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Kardaras, Constantinos's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
22 |
Total
Citations
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1.
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Kardaras, Constantinos Boston University Obloj, Jan K. University of Oxford Platen, Eckhard University of Technology, Sydney (UTS) - School of Finance and Economics
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19
(278,339)
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drawdown constraints, numeraire property, asymptotic growth, portfolio risk management
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2.
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Kardaras, Constantinos Boston University Platen, Eckhard University of Technology, Sydney (UTS) - School of Finance and Economics
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3
(330,630)
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semimartingales, buy-and-hold strategies, stochastic integral, unbounded profit with bounded risk, utility maximization
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3.
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Kardaras, Constantinos Boston University
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0
(348,737)
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limited information, generalized supermartingales, boundedness in probability, arbitrages of the first kind, fundamental theorem of asset pricing
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4.
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Kardaras, Constantinos Boston University Platen, Eckhard University of Technology, Sydney (UTS) - School of Finance and Economics
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0
(348,737)
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long maturities, forward rates, Dybvig‐Ingersoll‐Ross
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Records 1 -
4
of 4 matches
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