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Mikl\'os R\'asonyi

Identifiers

  • name variant Mikl\'os R\'asonyi 0.60 · backfill

Papers (18)

  1. Where Does MEV Really Come From? Revisiting CEXDEX Arbitrage on Ethereum cs.CR · 2026 · author #2
  2. On ergodicity of the SAGA-LD algorithm math.PR · 2026 · author #1
  3. Learning Threshold-Type Investment Strategies with Stochastic Gradient Method q-fin.PM · 2019 · author #2
  4. On fixed gain recursive estimators with discontinuity in the parameters math.PR · 2016 · author #3
  5. Skorohod's representation theorem and optimal strategies for markets with frictions q-fin.PM · 2016 · author #2
  6. Non-concave optimal investment and no-arbitrage: a measure theoretical approach q-fin.MF · 2016 · author #3
  7. Sticky processes, local and true martingales q-fin.MF · 2015 · author #1
  8. Hedging, arbitrage and optimality with superlinear frictions q-fin.PR · 2015 · author #2
  9. Non-convex dynamic programming and optimal investment math.OC · 2015 · author #3
  10. Non-concave utility maximisation on the positive real axis in discrete time q-fin.MF · 2015 · author #2
  11. An explicit solution for optimal investment problems with autoregressive prices and exponential utility math.OC · 2015 · author #2
  12. Optimal investment under behavioural criteria in incomplete diffusion market models q-fin.PM · 2015 · author #1
  13. Asymptotic Exponential Arbitrage and Utility-based Asymptotic Arbitrage in Markovian Models of Financial Markets math.OC · 2014 · author #2
  14. Optimal investment under behavioural criteria -- a dual approach q-fin.PM · 2014 · author #1
  15. Continuous-Time Portfolio Optimisation for a Behavioural Investor with Bounded Utility on Gains q-fin.PM · 2013 · author #1
  16. Diversity and no arbitrage q-fin.PM · 2013 · author #3
  17. Consistent price systems and face-lifting pricing under transaction costs q-fin.PR · 2008 · author #2
  18. Hiding a drift math.PR · 2008 · author #1

Mentions

  • 1509.08280 #1 · backfill · confidence 0.70 Mikl\'os R\'asonyi
  • 1506.05895 #2 · backfill · confidence 0.70 Mikl\'os R\'asonyi
  • 1504.01903 #3 · backfill · confidence 0.70 Mikl\'os R\'asonyi
  • 1501.03123 #2 · backfill · confidence 0.70 Mikl\'os R\'asonyi
  • 1501.01506 #2 · backfill · confidence 0.70 Mikl\'os R\'asonyi
  • 1501.01504 #1 · backfill · confidence 0.70 Mikl\'os R\'asonyi
  • 1406.5312 #2 · backfill · confidence 0.70 Mikl\'os R\'asonyi
  • 1405.3812 #1 · backfill · confidence 0.70 Mikl\'os R\'asonyi
  • 1309.0362 #1 · backfill · confidence 0.70 Mikl\'os R\'asonyi
  • 1301.4173 #3 · backfill · confidence 0.70 Mikl\'os R\'asonyi
  • 0803.4416 #2 · backfill · confidence 0.70 Mikl\'os R\'asonyi
  • 0802.1152 #1 · backfill · confidence 0.70 Mikl\'os R\'asonyi

Frequent Coauthors