article published | # docs |
|---|---|
| Economic Theory | 6 |
| Journal of Mathematical Economics | 4 |
| Journal of Finance | 3 |
| Mathematical Social Sciences | 3 |
| Econometrica | 2 |
| Economics Letters | 2 |
| Review of Economic Studies | 2 |
| Journal of Financial and Quantitative Analysis | 2 |
| Journal of Economic Theory | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 4 |
| Discussion Papers / University of Copenhagen. Department of Economics | 3 |
| Papers / arXiv.org | 2 |
Recent works citing Lars Tyge Nielsen (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Existence of equilibrium on asset markets with a countably infinite number of states. (2023). le Van, Cuong ; Ha-Huy, Thai. In: Working Papers. RePEc:hal:wpaper:hal-04130993. Full description at Econpapers || Download paper |
| 2023 | Necessary and Sufficient Condition for the Existence of Equilibrium in Finite Dimensional Asset Markets with Short-Selling and Preferences with Half-Lines. (2023). Wooders, Myrna ; le Van, Cuong ; Ha-Huy, Thai. In: Working Papers. RePEc:hal:wpaper:hal-04131008. Full description at Econpapers || Download paper |
Works by Lars Tyge Nielsen:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Characterization of the Ito Integral In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Instantaneous Arbitrage and the CAPM In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 1987 | Positively Weighted Frontier Portfolios: A Note. In: Journal of Finance. [Citation analysis] | article | 0 |
| 1987 | Portfolio Selection in the Mean-Variance Model: A Note. In: Journal of Finance. [Full Text][Citation analysis] | article | 14 |
| 1992 | Positive Prices in CAPM. In: Journal of Finance. [Full Text][Citation analysis] | article | 7 |
| 1997 | Parametric Characterizations of Risk Aversion and Prudence In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 48 |
| 2000 | Parametric characterizations of risk aversion and prudence.(2000) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | article | |
| 1997 | Monotone Risk Aversion In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2003 | Monotone Risk Aversion..(2003) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2005 | Monotone risk aversion.(2005) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2006 | Monotone Risk Aversion.(2006) In: Studies in Economic Theory. [Citation analysis] This paper has nother version. Agregated cites: 5 | chapter | |
| 1997 | Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-varying First and Second Moments In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-Varying First and Second Moments..(1996) In: Columbia - Graduate School of Business. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1998 | Performance Measures for Dynamic Portfolio Management In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1990 | Common Knowledge of a Multivariate Aggregate Statistic In: CEPR Financial Markets Paper. [Citation analysis] | paper | 6 |
| 1995 | Common Knowledge of a Multivariate Aggregate Statistic..(1995) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 1988 | Uniqueness of Equilibrium in the Classical Capital Asset Pricing Model In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 14 |
| 2004 | Sharpe Ratios and Alphas in Continuous Time In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 12 |
| 1983 | Ordinal Interpersonal Comparisons in Bargaining. In: Econometrica. [Full Text][Citation analysis] | article | 3 |
| 1990 | Common Knowledge of an Aggregate of Expectations. In: Econometrica. [Full Text][Citation analysis] | article | 21 |
| 1988 | Comparative risk aversion In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1992 | The utility of infinite menus In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1984 | Risk sensitivity in bargaining with more than two participants In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 2 |
| 1990 | Existence of equilibrium in CAPM In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 33 |
| 1983 | Pareto optima, non-convexities and regulated market equilibria In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 0 |
| 1993 | The expected utility of portfolios of assets In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 5 |
| 1994 | Pareto optima in incomplete financial markets In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 1 |
| 1996 | Common knowledge: The case of linear regression In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 2 |
| 1987 | Corrigenda In: Mathematical Social Sciences. [Full Text][Citation analysis] | article | 0 |
| 1984 | Common knowledge, communication, and convergence of beliefs In: Mathematical Social Sciences. [Full Text][Citation analysis] | article | 25 |
| 1984 | Unbounded expected utility and continuity In: Mathematical Social Sciences. [Full Text][Citation analysis] | article | 5 |
| 1988 | Aggregation of Expectations, Common Information, and Revealing Rational Expectations Equilibrium In: Discussion Papers. [Citation analysis] | paper | 0 |
| 1990 | Common Knowledge of Price and Expected Cost in an Oligopolistic Market In: Discussion Papers. [Citation analysis] | paper | 0 |
| 1989 | Asset Market Equilibrium with Short-Selling In: Review of Economic Studies. [Full Text][Citation analysis] | article | 98 |
| 1990 | Equilibrium in CAPM Without a Riskless Asset In: Review of Economic Studies. [Full Text][Citation analysis] | article | 21 |
| 1999 | Pricing and Hedging of Derivative Securities In: OUP Catalogue. [Citation analysis] | book | 27 |
| 1999 | Differentiable von Neumann-Morgenstern utility In: Economic Theory. [Full Text][Citation analysis] | article | 3 |
| 2006 | The instantaneous capital market line In: Economic Theory. [Full Text][Citation analysis] | article | 12 |
| 2007 | Dividends in the theory of derivative securities pricing In: Economic Theory. [Full Text][Citation analysis] | article | 5 |
| 1993 | Robustness of the Market Model. In: Economic Theory. [Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team