Constantinos Kardaras

Boston University

Assistant Professor

Boston, MA 02215

United States

http://people.bu.edu/kardaras/

SCHOLARLY PAPERS

5

DOWNLOADS

49

CITATIONS

1

Scholarly Papers (5)

1.

The Numeraire Property and Long-Term Growth Optimality for Drawdown-Constrained Investments

Number of pages: 32 Posted: 30 Oct 2012
Constantinos Kardaras, Jan Obłój and Eckhard Platen
Boston University, University of Oxford - Mathematical Institute and University of Technology, Sydney (UTS) - School of Finance and Economics
Downloads 27 (353,085)

Abstract:

drawdown constraints, numeraire property, asymptotic growth, portfolio risk management

2.

Multiplicative Approximation of Wealth Processes Involving No-Short-Sale Strategies

Research Paper Number: 240, Quantitative Finance Research Centre, University of Technology, Sydney
Number of pages: 11 Posted: 14 Nov 2012
Constantinos Kardaras and Eckhard Platen
Boston University and University of Technology, Sydney (UTS) - School of Finance and Economics
Downloads 5 (498,916)

Abstract:

semimartingales, buy-and-hold strategies, stochastic integral, unbounded profit with bounded risk, utility maximization

3.

Generalized Supermartingale Deflators Under Limited Information

Mathematical Finance, Vol. 23, Issue 1, pp. 186-197, 2013
Number of pages: 12 Posted: 10 Jan 2013
Constantinos Kardaras
Boston University
Downloads 1 (536,072)

Abstract:

limited information, generalized supermartingales, boundedness in probability, arbitrages of the first kind, fundamental theorem of asset pricing

4.

Multiplicative Approximation of Wealth Processes Involving No‐Short‐Sales Strategies Via Simple Trading

Mathematical Finance, Vol. 23, Issue 3, pp. 579-590, 2013
Number of pages: 12 Posted: 09 Jun 2013
Constantinos Kardaras and Eckhard Platen
Boston University and University of Technology, Sydney (UTS) - School of Finance and Economics
Downloads 0 (548,341)

Abstract:

semimartingales, buy‐and‐hold strategies, stochastic integral, arbitrages of the first kind, utility maximization

5.

On the Dybvig‐Ingersoll‐Ross Theorem

Mathematical Finance, Vol. 22, Issue 4, pp. 729-740, 2012
Number of pages: 12 Posted: 23 Aug 2012
Constantinos Kardaras and Eckhard Platen
Boston University and University of Technology, Sydney (UTS) - School of Finance and Economics
Downloads 0 (548,341)
Citation 1

Abstract:

long maturities, forward rates, Dybvig‐Ingersoll‐Ross