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Access Statistics for Alexander Garivaltis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Universal Bilinear Portfolios 0 0 0 1 0 0 2 15
Cover's Rebalancing Option With Discrete Hindsight Optimization 0 0 1 4 0 0 1 18
Exact Replication of the Best Rebalancing Rule in Hindsight 0 0 0 4 0 0 0 42
Game-Theoretic Optimal Portfolios for Jump Diffusions 0 0 0 5 0 0 1 22
Game-Theoretic Optimal Portfolios in Continuous Time 0 0 0 5 0 1 3 16
Long Run Feedback in the Broker Call Money Market 0 0 0 2 0 0 2 20
Multilinear Superhedging of Lookback Options 0 0 0 9 0 0 2 20
Nash Bargaining Over Margin Loans to Kelly Gamblers 0 0 0 6 0 1 2 42
Super-Replication of the Best Pairs Trade in Hindsight 0 0 0 1 0 0 0 12
The Laws of Motion of the Broker Call Rate in the United States 0 0 1 4 0 0 1 26
Two Resolutions of the Margin Loan Pricing Puzzle 0 0 1 7 0 0 3 27
Total Working Papers 0 0 3 48 0 2 17 260


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Game-Theoretic Optimal Portfolios for Jump Diffusions 0 0 2 5 0 0 4 28
Nash Bargaining Over Margin Loans to Kelly Gamblers 0 0 0 1 0 0 0 32
The Laws of Motion of the Broker Call Rate in the United States 0 0 0 0 1 1 3 27
Two resolutions of the margin loan pricing puzzle 0 0 0 2 0 1 2 30
Total Journal Articles 0 0 2 8 1 2 9 117


Statistics updated 2024-12-04