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Alexander Garivaltis

Personal Details

First Name:Alexander
Middle Name:
Last Name:Garivaltis
Suffix:
RePEc Short-ID:pga992
http://garivaltis.com
514 Zulauf Hall Northern Illinois University DeKalb, IL 60115
(708) 830-8617

Affiliation

Department of Economics
Northern Illinois University

DeKalb, Illinois (United States)
http://www.niu.edu/econ/
RePEc:edi:deniuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Alex Garivaltis, 2019. "The Laws of Motion of the Broker Call Rate in the United States," Papers 1906.00946, arXiv.org, revised Oct 2022.
  2. Alex Garivaltis, 2019. "Long Run Feedback in the Broker Call Money Market," Papers 1906.10084, arXiv.org, revised Oct 2022.
  3. Alex Garivaltis, 2019. "Cover's Rebalancing Option With Discrete Hindsight Optimization," Papers 1903.00829, arXiv.org, revised Oct 2022.
  4. Alex Garivaltis, 2019. "Two Resolutions of the Margin Loan Pricing Puzzle," Papers 1906.01025, arXiv.org, revised Oct 2022.
  5. Alex Garivaltis, 2019. "A Note on Universal Bilinear Portfolios," Papers 1907.09704, arXiv.org, revised Oct 2022.
  6. Alex Garivaltis, 2019. "Game-Theoretic Optimal Portfolios in Continuous Time," Papers 1906.02216, arXiv.org, revised Oct 2022.
  7. Alex Garivaltis, 2019. "Nash Bargaining Over Margin Loans to Kelly Gamblers," Papers 1904.06628, arXiv.org, revised Aug 2019.
  8. Alex Garivaltis, 2018. "Exact Replication of the Best Rebalancing Rule in Hindsight," Papers 1810.02485, arXiv.org, revised Mar 2019.
  9. Alex Garivaltis, 2018. "Game-Theoretic Optimal Portfolios for Jump Diffusions," Papers 1812.04603, arXiv.org, revised Oct 2022.
  10. Alex Garivaltis, 2018. "Super-Replication of the Best Pairs Trade in Hindsight," Papers 1810.02444, arXiv.org, revised Oct 2022.
  11. Alex Garivaltis, 2018. "Multilinear Superhedging of Lookback Options," Papers 1810.02447, arXiv.org, revised Oct 2022.

Articles

  1. Alex Garivaltis, 2019. "Game-Theoretic Optimal Portfolios for Jump Diffusions," Games, MDPI, vol. 10(1), pages 1-9, February.
  2. Garivaltis, Alex, 2019. "Two resolutions of the margin loan pricing puzzle," Research in Economics, Elsevier, vol. 73(2), pages 199-207.
  3. Alex Garivaltis, 2019. "Nash Bargaining Over Margin Loans to Kelly Gamblers," Risks, MDPI, vol. 7(3), pages 1-14, August.
  4. Alex Garivaltis, 2019. "The Laws of Motion of the Broker Call Rate in the United States," IJFS, MDPI, vol. 7(4), pages 1-23, October.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Alex Garivaltis, 2019. "Cover's Rebalancing Option With Discrete Hindsight Optimization," Papers 1903.00829, arXiv.org, revised Oct 2022.

    Cited by:

    1. Alex Garivaltis, 2019. "Nash Bargaining Over Margin Loans to Kelly Gamblers," Papers 1904.06628, arXiv.org, revised Aug 2019.

  2. Alex Garivaltis, 2019. "Two Resolutions of the Margin Loan Pricing Puzzle," Papers 1906.01025, arXiv.org, revised Oct 2022.

    Cited by:

    1. Alex Garivaltis, 2019. "The Laws of Motion of the Broker Call Rate in the United States," Papers 1906.00946, arXiv.org, revised Oct 2022.
    2. Alex Garivaltis, 2019. "Long Run Feedback in the Broker Call Money Market," Papers 1906.10084, arXiv.org, revised Oct 2022.

  3. Alex Garivaltis, 2019. "Game-Theoretic Optimal Portfolios in Continuous Time," Papers 1906.02216, arXiv.org, revised Oct 2022.

