| Default risk and interest rate risk: The term structure of default spreads LT Nielsen, J Saà-Requejo, P Santa-Clara Journées Internationales de Finance, 1993 | 284 | 1993 |
| Pricing and hedging of derivative securities LT Nielsen Oxford University Press, 1999 | 183 | 1999 |
| Asset market equilibrium with short-selling LT Nielsen The Review of Economic Studies 56 (3), 467-473, 1989 | 138 | 1989 |
| Existence of Equilibrium in CAPM LT Nielsen Journal of Economic Theory 52, 223-231, 1990 | 119 | 1990 |
| Common knowledge of an aggregate of expectations LT Nielsen, A Brandenburger, J Geanakoplos, R McKelvey, T Page Econometrica: Journal of the Econometric Society, 1235-1239, 1990 | 91 | 1990 |
| The instantaneous capital market line LT Nielsen, M Vassalou Economic Theory 28, 651-664, 2006 | 82* | 2006 |
| Common knowledge, communication, and convergence of beliefs LT Nielsen Mathematical Social Sciences 8 (1), 1-14, 1984 | 82 | 1984 |
| Sharpe ratios and alphas in continuous time LT Nielsen, M Vassalou Journal of Financial and Quantitative Analysis 39 (1), 103-114, 2004 | 81 | 2004 |
| Exchange rate and term structure dynamics and the pricing of derivative securities LT Nielsen, J Saá-Requejo Insead, 1992 | 80* | 1992 |
| Understanding N(d1) and N(d2): Risk-Adjusted Probabilities in the Black-Scholes Model LT Nielsen Finance 14, 95-106, 1993 | 78 | 1993 |
| Parametric characterizations of risk aversion and prudence F Lajeri, LT Nielsen Economic Theory 15, 469-476, 2000 | 74 | 2000 |
| Equilibrium in CAPM without a riskless asset LT Nielsen The Review of Economic Studies 57 (2), 315-324, 1990 | 74 | 1990 |
| Portfolio selection in the mean-variance model: A note LT Nielsen The Journal of Finance 42 (5), 1371-1376, 1987 | 53 | 1987 |
| Uniqueness of equilibrium in the classical capital asset pricing model LT Nielsen Journal of Financial and Quantitative Analysis 23 (3), 329-336, 1988 | 51 | 1988 |
| Attractive compounds of unattractive investments and gambles LT Nielsen The Scandinavian Journal of Economics, 463-473, 1985 | 34 | 1985 |
| Positive prices in CAPM LT Nielsen The Journal of Finance 47 (2), 791-808, 1992 | 33 | 1992 |
| Risk aversion and prudence: the case of mean-variance preferences F Lajeri, LT Nielsen Insead, 1993 | 26 | 1993 |
| Unbounded expected utility and continuity LT Nielsen Mathematical Social Sciences 8 (3), 201-216, 1984 | 18 | 1984 |
| The expected utility of portfolios of assets LT Nielsen Journal of Mathematical Economics 22 (5), 439-461, 1993 | 17 | 1993 |
| Risk sensitivity in bargaining with more than two participants LT Nielsen Journal of Economic Theory 32 (2), 371-376, 1984 | 16 | 1984 |
