Huy N. Chau

Identifiers

• name variant Huy N. Chau 0.60 · backfill

Papers (7)

1. Behavioural investors in conic market models q-fin.PM · 2019 · author #1
2. Robust utility maximization in markets with transaction costs q-fin.MF · 2018 · author #1
3. On fixed gain recursive estimators with discontinuity in the parameters math.PR · 2016 · author #1
4. On optimal investment with processes of long or negative memory q-fin.MF · 2016 · author #1
5. Skorohod's representation theorem and optimal strategies for markets with frictions q-fin.PM · 2016 · author #1
6. Optimal investment with intermediate consumption under no unbounded profit with bounded risk q-fin.PM · 2015 · author #1
7. Market models with optimal arbitrage q-fin.PR · 2013 · author #1

Mentions

• 1509.01672 #1 · backfill · confidence 0.70 Huy N. Chau
• 1312.4979 #1 · backfill · confidence 0.70 Huy N. Chau

Frequent Coauthors

• Miklos Rasonyi 3 shared papers
• Mikl\'os R\'asonyi 2 shared papers
• Andrea Cosso 1 shared papers
• Chaman Kumar 1 shared papers
• Claudio Fontana 1 shared papers
• Oleksii Mostovyi 1 shared papers
• Peter Tankov 1 shared papers
• Sotirios Sabanis 1 shared papers