A note on arbitrage in term structure

von Rásonyi, Miklós
Veröffentlicht in Decisions in economics and finance (2008)

On optimal strategies for utility maximizers in the arbitrage pricing model

von Rásonyi, Miklós
Veröffentlicht in International journal of theoretical and applied finance (2016)

Arbitrage under transaction costs revisited

von Rásonyi, Miklós
Veröffentlicht in Optimality and risk - modern trends in mathematical finance (2009)

Arbitrage pricing theory and risk-neutral measures

von Rásonyi, Miklós
Veröffentlicht in Decisions in economics and finance (2004)

Maximization of nonconcave utility functions in discrete-time financial market models

von Carassus, Laurence
Veröffentlicht in Mathematics of operations research (2016)

Risk-averse asymptotics for reservation prices

von Carassus, Laurence
Veröffentlicht in Annals of finance (2011)

Fragility of arbitrage and bubbles in local martingale diffusion models

von Guasoni, Paolo
Veröffentlicht in Finance and stochastics (2015)

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

von Carassus, Laurence
Veröffentlicht in Mathematical finance (2015)

Log-optimal portfolios with memory effect

von Nika, Zsolt
Veröffentlicht in Applied mathematical finance (2018)

Ergodic theorems for queuing systems with dependent inter-arrival times

von Lovas, Attila
Veröffentlicht in Operations research letters (2021)

On the existence of optimal portfolios for the utility maximization problem in discrete time financial market models

von Rásonyi, Miklós
Veröffentlicht in From stochastic calculus to mathematical finance (2006)

Robust utility maximisation in markets with transaction costs

von Chau, Huy N.
Veröffentlicht in Finance and stochastics (2019)

Optimal portfolio choice for a behavioural investor in continuous-time markets

von Rásonyi, Miklós
Veröffentlicht in Annals of finance (2013)

No-arbitrage and optimal investment with possibly non-concave utilities : a measure theoretical approach

von Blanchard, Romain
Veröffentlicht in Mathematical methods of operations research (2018)

The fundamental theorem of asset pricing under transaction costs

von Guasoni, Paolo
Veröffentlicht in Finance and stochastics (2012)

The fundamental theorem of asset pricing for continuous processes under small transaction costs

von Guasoni, Paolo
Veröffentlicht in Annals of finance (2010)

Non-concave utility maximisation on the positive real axis in discrete time

von Carassus, Laurence
Veröffentlicht in Mathematics and financial economics (2015)

Existence of solutions in non-convex dynamic programming and optimal investment

von Pennanen, Teemu
Veröffentlicht in Mathematics and financial economics (2017)

No-arbitrage criteria for financial markets with efficient friction

von Kabanov, Jurij M.
Veröffentlicht in Finance and stochastics (2002)

On the closedness of sums of convex cones in L O and the robust no-arbitrage property

von Kabanov, Jurij M.
Veröffentlicht in Finance and stochastics (2003)