Narrow search
Showing 1 - 5 of 5
Cover Image
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
Cover Image
Maximization of nonconcave utility functions in discrete-time financial market models
Carassus, Laurence; Rásonyi, Miklós - In: Mathematics of operations research 41 (2016) 1, pp. 146-173
Persistent link: https://www.econbiz.de/10011448349
Cover Image
Non-concave utility maximisation on the positive real axis in discrete time
Carassus, Laurence; Rásonyi, Miklós; Rodrigues, Andrea M. - In: Mathematics and financial economics 9 (2015) 4, pp. 325-349
Persistent link: https://www.econbiz.de/10011378104
Cover Image
No-arbitrage and optimal investment with possibly non-concave utilities : a measure theoretical approach
Blanchard, Romain; Carassus, Laurence; Rásonyi, Miklós - In: Mathematical methods of operations research 88 (2018) 2, pp. 241-281
Persistent link: https://www.econbiz.de/10011935667
Cover Image
Robust utility maximisation in markets with transaction costs
Chau, Huy N.; Rásonyi, Miklós - In: Finance and stochastics 23 (2019) 3, pp. 677-696
Persistent link: https://www.econbiz.de/10012023760