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Miklos Rasonyi

Identifiers

  • name variant Miklos Rasonyi 0.60 · backfill

Papers (13)

  1. Behavioural investors in conic market models q-fin.PM · 2019 · author #2
  2. On the ergodicity of certain Markov chains in random environments math.PR · 2018 · author #2
  3. Robust utility maximization in markets with transaction costs q-fin.MF · 2018 · author #2
  4. On utility maximization without passing by the dual problem q-fin.PM · 2017 · author #1
  5. On the identification of random variables from quantized observations math.PR · 2016 · author #1
  6. On optimal investment with processes of long or negative memory q-fin.MF · 2016 · author #2
  7. On optimal strategies for utility maximizers in the Arbitrage Pricing Model q-fin.MF · 2016 · author #1
  8. Maximizing expected utility in the Arbitrage Pricing Model q-fin.MF · 2015 · author #1
  9. Optimal investment with bounded above utilities in discrete time markets q-fin.PM · 2014 · author #1
  10. Maximization of Non-Concave Utility Functions in Discrete-Time Financial Market Models q-fin.PM · 2013 · author #2
  11. Optimal Portfolio Choice for a Behavioural Investor in Continuous-Time Markets q-fin.PM · 2012 · author #1
  12. On optimal investment for a behavioural investor in multiperiod incomplete market models q-fin.PM · 2011 · author #2
  13. On utility maximization in discrete-time financial market models math.PR · 2005 · author #1

Mentions

  • 1508.07761 #1 · backfill · confidence 0.70 Miklos Rasonyi
  • 1409.2023 #1 · backfill · confidence 0.70 Miklos Rasonyi
  • 1302.0134 #2 · backfill · confidence 0.70 Miklos Rasonyi
  • 1202.0628 #1 · backfill · confidence 0.70 Miklos Rasonyi
  • 1107.1617 #2 · backfill · confidence 0.70 Miklos Rasonyi

Frequent Coauthors