Narrow search
Showing 1 - 10 of 18
Cover Image
Existence of equilibrium in CAPM : further results
Nielsen, Lars Tyge - In: Nationaløkonomisk tidsskrift 130 (1992) 1, pp. 189-197
Persistent link: https://www.econbiz.de/10001339522
Cover Image
Understanding N(d 1) and N(d 2) : risk-adjusted probabilities in the Black-Scholes model
Nielsen, Lars Tyge - In: Finance : revue de l'Association Française de Finance 14 (1993) 1, pp. 95-106
Persistent link: https://www.econbiz.de/10001151809
Cover Image
Positive prices in CAPM
Nielsen, Lars Tyge - In: The journal of finance : the journal of the American … 47 (1992) 2, pp. 791-808
Persistent link: https://www.econbiz.de/10001128119
Cover Image
Equilibrium in CAPM without a riskless asset
Nielsen, Lars Tyge - In: The review of economic studies 57 (1990) 2, pp. 315-324
Persistent link: https://www.econbiz.de/10001082581
Cover Image
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
Cover Image
Uniqueness of equilibrium in the classical capital asset pricing model
Nielsen, Lars Tyge - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 3, pp. 329-336
Persistent link: https://www.econbiz.de/10001056068
Cover Image
Existence of equilibrium in CAPM
Nielsen, Lars Tyge - In: Journal of economic theory 52 (1990) 1, pp. 223-231
Persistent link: https://www.econbiz.de/10001093332
Cover Image
Equilibrium in the classical asset pricing model
Nielsen, Lars Tyge - 1985
Persistent link: https://www.econbiz.de/10000701372
Cover Image
Existence of equilibrium in CAPM
Nielsen, Lars Tyge - 1990
Persistent link: https://www.econbiz.de/10000785988
Cover Image
Positive prices in CAPM
Nielsen, Lars Tyge - 1990
Persistent link: https://www.econbiz.de/10000786617