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Lars Tyge Nielsen

Institution: Unknown

Primary Field: Theory (weighted toward more recent publications)

Homepage: http://www.ltnielsen.com

First Publication: 1983

Most Recent: 2007

RePEc ID: pni31 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 0.00 0.00 0.00 -
Last 10 Years 0.00 0.00 0.00 0.00 0.00 -
All Time 16.15 20.18 15.14 6.05 57.52 98%

Publication Statistics

Raw Publications 22
Coauthorship-Adjusted Count 41.37

Publications (22)

Year Article Journal Tier Authors
2007 Dividends in the theory of derivative securities pricing Economic Theory B 1
2006 The instantaneous capital market line Economic Theory B 2
2005 Monotone risk aversion Economic Theory B 1
2004 Sharpe Ratios and Alphas in Continuous Time Journal of Financial and Quantitative Analysis B 2
2000 Parametric characterizations of risk aversion and prudence Economic Theory B 2
1999 Differentiable von Neumann-Morgenstern utility Economic Theory B 1
1996 Common knowledge: The case of linear regression Journal of Mathematical Economics C 1
1994 Pareto optima in incomplete financial markets Journal of Mathematical Economics C 1
1993 The expected utility of portfolios of assets Journal of Mathematical Economics C 1
1993 Robustness of the Market Model. Economic Theory B 1
1992 Positive Prices in CAPM. Journal of Finance A 1
1992 The utility of infinite menus Economics Letters C 1
1990 Existence of equilibrium in CAPM Journal of Economic Theory A 1
1990 Equilibrium in CAPM Without a Riskless Asset Review of Economic Studies S 1
1989 Asset Market Equilibrium with Short-Selling Review of Economic Studies S 1
1988 Uniqueness of Equilibrium in the Classical Capital Asset Pricing Model Journal of Financial and Quantitative Analysis B 1
1988 Comparative risk aversion Economics Letters C 1
1987 Positively Weighted Frontier Portfolios: A Note. Journal of Finance A 1
1987 Portfolio Selection in the Mean-Variance Model: A Note. Journal of Finance A 1
1985 [Title unavailable] Scandanavian Journal of Economics B 1
1984 Risk sensitivity in bargaining with more than two participants Journal of Economic Theory A 1
1983 Pareto optima, non-convexities and regulated market equilibria Journal of Mathematical Economics C 1