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~person:"Rásonyi, Miklós"
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Search: subject_exact:"Arbitrage pricing theory"
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Rásonyi, Miklós
Vayanos, Dimitri
17
Platen, Eckhard
16
Rudebusch, Glenn D.
16
Diebold, Francis X.
14
Le Van, Cuong
13
Christensen, Jens H. E.
10
Gromb, Denis
9
Kabanov, Jurij M.
9
Björk, Tomas
8
Linton, Oliver
8
Page, Frank H.
8
Pesaran, M. Hashem
8
Sun, Yeneng
8
Wilhelm, Jochen
8
Connor, Gregory
7
Fletcher, Jonathan
7
Herings, Peter Jean-Jacques
7
Hoesli, Martin
7
Khan, Ali
7
Lepinette, Emmanuel
7
Nietert, Bernhard
7
Pagano, Marco
7
Cauchie, Séverine
6
Chamberlain, Gary
6
Entorf, Horst
6
Jamin, Gösta
6
Jouini, Elyès
6
Kondor, Péter
6
Rothschild, Michael
6
Schachermayer, Walter
6
Wooders, Myrna Holtz
6
Beaulieu, Marie-Claude
5
Bodie, Zvi
5
Cassese, Gianluca
5
Croitoru, Benjamin
5
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Finance and stochastics
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Annals of finance
1
International journal of theoretical and applied finance
1
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
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ECONIS (ZBW)
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1
On optimal strategies for utility maximizers in the arbitrage pricing model
Rásonyi, Miklós
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011568831
Saved in:
2
Fragility of arbitrage and bubbles in local martingale diffusion models
Guasoni, Paolo
;
Rásonyi, Miklós
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 215-231
Persistent link: https://www.econbiz.de/10011417713
Saved in:
3
The fundamental theorem of asset pricing for continuous processes under small transaction costs
Guasoni, Paolo
;
Rásonyi, Miklós
;
Schachermayer, Walter
- In:
Annals of finance
6
(
2010
)
2
,
pp. 157-191
Persistent link: https://www.econbiz.de/10003941214
Saved in:
4
Arbitrage under transaction costs revisited
Rásonyi, Miklós
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 211-225)
.
2009
Persistent link: https://www.econbiz.de/10003948896
Saved in:
5
A note on arbitrage in term structure
Rásonyi, Miklós
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 73-79
Persistent link: https://www.econbiz.de/10003771593
Saved in:
6
Arbitrage pricing theory and risk-neutral measures
Rásonyi, Miklós
- In:
Decisions in economics and finance : DEF ; a journal of …
27
(
2004
)
2
,
pp. 109-123
Persistent link: https://www.econbiz.de/10003095205
Saved in:
7
On the closedness of sums of convex cones in L O and the robust no-arbitrage property
Kabanov, Jurij M.
;
Rásonyi, Miklós
;
Stricker, Christophe
- In:
Finance and stochastics
7
(
2003
)
3
,
pp. 403-411
Persistent link: https://www.econbiz.de/10001772721
Saved in:
8
No-arbitrage criteria for financial markets with efficient friction
Kabanov, Jurij M.
;
Rásonyi, Miklós
;
Stricker, Christophe
- In:
Finance and stochastics
6
(
2002
)
3
,
pp. 371-382
Persistent link: https://www.econbiz.de/10001680685
Saved in:
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