Concepedia

Author

Lars Tyge Nielsen

INSEAD

Also Known As

LARS TYGE NIELSEN, Lars Tyge Nielsen, Lars Tyge Tyge Nielsen, Nielsen, Lars Tyge

51

Publications

851

Citations

14

H-Index

52

Concepts

All Affiliations

INSEADHarvard University
LT

About

Lars Tyge Nielsen is an author at INSEAD specializing in business, finance, and economics.

Top Concepts

#ConceptH-IndexPublicationsCitations

1

Business

11

14

520

2

Management

7

7

251

3

Engineering

3

3

85

4

Behavioral Sciences

2

2

20

5

Accounting

1

1

43

Lars Tyge Nielsen

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19

Publications

743

Citations

13

H-Index

YearCitations

Existence of equilibrium in CAPM

Lars Tyge Nielsen

Journal of Economic Theory

1990

95

Asset Market Equilibrium with Short-Selling

Lars Tyge Nielsen

The Review of Economic Studies

1989

89

Parametric characterizations of risk aversion and prudence

Fatma Lajeri, Lars Tyge Nielsen

Economic Theory

2000

79

Common knowledge, communication, and convergence of beliefs

Lars Tyge Nielsen

Mathematical Social Sciences

1984

67

Common Knowledge of an Aggregate of Expectations

Lars Tyge Nielsen, Adam Brandenburger, John Geanakoplos,

Econometrica

1990

60

Equilibrium in CAPM without a Riskless Asset

Lars Tyge Nielsen

The Review of Economic Studies

1990

53

Uniqueness of Equilibrium in the Classical Capital Asset Pricing Model

Lars Tyge Nielsen

Journal of Financial and Quantitative Analysis

1988

43

Sharpe Ratios and Alphas in Continuous Time

Lars Tyge Nielsen, Maria Vassalou

Journal of Financial and Quantitative Analysis

2004

43

Portfolio Selection in the Mean‐Variance Model: A Note

Lars Tyge Nielsen

The Journal of Finance

1987

40

The instantaneous capital market line

Lars Tyge Nielsen, Maria Vassalou

Economic Theory

2005

39

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