Lars Tyge Nielsen : Citation Profile


Are you Lars Tyge Nielsen?

10

H index

10

i10 index

306

Citations

RESEARCH PRODUCTION:

27

Articles

10

Papers

1

Books

RESEARCH ACTIVITY:

   35 years (1983 - 2018). See details.
   Cites by year: 8
   Journals where Lars Tyge Nielsen has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 3 (0.97 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pni31
   Updated: 2020-02-22    RAS profile: 2019-01-09    
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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:

LE VAN, CUONG (16)

Page, Frank (14)

Wooders, Myrna (10)

Khalaf, Lynda (9)

Wenzelburger, Jan (9)

Dufour, Jean-Marie (9)

Wagener, Andreas (9)

Wong, Wing-Keung (8)

Fernholz, Ricardo (7)

Kajii, Atsushi (7)

Allouch, Nizar (7)

Cites to:

Grossman, Sanford (2)

Aumann, Robert (1)

Aase, Knut (1)

Zame, William (1)

Duffie, Darrell (1)

Kreps, David (1)

Main data


Where Lars Tyge Nielsen has published?


Journals with more than one article published# docs
Economic Theory6
Journal of Mathematical Economics4
Mathematical Social Sciences3
Journal of Finance3
Review of Economic Studies2
Economics Letters2
Journal of Financial and Quantitative Analysis2
Econometrica2
Journal of Economic Theory2

Working Papers Series with more than one paper published# docs
Discussion Papers / University of Copenhagen. Department of Economics3

Recent works citing Lars Tyge Nielsen (2018 and 2017)


YearTitle of citing document
2018Incremental Sharpe and other performance ratios. (2018). Guez, Beatrice ; Benhamou, Eric. In: Papers. RePEc:arx:papers:1807.09864.

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2018Asset Price Distributions and Efficient Markets. (2018). Stroup, Caleb ; Fernholz, Ricardo. In: Papers. RePEc:arx:papers:1810.12840.

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2019PT Symmetry, Non-Gaussian Path Integrals, and the Quantum Black-Scholes Equation. (2019). Hicks, Will. In: Papers. RePEc:arx:papers:1812.00839.

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2019Instantaneous Arbitrage and the CAPM. (2019). Nielsen, Lars Tyge . In: Papers. RePEc:arx:papers:1901.05113.

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2019An Alternative Set Model of Cognitive Jump. (2019). Sato, Takashi ; Sakahara, Kiri. In: Papers. RePEc:arx:papers:1904.00613.

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2019Optimal Smart Contracts with Costly Verification. (2019). Kotronis, S ; Galanis, S. In: Working Papers. RePEc:cty:dpaper:19/03.

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2019Pricing European call options under a hard-to-borrow stock model. (2019). Zhu, Song-Ping ; Ma, Guiyuan ; Chen, Wenting. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:357:y:2019:i:c:p:243-257.

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2017Characterization of the lexicographic egalitarian solution in the two-person bargaining problem. (2017). Mori, Osamu. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:7-9.

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2017Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints. (2017). Tong, Jun ; Hu, Jianqiang. In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:1:p:24-34.

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2017Accounting for noise in the microfoundations of information aggregation. (2017). Linardi, Sera. In: Games and Economic Behavior. RePEc:eee:gamebe:v:101:y:2017:i:c:p:334-353.

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2019A powerful tool for analyzing concave/convex utility and weighting functions. (2019). Wakker, Peter ; Yang, Jingni. In: Journal of Economic Theory. RePEc:eee:jetheo:v:181:y:2019:i:c:p:143-159.

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2019Information aggregation in a financial market with general signal structure. (2019). Ray, Debraj ; Parsa, Sahar ; Lou, Youcheng ; Wang, Shouyang ; Li, Duan. In: Journal of Economic Theory. RePEc:eee:jetheo:v:183:y:2019:i:c:p:594-624.

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2017Expected utility with uncertain probabilities theory. (2017). Izhakian, Yehuda. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:69:y:2017:i:c:p:91-103.

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2017Existence of equilibrium on asset markets with a countably infinite number of states. (2017). Ha-Huy, Thai ; le Van, Cuong. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:73:y:2017:i:c:p:44-53.

