Items where Author is "Kardaras, Constantinos"

Number of items: 46.
  • Ergodic robust maximization of asymptotic growth. (2021) Kardaras, Constantinos and Robertson, Scott picture_as_pdf
  • Stochastic discount factors. (2010) Kardaras, Constantinos
  • Abstract, classic, and explicit turnpikes. Guasoni, Paolo and Kardaras, Constantinos and Robertson, Scott and Xing, Hao
  • Arbitrage of the first kind and filtration enlargements in semimartingale financial models. Acciaio, Beatrice and Fontana, Claudio and Kardaras, Constantinos
  • Arbitrage strategy. Kardaras, Constantinos
  • Balance, growth and diversity of financial markets. Kardaras, Constantinos
  • Continuous-time perpetuities and time reversal of diffusions. Kardaras, Constantinos and Robertson, Scott
  • Diversity and relative arbitrage in equity markets. Fernholz, Robert and Karatzas, Ioannis and Kardaras, Constantinos
  • Effective risk aversion in thin risk-sharing markets. Anthropelos, Michail and Kardaras, Constantinos and Vichos, Georgios picture_as_pdf
  • Efficient estimation of one-dimensional diffusion first passage time densities via Monte Carlo simulation. Ichiba, Tomoyuki and Kardaras, Constantinos
  • Equilibrium in risk-sharing games. Anthropelos, Michail and Kardaras, Constantinos
  • Filtration shrinkage, the structure of deflators, and failure of market completeness. Kardaras, Constantinos and Ruf, Johannes picture_as_pdf
  • Finitely additive probabilities and the fundamental theorem of asset pricing. Kardaras, Constantinos
  • Forward-convex convergence in probability of sequences of nonnegative random variables. Kardaras, Constantinos and Žitković, Gordan
  • Free Lunch. Kardaras, Constantinos
  • Generalized supermartingale deflators under limited information. Kardaras, Constantinos
  • Market viability via absence of arbitrage of the first kind. Kardaras, Constantinos
  • Maximality and numéraires in convex sets of nonnegative random variables. Kardaras, Constantinos
  • Maximum penalized quasi-likelihood estimation of the diffusion function. Hamrick, Jeff and Huang, Yifei and Kardaras, Constantinos and Taqqu, Murad S.
  • Minimizing the expected market time to reach a certain wealth level. Kardaras, Constantinos and Platen, Eckhard
  • Multiplicative approximation of wealth processes involving no-short-sale strategies via simple trading. Kardaras, Constantinos and Platen, Eckhard
  • No arbitrage of the first kind and local martingale numéraires. Kabanov, Yuri and Kardaras, Constantinos and Song, Shiqi
  • No-free-lunch equivalences for exponential Lévy models under convex constraints on investment. Kardaras, Constantinos
  • Numéraire-invariant preferences in financial modeling. Kardaras, Constantinos
  • On the Dybvig-Ingersoll-Ross theorem. Kardaras, Constantinos and Platen, Eckhard
  • On the characterisation of honest times that avoid all stopping times. Kardaras, Constantinos
  • On the closure in the Emery topology of semimartingale wealth-process sets. Kardaras, Constantinos
  • On the semimartingale property of discounted asset-price processes. Kardaras, Constantinos and Platen, Eckhard
  • On the stochastic behaviour of optional processes up to random times. Kardaras, Constantinos
  • Optional decomposition for continuous semimartingales under arbitrary filtrations. Karatzas, Ioannis and Kardaras, Constantinos
  • Price impact under heterogeneous beliefs and restricted participation. Anthropelos, Michail and Kardaras, Constantinos picture_as_pdf
  • Projections of scaled bessel processes. Kardaras, Constantinos and Ruf, Johannes picture_as_pdf
  • Robust fundamental theorem for continuous processes. Biagini, Sara and Bouchard, Bruno and Kardaras, Constantinos and Nutz, Marcel picture_as_pdf
  • Robust maximization of asymptotic growth. Kardaras, Constantinos and Robertson, Scott
  • Stability of the utility maximization problem with random endowment in incomplete markets. Kardaras, Constantinos and Žitković, Gordan
  • Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance. Kardaras, Constantinos picture_as_pdf
  • Strict local martingale deflators and valuing American call-type options. Bayraktar, Erhan and Kardaras, Constantinos and Xing, Hao
  • Strict local martingales and bubbles. Kardaras, Constantinos and Kreher, Dörte and Nikeghbali, Ashkan
  • Uniform integrability and local convexity in L0. Kardaras, Constantinos
  • Valuation and parities for exchange options. Kardaras, Constantinos
  • Valuation equations for stochastic volatility models. Bayraktar, Erhan and Kardaras, Constantinos and Xing, Hao
  • The continuous behavior of the numéraire portfolio under small changes in information structure, probabilistic views and investment constraints. Kardaras, Constantinos
  • The numéraire portfolio in semimartingale financial models. Karatzas, Ioannis and Kardaras, Constantinos
  • The numéraire property and long-term growth optimality for drawdown-constrained investments. Kardaras, Constantinos and Obłój, Jan and Platen, Eckhard
  • A structural characterization of numéraires of convex sets of nonnegative random variables. Kardaras, Constantinos
  • A time before which insiders would not undertake risk. Kardaras, Constantinos