Concepedia

Andrea M. Rodrigues

AM

4

Publications

60

Citations

4

H-Index

2012

Active since

Affiliations

University of Edinburgh(Current)

Alfréd Rényi Institute of Mathematics

Andrea M. Rodrigues is an author at University of Edinburgh specializing in business, finance, and asset pricing.

Top concepts

BusinessFinanceAsset PricingFinancial EconomicsEconomicsManagementEngineeringProbabilityMicroeconomicsDecision Theory

Publications per year

2012–2015

4

Publications

4

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

Miklós Rásonyi, Andrea M. Rodrigues · Annals of Finance · 2012 · 24 citations

Economics, Portfolio Optimization, Financial Economics +11

No-arbitrage, leverage and completeness in a fractional volatility model

R. Vilela Mendes, Maria João Oliveira, Andrea M. Rodrigues · Physica A Statistical Mechanics and its Applications · 2014 · 14 citations · Full text

Financial Economics, Asset Pricing, Business +4

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

Laurence Carassus, Miklós Rásonyi, Andrea M. Rodrigues · Mathematics and Financial Economics · 2015 · 12 citations

Mathematical Programming, Non-concave Utility Maximisation, Engineering +12

Continuous-Time Portfolio Optimisation for a Behavioural Investor with Bounded Utility on Gains

Miklós Rásonyi, Andrea M. Rodrigues · Electronic Communications in Probability · 2014 · 10 citations · Full text

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