    Cited by:

    1. Alex Garivaltis, 2019. "Nash Bargaining Over Margin Loans to Kelly Gamblers," Papers 1904.06628, arXiv.org, revised Aug 2019.
    2. Alex Garivaltis, 2019. "A Note on Universal Bilinear Portfolios," Papers 1907.09704, arXiv.org, revised Oct 2022.
    3. Alex Garivaltis, 2021. "A Note on Universal Bilinear Portfolios," IJFS, MDPI, vol. 9(1), pages 1-17, February.
    4. Alex Garivaltis, 2019. "Game-Theoretic Optimal Portfolios for Jump Diffusions," Games, MDPI, vol. 10(1), pages 1-9, February.

  4. Alex Garivaltis, 2019. "Nash Bargaining Over Margin Loans to Kelly Gamblers," Papers 1904.06628, arXiv.org, revised Aug 2019.

    Cited by:

    1. Alex Garivaltis, 2019. "The Laws of Motion of the Broker Call Rate in the United States," Papers 1906.00946, arXiv.org, revised Oct 2022.

  5. Alex Garivaltis, 2018. "Exact Replication of the Best Rebalancing Rule in Hindsight," Papers 1810.02485, arXiv.org, revised Mar 2019.

    Cited by:

    1. Alex Garivaltis, 2019. "Nash Bargaining Over Margin Loans to Kelly Gamblers," Papers 1904.06628, arXiv.org, revised Aug 2019.
    2. Alex Garivaltis, 2019. "A Note on Universal Bilinear Portfolios," Papers 1907.09704, arXiv.org, revised Oct 2022.
    3. Alex Garivaltis, 2021. "A Note on Universal Bilinear Portfolios," IJFS, MDPI, vol. 9(1), pages 1-17, February.
    4. Alex Garivaltis, 2018. "Super-Replication of the Best Pairs Trade in Hindsight," Papers 1810.02444, arXiv.org, revised Oct 2022.
    5. Alex Garivaltis, 2021. "Universal Risk Budgeting," Papers 2106.10030, arXiv.org, revised Oct 2022.
    6. Alex Garivaltis, 2019. "Cover's Rebalancing Option With Discrete Hindsight Optimization," Papers 1903.00829, arXiv.org, revised Oct 2022.
    7. Alex Garivaltis, 2019. "Long Run Feedback in the Broker Call Money Market," Papers 1906.10084, arXiv.org, revised Oct 2022.
    8. Alex Garivaltis, 2022. "Rational pricing of leveraged ETF expense ratios," Annals of Finance, Springer, vol. 18(3), pages 393-418, September.

  6. Alex Garivaltis, 2018. "Game-Theoretic Optimal Portfolios for Jump Diffusions," Papers 1812.04603, arXiv.org, revised Oct 2022.

    Cited by:

    1. Alex Garivaltis, 2019. "Nash Bargaining Over Margin Loans to Kelly Gamblers," Papers 1904.06628, arXiv.org, revised Aug 2019.
    2. Alex Garivaltis, 2019. "A Note on Universal Bilinear Portfolios," Papers 1907.09704, arXiv.org, revised Oct 2022.
    3. Alex Garivaltis, 2021. "A Note on Universal Bilinear Portfolios," IJFS, MDPI, vol. 9(1), pages 1-17, February.

  7. Alex Garivaltis, 2018. "Multilinear Superhedging of Lookback Options," Papers 1810.02447, arXiv.org, revised Oct 2022.

    Cited by:

    1. Alex Garivaltis, 2019. "A Note on Universal Bilinear Portfolios," Papers 1907.09704, arXiv.org, revised Oct 2022.
    2. Alex Garivaltis, 2021. "A Note on Universal Bilinear Portfolios," IJFS, MDPI, vol. 9(1), pages 1-17, February.

Articles

  1. Alex Garivaltis, 2019. "Game-Theoretic Optimal Portfolios for Jump Diffusions," Games, MDPI, vol. 10(1), pages 1-9, February.
    See citations under working paper version above.
  2. Garivaltis, Alex, 2019. "Two resolutions of the margin loan pricing puzzle," Research in Economics, Elsevier, vol. 73(2), pages 199-207.
    See citations under working paper version above.
  3. Alex Garivaltis, 2019. "Nash Bargaining Over Margin Loans to Kelly Gamblers," Risks, MDPI, vol. 7(3), pages 1-14, August.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-GTH: Game Theory (4) 2018-11-05 2019-01-07 2019-04-22 2019-06-17. Author is listed
  2. NEP-CIS: Confederation of Independent States (1) 2019-08-12
  3. NEP-RMG: Risk Management (1) 2018-11-05

Corrections

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