Lóránt Nagy

Central European University (CEU)

Nador utca 9

Budapest, H-1051

Hungary

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Scholarly Papers (1)

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Young, Timid, and Risk Takers

Number of pages: 20 Posted: 18 Feb 2021
Paolo Guasoni, Miklos Rasonyi and Lóránt Nagy
Dublin City University - School of Mathematical Sciences, Hungarian Academy of Sciences (HAS) - Alfréd Rényi Institute of Mathematics and Central European University (CEU)
Downloads 59 (431,093)

Abstract:

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mean-reversion, exponential utility, portfolio choice, long-term safe assets