Hasanjan Sayit

Available identifiers

zbMath Open sayit.hasanjanMaRDI QIDQ428691

List of research outcomes

Publication	Date of Publication	Type
Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models	2024-06-04	Paper
Sticky processes, local and true martingales	2018-03-27	Paper
Consistent price systems for bounded processes	2016-03-04	Paper
Sticky Continuous Processes have Consistent Price Systems	2015-10-02	Paper
Absence of arbitrage in a general framework	2014-11-12	Paper
On the Existence Of Consistent Price Systems	2014-05-15	Paper
Consistent price systems in multiasset markets	2012-09-06	Paper
Arbitrage-free models in markets with transaction costs	2012-06-22	Paper
No arbitrage conditions for simple trading strategies	2012-03-08	Paper
On the stickiness property	2010-12-20	Paper
No arbitrage without semimartingales	2009-06-17	Paper

Research outcomes over time

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