11
H index
12
i10 index
391
Citations
Lars Tyge Nielsen : Citation Profile
| RESEARCH PRODUCTION: 28 Articles 12 Papers 1 Books 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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40 years (1983 - 2023). 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 |
| Mathematical Social Sciences | 3 |
| Journal of Finance | 3 |
| Econometrica | 2 |
| Journal of Financial and Quantitative Analysis | 2 |
| The Review of Economic Studies | 2 |
| Journal of Economic Theory | 2 |
| Economics Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 4 |
| Papers / arXiv.org | 3 |
| Discussion Papers / University of Copenhagen. Department of Economics | 3 |
Recent works citing Lars Tyge Nielsen (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Alternatives to classical option pricing. (2024). Rachev, Svetlozar T ; Lindquist, Brent W. In: Papers. RePEc:arx:papers:2403.17187. Full description at Econpapers || Download paper |
| 2024 | Existence and uniqueness of quadratic and linear mean-variance equilibria in general semimartingale markets. (2024). Herdegen, Martin ; Martins, David ; Czichowsky, Christoph. In: Papers. RePEc:arx:papers:2408.03134. Full description at Econpapers || Download paper |
| 2024 | The ICAPM and empirical pricing factors: A simulation study. (2024). Ho, JI ; Sohn, Bumjean. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012084. Full description at Econpapers || Download paper |
| 2024 | Bayesian equilibrium: From local to global. (2024). Levy, Yehuda. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:113:y:2024:i:c:s0304406824000727. Full description at Econpapers || Download paper |
| 2024 | Optimal investment decision for industry 4.0 under uncertainties of capability and competence building for managing supply chain risks. (2024). Mukherjee, Soumyatanu ; Edwin, T C ; Padhi, Sidhartha S. In: International Journal of Production Economics. RePEc:eee:proeco:v:267:y:2024:i:c:s0925527323002992. Full description at Econpapers || Download paper |
| 2025 | Alternatives to classical option pricing. (2025). Lindquist, Brent W ; Rachev, Svetlozar T. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06213-z. Full description at Econpapers || Download paper |
| 2024 | The geometry of risk adjustments. (2024). Holm, Magnus ; Bermin, Hans-Peter. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:47:y:2024:i:1:d:10.1007_s10203-023-00421-1. Full description at Econpapers || Download paper |
| 2024 | A risk–return trade‐off or co‐movement? Are food processing firms risk‐averse?. (2024). Parhi, Mamata ; Mukherjee, Soumyatanu ; Duan, Kun ; Usman, Ahmed. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2176-2192. 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 |
| 2023 | A Counterexample in Ito Integration Theory 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 |
| 1985 | Attractive Compounds of Unattractive Investments and Gambles. In: Scandinavian Journal of Economics. [Citation analysis] | article | 11 |
| 1997 | Parametric Characterizations of Risk Aversion and Prudence In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 51 |
| 2000 | Parametric characterizations of risk aversion and prudence.(2000) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | 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 | 15 |
| 2004 | Sharpe Ratios and Alphas in Continuous Time In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 13 |
| 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 | 26 |
| 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: The Review of Economic Studies. [Full Text][Citation analysis] | article | 98 |
| 1990 | Equilibrium in CAPM Without a Riskless Asset In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 23 |
| 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 | 13 |
| 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. Last updated November, 20 2025. Contact: CitEc Team