Lars Tyge Nielsen

Available identifiers

zbMath Open nielsen.lars-tygeMaRDI QIDQ690336

List of research outcomes

Publication	Date of Publication	Type
A Counterexample in Ito Integration Theory	2023-05-18	Paper
A Note on Absolutely Continuous Processes	2019-01-15	Paper
Characterization of the Ito Integral	2018-12-22	Paper
Comparative risk aversion	2016-01-01	Paper
Monotone Risk Aversion	2008-01-02	Paper
Dividends in the theory of derivative securities pricing	2007-04-26	Paper
The instantaneous capital market line	2006-09-12	Paper
Monotone risk aversion	2005-06-07	Paper
Parametric characterizations of risk aversion and prudence	2000-01-01	Paper
Differentiable von Neumann-Morgenstern utility	1999-11-16	Paper
Common knowledge: The case of linear regression	1996-12-01	Paper
Common Knowledge of a Multivariate Aggregate Statistic	1995-12-13	Paper
Robustness of the market model	1994-11-27	Paper
Pareto optima in incomplete financial markets	1994-04-18	Paper
The expected utility of portfolios of assets	1993-12-10	Paper
The utility of infinite menus	1992-10-05	Paper
Existence of equilibrium in CAPM	1990-01-01	Paper
Equilibrium in CAPM without a Riskless Asset	1990-01-01	Paper
Common Knowledge of an Aggregate of Expectations	1990-01-01	Paper
Asset Market Equilibrium with Short-Selling	1989-01-01	Paper
Attractive Compounds of Unattractive Investments and Gambles	1985-01-01	Paper
Unbounded expected utility and continuity	1984-01-01	Paper
Risk sensitivity in bargaining with more than two participants	1984-01-01	Paper
Common knowledge, communication, and convergence of beliefs	1984-01-01	Paper
Pareto optima, non-convexities and regulated market equilibria	1983-01-01	Paper
Ordinal Interpersonal Comparisons in Bargaining	1983-01-01	Paper
Transversality and the inverse image of a submanifold with corners.	1981-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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