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Publications by Miklós Rásonyi

The Fundamental Theorem of Asset Pricing Under Transaction Costs

Finance and Stochastics

English

Existence of Solutions in Non-Convex Dynamic Programming and Optimal Investment

Mathematics and Financial Economics

English

Convergence of Utility Indifference Prices to the Superreplication Price

Mathematical Methods of Operations Research

Management Science

Operations Research

English

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CEO Preferences and Acquisitions

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Asset Quality Misrepresentation by Financial Intermediaries: Evidence From the RMBS Market

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Ambiguous Information, Portfolio Inertia, and Excess Volatility

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Diversification and Its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status

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Incentivizing Calculated Risk-Taking: Evidence From an Experiment With Commercial Bank Loan Officers

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Learning From Coworkers: Peer Effects on Individual Investment Decisions

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Executive Compensation and the Maturity Structure of Corporate Debt

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