Concepedia

Laurence Carassus

LC

7

Publications

158

Citations

7

H-Index

2001

Active since

Affiliations

Université Paris Cité(Current)

Université de Reims Champagne-Ardenne

Laboratoire de Mathématiques de Reims

Hungarian Academy of Sciences

Laboratoire de Probabilités et Modèles Aléatoires

Laurence Carassus is an author at Université Paris Cité specializing in business, asset pricing, and economics.

Top concepts

BusinessAsset PricingFinanceEconomicsEconomic AnalysisMathematical ProgrammingFinancial EconomicsPortfolio OptimizationManagementMarket Design

Publications per year

2001–2018

7

Publications

7

ON OPTIMAL INVESTMENT FOR A BEHAVIORAL INVESTOR IN MULTIPERIOD INCOMPLETE MARKET MODELS

Laurence Carassus, Miklós Rásonyi · Mathematical Finance · 2013 · 45 citations · Full text

On Optimal Investment, Optimal Investment Problem, Economics +13

No Arbitrage in Discrete Time Under Portfolio Constraints

Laurence Carassus, Huye n Pham, Nizar Touzi · Mathematical Finance · 2001 · 31 citations · Full text

Mathematical Programming, Portfolio Optimization, Equivalent Martingale Measures +8

Optimal Strategies and Utility-Based Prices Converge When Agents’ Preferences Do

Laurence Carassus, Miklós Rásonyi · Mathematics of Operations Research · 2007 · 29 citations · Full text

Game Theory, Revealed Preference, Market Equilibrium Computation +18

Multiple-priors optimal investment in discrete time for unbounded utility function

Romain Blanchard, Laurence Carassus · The Annals of Applied Probability · 2018 · 18 citations · Full text

Mathematical Programming, Economics, Portfolio Optimization +15

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

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