4. Economy
  5. Quantitative Finance
  6. Portfolio Management

Miklos Rasonyi

Economy – Quantitative Finance – Portfolio Management

Scientist

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Scientist

MTA-SZTAKI

Consistent price systems and face-lifting pricing under transaction costs

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Hiding a drift

Mathematics – Probability
Scientific paper

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On optimal investment for a behavioural investor in multiperiod incomplete market models

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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On utility maximization in discrete-time financial market models

Mathematics – Probability
Scientific paper

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Optimal Portfolio Choice for a Behavioural Investor in Continuous-Time Markets

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Profile ID: LFWR-SCP-P-11642

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