Performance measures for dynamic portfolio managementLars Tyge Nielsen · First published 1998Open the Tome
Portfolio selection with randomly time-varying first and second momentsLars Tyge Nielsen · First published 1998Open the Tome
Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second momentsLars Tyge Nielsen · First published 1997Open the Tome
Exchange rate and term structure dynamics and the pricing of derivative securitiesLars Tyge Nielsen · First published 1992Open the Tome
Portfolio choice and equilibrium with expected-utility preferencesLars Tyge Nielsen · First published 1992Open the Tome
Two-fund separation, factor structure and robustnessLars Tyge Nielsen · First published 1991Open the Tome
Common knowledge of a multivariate aggregate statisticLars Tyge Nielsen · First published 1990Open the Tome
Common knowledge of price and expected cost in an oligopolistic marketLars Tyge Nielsen · First published 1990Open the Tome
