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Search: person:"Nielsen, Lars Tyge"
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Nielsen, Lars Tyge
22
Vassalou, Maria
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Economic theory : official journal of the Society for the Advancement of Economic Theory
6
Economics letters
2
Journal of financial and quantitative analysis : JFQA
2
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2
Nationaløkonomisk tidsskrift
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ECONIS (ZBW)
22
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1
Dividends in the theory of derivative securites pricing
Nielsen, Lars Tyge
- In:
Economic theory : official journal of the Society for …
31
(
2007
)
3
,
pp. 447-471
Persistent link: https://www.econbiz.de/10003445212
Saved in:
2
The instantaneous capital market line
Nielsen, Lars Tyge
;
Vassalou, Maria
- In:
Economic theory : official journal of the Society for …
28
(
2006
)
3
,
pp. 651-664
Persistent link: https://www.econbiz.de/10003347033
Saved in:
3
Monotone risk aversion
Nielsen, Lars Tyge
- In:
Economic theory : official journal of the Society for …
25
(
2005
)
1
,
pp. 203-215
Persistent link: https://www.econbiz.de/10002515627
Saved in:
4
Sharpe ratios and alphas in continuous time
Nielsen, Lars Tyge
;
Vassalou, Maria
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
1
,
pp. 103-114
Persistent link: https://www.econbiz.de/10001988574
Saved in:
5
Parametric characterizations of risk aversion and prudence
Lajeri-Chaherli, Fatma
;
Nielsen, Lars Tyge
- In:
Economic theory : official journal of the Society for …
15
(
2000
)
2
,
pp. 469-476
Persistent link: https://www.econbiz.de/10001460664
Saved in:
6
Differentiable von Neumann-Morgenstern utility
Nielsen, Lars Tyge
- In:
Economic theory : official journal of the Society for …
14
(
1999
)
2
,
pp. 285-296
Persistent link: https://www.econbiz.de/10001416686
Saved in:
7
Common knowledge: the case of linear regression
Nielsen, Lars Tyge
- In:
Journal of mathematical economics
26
(
1996
)
3
,
pp. 285-304
Persistent link: https://www.econbiz.de/10001208208
Saved in:
8
Common knowledge of a multivariate aggregate statistic
Nielsen, Lars Tyge
- In:
International economic review
36
(
1995
)
1
,
pp. 207-216
Persistent link: https://www.econbiz.de/10001177587
Saved in:
9
Robustness of the market model
Nielsen, Lars Tyge
- In:
Economic theory : official journal of the Society for …
3
(
1993
)
2
,
pp. 365-369
Persistent link: https://www.econbiz.de/10001142094
Saved in:
10
The expected utility of portfolios of assets
Nielsen, Lars Tyge
- In:
Journal of mathematical economics
22
(
1993
)
5
,
pp. 439-461
Persistent link: https://www.econbiz.de/10001148329
Saved in:
1
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