Discussion paper DP1885 Performance Measures for Dynamic Portfolio Management Lars Tyge Nielsen Maria Vassalou 31 May 1998 Financial Economics G11 G23
Discussion paper DP1650 Parametric Characterizations of Risk Aversion and Prudence Lars Tyge Nielsen Fatma Lajeri 30 May 1997 Financial Economics D81
Discussion paper DP1652 Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-varying First and Second Moments Lars Tyge Nielsen Maria Vassalou 30 May 1997 Financial Economics G11 G12