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2018Margins on short sales and equilibrium price indeterminacy. (2018). Ma, Chenghu ; Xu, Yifan ; Hu, Jianqiang. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:74:y:2018:i:c:p:79-92.

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2018Preferences over all random variables: Incompatibility of convexity and continuity. (2018). Zimper, Alexander ; Assa, Hirbod. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:75:y:2018:i:c:p:71-83.

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2018Equilibria in the CAPM with non-tradeable endowments. (2018). Koch-Medina, Pablo ; Wenzelburger, Jan. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:75:y:2018:i:c:p:93-107.

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2018Arbitrage and equilibrium in economies with short-selling and ambiguity. (2018). Ha-Huy, Thai ; Tran-Viet, Cuong ; le Van, Cuong. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:76:y:2018:i:c:p:95-100.

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2019Epistemic foundations for set-algebraic representations of knowledge. (2019). Fukuda, Satoshi. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:84:y:2019:i:c:p:73-82.

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2018Incremental Sharpe and other performance ratios. (2018). Guez, Beatrice ; Benhamou, Eric. In: Post-Print. RePEc:hal:journl:hal-02012443.

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2019An Analytic Market Condition for Mutual Fund Separation: Demand for the Non-Sharpe Ratio Maximizing Portfolio. (2019). Igarashi, Toru. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:2:d:10.1007_s10690-018-9261-6.

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2018Equilibrium Prices of the Market Portfolio in the CAPM with Incomplete Financial Markets. (2018). Hara, Chiaki. In: KIER Working Papers. RePEc:kyo:wpaper:1005.

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2017The Two-Moment Decision Model with Additive Risks. (2017). Wong, Wing-Keung ; Wagener, Andreas ; Guo, Xu ; Zhu, Lixing. In: MPRA Paper. RePEc:pra:mprapa:77625.

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2017The impacts of joint energy and output prices uncertainties in a mean-variance framework. (2017). Wong, Wing-Keung ; Niu, Cuizhen ; Alghalith, Moawia. In: MPRA Paper. RePEc:pra:mprapa:79739.

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2017Preferences Over all Random Variables: Incompatibility of Convexity and Continuity. (2017). Zimper, Alexander ; Assa, Hirbod. In: Working Papers. RePEc:pre:wpaper:201714.

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2017A Note on Prediction Markets. (2017). Dawid, Philip A ; Mortera, Julia . In: Departmental Working Papers of Economics - University 'Roma Tre'. RePEc:rtr:wpaper:0215.

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2017Reaching nirvana with a defaultable asset?. (2017). Battauz, Anna ; Sbuelz, Alessandro ; Donno, Marzia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0192-x.

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2018Incremental Sharpe and other performance ratios. (2018). Benhamou, Eric ; Guez, Beatrice. In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:7:y:2018:i:4:f:7_4_2.

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2017Optimal portfolio selection with maximal risk adjusted return. (2017). Wang, Yue ; Qu, Xiaomei ; Qiu, Zhijian. In: Applied Economics Letters. RePEc:taf:apeclt:v:24:y:2017:i:14:p:1035-1040.

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2017The distributional effects of progressive capital taxes. (2017). Fernholz, Ricardo. In: Journal of Economic Policy Reform. RePEc:taf:jpolrf:v:20:y:2017:i:2:p:99-112.

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2017Diversification and Screening. (2017). Maretto, Guido . In: FEUNL Working Paper Series. RePEc:unl:unlfep:wp610.

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2018Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions. (2018). Sartore, Domenico ; Corradin, Fausto. In: Working Papers. RePEc:ven:wpaper:2018:24.

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2017Input Demand Under Joint Energy and Output Prices Uncertainties. (2017). Wong, Wing-Keung ; Guo, Xu ; Niu, Cuizhen ; Alghalith, Moawia. In: Asia-Pacific Journal of Operational Research (APJOR). RePEc:wsi:apjorx:v:34:y:2017:i:04:n:s021759591750018x.

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2017A Computational Algorithm for Equilibrium Asset Pricing Under Heterogeneous Information and Short-Sale Constraints. (2017). Tong, Jun ; Hu, Jiaqiao. In: Asia-Pacific Journal of Operational Research (APJOR). RePEc:wsi:apjorx:v:34:y:2017:i:05:n:s0217595917500257.

