Constantinos Kardaras

Carnegie Mellon University

Pittsburgh, PA 15213-3890

United States

SCHOLARLY PAPERS

3

DOWNLOADS

112

SSRN CITATIONS

4

CROSSREF CITATIONS

8

Scholarly Papers (3)

1.

Abstract, Classic, and Explicit Turnpikes

Boston U. School of Management Research Paper No. 2011-5
Number of pages: 34 Posted: 18 Mar 2011 Last Revised: 09 Feb 2012
Paolo Guasoni, Paolo Guasoni, Scott Robertson, Hao Xing and Constantinos Kardaras
Boston University - Department of Mathematics and StatisticsDublin City University - School of Mathematical Sciences, Questrom School of Business, Boston University, Boston University - Questrom School of Business and Carnegie Mellon University
Downloads 108 (312,797)
Citation 4

Abstract:

Loading...

Portfolio Choice, Incomplete Markets, Long-Run, Utility Functions, Turnpikes

2.

Stability of the Utility Maximization Problem with Random Endowment in Incomplete Markets

Mathematical Finance, Vol. 21, Issue 2, pp. 313-333, 2011
Number of pages: 21 Posted: 14 Feb 2011
Constantinos Kardaras and Gordan Itkovi
Carnegie Mellon University and affiliation not provided to SSRN
Downloads 2 (781,767)
Citation 1
  • Add to Cart

Abstract:

Loading...

convex analysis, convex duality, illiquid assets, incomplete markets, mathematical finance, random endowment, semimartingales, stability, utility maximization, utility-based prices, well-posed problems

3.

No-Free-Lunch Equivalences for Exponential Lévy Models Under Convex Constraints on Investment

Mathematical Finance, Vol. 19, Issue 2, pp. 161-187, April 2009
Number of pages: 27 Posted: 27 Apr 2009
Constantinos Kardaras
Carnegie Mellon University
Downloads 2 (781,767)
Citation 1
  • Add to Cart

Abstract:

Loading...