1 citations · 1 across the 3 of their papers we have counts for
3 papers
cond-mat.mtrl-sci2015★ 1 cited
Elastic Boundary Conditions in the Theory with Second Gradients in the Thermodynamic Potential
A. S. Yurkov
When describing elastic deformations of a body sometimes it is worth to take in account elastic spatial dispersion. If spatial dispersion is weak, as usually happens, then it can b…
q-fin.PM2013
Continuous-Time Portfolio Optimisation for a Behavioural Investor with Bounded Utility on Gains
Miklós Rásonyi, Andrea Meireles Rodrigues
This paper examines an optimal investment problem in a continuous-time (essentially) complete financial market with a finite horizon. We deal with an investor who behaves consisten…
q-fin.PM2012
Optimal Portfolio Choice for a Behavioural Investor in Continuous-Time Markets
Miklos Rasonyi, Andrea M. Rodrigues
The aim of this work consists in the study of the optimal investment strategy for a behavioural investor, whose preference towards risk is described by both a probability distortio…