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Asset market equilibrium with short-selling
Nielsen, Lars Tyge - In: The review of economic studies 56 (1989) 3, pp. 467-473
Persistent link: https://www.econbiz.de/10001067572
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Valutarisiko, valutagæld og rentespænd
Nielsen, Lars Tyge - In: Nationaløkonomisk tidsskrift 127 (1989) 3, pp. 346-355
Persistent link: https://www.econbiz.de/10001075117
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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
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The expected utility of portfolios of asserts
Nielsen, Lars Tyge - 1990
Persistent link: https://www.econbiz.de/10000787285
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Performance measures for dynamic portfolio management
Nielsen, Lars Tyge; Vassalou, Maria - 1998
Persistent link: https://www.econbiz.de/10000984808
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Portfolio selection with randomly time-varying first and second moments : the role of the instantaneous capital market line
Nielsen, Lars Tyge; Vassalou, Maria - 1998 - (Rev. version of 97/46/FIN)
Persistent link: https://www.econbiz.de/10000989380
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Portfolio choice and equilibrium with expected-utility preferences
Nielsen, Lars Tyge - 1992
Persistent link: https://www.econbiz.de/10000847683
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Exchange rate and term structure dynamics and the pricing of derivative securities
Nielsen, Lars Tyge; Saá-Requejo, Jesús - 1992
Persistent link: https://www.econbiz.de/10000853366
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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
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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