Items where Author is "Rásonyi, Miklós"

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Pennanen, T. and Perkkiö, A-P. and Rásonyi, Miklós (2017) Existence of solutions in non-convex dynamic programming and optimal investment. MATHEMATICS AND FINANCIAL ECONOMICS. pp. 1-16. ISSN 1862-9679 (In Press)

Rásonyi, Miklós (2017) Maximizing expected utility in the Arbitrage Pricing Model. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 454 (1). pp. 127-143. ISSN 0022-247X

Chau, Ngoc Huy and Rásonyi, Miklós (2017) On optimal investment with processes of long or negative memory. STOCHASTIC PROCESSES AND THEIR APPLICATIONS. pp. 1-21. ISSN 0304-4149

Chau, Ngoc Huy and Rásonyi, Miklós (2017) Skorohod's representation theorem and optimal strategies for markets with frictions. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 55 (6). pp. 3592-3608. ISSN 0363-0129

Carassus, L. and Rásonyi, Miklós (2016) Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models. MATHEMATICS OF OPERATIONS RESEARCH, 41 (1). pp. 146-173. ISSN 0364-765X

Rásonyi, Miklós (2016) On optimal strategies for utility maximizers in the arbitrage pricing model. INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE, 19 (7). pp. 1-12. ISSN 0219-0249

Rásonyi, Miklós and Rodríguez-Villarreal, José G. (2016) Optimal Investment under Behavioral Criteria in Incomplete Diffusion Market Models. THEORY OF PROBABILITY AND ITS APPLICATIONS, 60 (4). pp. 631-646. ISSN 0040-585X

Mbele Bidima, M. L. D. and Rásonyi, Miklós (2015) Asymptotic Exponential Arbitrage and Utility-Based Asymptotic Arbitrage in Markovian Models of Financial Markets. ACTA APPLICANDAE MATHEMATICAE, 138 (1). pp. 1-15. ISSN 0167-8019

Guasoni, Paolo and Rásonyi, Miklós (2015) Fragility of arbitrage and bubbles in local martingale diffusion models. FINANCE AND STOCHASTICS, 19 (2). pp. 215-231. ISSN 0949-2984

Guasoni, Paolo and Rásonyi, Miklós (2015) Hedging, arbitrage and optimality with superlinear frictions. ANNALS OF APPLIED PROBABILITY, 25 (4). pp. 2066-2095. ISSN 1050-5164

Carassus, L and Rásonyi, Miklós and Rodrigues, A. M. (2015) Non-concave utility maximisation on the positive real axis in discrete time. MATHEMATICS AND FINANCIAL ECONOMICS, 9 (4). pp. 325-349. ISSN 1862-9679

Rásonyi, Miklós and Rodríguez-Villarreal, José G. (2015) Optimal investment under behavioural criteria — a dual approach. In: Advances in Mathematics of Finance. Stefan Banach International Mathematical Center, Warsaw, pp. 167-180. ISBN 978-83-86806-27-0

Carassus, L. and Rásonyi, Miklós (2013) On optimal investment for a behavioral investor in multiperiod incomplete market Models. MATHEMATICAL FINANCE: AN INTERNATIONAL JOURNAL OF MATHEMATICS, STATISTICS AND FINANCIAL ECONOMICS, 25 (1). pp. 115-153. ISSN 0960-1627

Rásonyi, Miklós (2009) Arbitrázs és árazó funkcionálok pénzügyi piacmodellekben = Arbitrage and pricing functionals in financial market models. Project Report. OTKA.

Gerencsér, László and Berlinger, Edina and Gerencsérné Vágó, Zsuzsanna and Mátyás, Zalán and Michaletzky, György and Molnár Sáska, Gábor and Orlovits, Zsanett and Rásonyi, Miklós and Sándorné Kmecs, Ildikó and Száz, János and Szepesvári, Csaba and Véber, Miklós (2007) Sztochasztikus Rendszerek és Pénzügyi Piacok Modellezése = Stochastic Systems and Modelling of Financial Markets. Project Report. OTKA.

This list was generated on Mon Jun 18 10:04:34 2018 CEST.