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researcher

A. Grigutis

19 papers hereh-index 688 citations31 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author9
  • middle author1
  • last author4

Across the 17 of 19 papers where every author was matched, so the position is known.

fields
  • math.PR12
  • math.NT4
  • econ.GN1
  • hep-th1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20162026
most citedRuin probability in the three-seasonal discrete-time risk model

9 citations · 32 across the 18 of their papers we have counts for

collaborators
Showing econ.GNShow all

1 paper · 1 filter

econ.GN2024★ 1 cited

The Famous American Economist H. Markowitz and Mathematical Overview of his Portfolio Selection Theory

Ignas Gasparavičius, Andrius Grigutis

This survey article is dedicated to the life of the famous American economist H. Markowitz (1927--2023). We do revisit the main statements of the portfolio selection theory in term…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.