Huy N. Chau
- Skorohod's representation theorem and optimal strategies for markets\n with frictions
2016/06/23 by Huy N. Chau, Miklós Rásonyi, Chau, Huy N. +1 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · #Decision-Making and Behavioral Economics #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Game Theory and Voting Systems #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM)
- Behavioural investors in conic market models
2019/03/19 by Huy N. Chau, Miklós Rásonyi, Chau, Huy N. +1 · 2 citations
Economics, Econometrics and Finance · #Economic theories and models #Financial Markets and Investment Strategies #Stochastic processes and financial applications