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2017FINANCIAL MARKETS WITH NO RISKLESS (SAFE) ASSET. (2017). Rachev, Svetlozar T ; Fabozzi, Frank J ; Stoyanov, Stoyan V. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:08:n:s0219024917500546.

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Works by Lars Tyge Nielsen:


YearTitleTypeCited
2018Characterization of the Ito Integral In: Papers.
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paper0
1987 Positively Weighted Frontier Portfolios: A Note. In: Journal of Finance.
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article0
1987 Portfolio Selection in the Mean-Variance Model: A Note. In: Journal of Finance.
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article11
1992 Positive Prices in CAPM. In: Journal of Finance.
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article7
1997Parametric Characterizations of Risk Aversion and Prudence In: CEPR Discussion Papers.
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paper42
2000Parametric characterizations of risk aversion and prudence.(2000) In: Economic Theory.
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This paper has another version. Agregated cites: 42
article
1997Monotone Risk Aversion In: CEPR Discussion Papers.
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paper5
2003Monotone Risk Aversion..(2003) In: Discussion Papers.
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This paper has another version. Agregated cites: 5
paper
2005Monotone risk aversion.(2005) In: Economic Theory.
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This paper has another version. Agregated cites: 5
article
1997Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-varying First and Second Moments In: CEPR Discussion Papers.
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paper0
1996Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-Varying First and Second Moments..(1996) In: Columbia - Graduate School of Business.
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This paper has another version. Agregated cites: 0
paper
1998Performance Measures for Dynamic Portfolio Management In: CEPR Discussion Papers.
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paper0
1990Common Knowledge of a Multivariate Aggregate Statistic In: CEPR Financial Markets Paper.
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paper5
1995Common Knowledge of a Multivariate Aggregate Statistic..(1995) In: International Economic Review.
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This paper has another version. Agregated cites: 5
article
1988Uniqueness of Equilibrium in the Classical Capital Asset Pricing Model In: Journal of Financial and Quantitative Analysis.
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article13
2004Sharpe Ratios and Alphas in Continuous Time In: Journal of Financial and Quantitative Analysis.
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article6
1983Ordinal Interpersonal Comparisons in Bargaining. In: Econometrica.
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article1
1990Common Knowledge of an Aggregate of Expectations. In: Econometrica.
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article18
1988Comparative risk aversion In: Economics Letters.
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article1
1992The utility of infinite menus In: Economics Letters.
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article0
1984Risk sensitivity in bargaining with more than two participants In: Journal of Economic Theory.
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article2
1990Existence of equilibrium in CAPM In: Journal of Economic Theory.
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article30
1983Pareto optima, non-convexities and regulated market equilibria In: Journal of Mathematical Economics.
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article0
1993The expected utility of portfolios of assets In: Journal of Mathematical Economics.
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article4
1994Pareto optima in incomplete financial markets In: Journal of Mathematical Economics.
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article1
1996Common knowledge: The case of linear regression In: Journal of Mathematical Economics.
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article2
1987Corrigenda In: Mathematical Social Sciences.
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article0
1984Common knowledge, communication, and convergence of beliefs In: Mathematical Social Sciences.
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article19
1984Unbounded expected utility and continuity In: Mathematical Social Sciences.
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article3
1988Aggregation of Expectations, Common Information, and Revealing Rational Expectations Equilibrium In: Discussion Papers.
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paper0
1990Common Knowledge of Price and Expected Cost in an Oligopolistic Market In: Discussion Papers.
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paper0
1989Asset Market Equilibrium with Short-Selling In: Review of Economic Studies.
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article78
1990Equilibrium in CAPM Without a Riskless Asset In: Review of Economic Studies.
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article16
1999Pricing and Hedging of Derivative Securities In: OUP Catalogue.
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book25
1999Differentiable von Neumann-Morgenstern utility In: Economic Theory.
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article2
2006The instantaneous capital market line In: Economic Theory.
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article10
2007Dividends in the theory of derivative securities pricing In: Economic Theory.
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article5
1993Robustness of the Market Model. In: Economic Theory.
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article0

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