Narrow search
Showing 1 - 9 of 9
Cover Image
Viability of markets with an infinite number of assets
Kardaras, Constantinos - 2008
Persistent link: https://www.econbiz.de/10003857180
Cover Image
No-free-lunch equivalences for exponential Lévy models under convex constraints on investment
Kardaras, Constantinos - In: Mathematical finance : an international journal of … 19 (2009) 2, pp. 161-187
Persistent link: https://www.econbiz.de/10003827568
Cover Image
The numéraire portfolio in semimartingale financial models
Karatzas, Ioannis; Kardaras, Constantinos - In: Finance and stochastics 11 (2007) 4, pp. 447-493
Persistent link: https://www.econbiz.de/10003645513
Cover Image
Minimizing the expected market time to reach a certain wealth level
Kardaras, Constantinos; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003857129
Cover Image
Multiplicative approximation of wealth processes involving no-short-sale strategies
Kardaras, Constantinos; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003857179
Cover Image
Abstract, classic, and explicit turnpikes
Guasoni, Paolo; Kardaras, Constantinos; Robertson, Scott; … - In: Finance and stochastics 18 (2014) 1, pp. 75-114
Persistent link: https://www.econbiz.de/10010235457
Cover Image
Multiplicative approximation of wealth processes involving no-short-sales strategies via simple trading
Kardaras, Constantinos; Platen, Eckhard - In: Mathematical finance : an international journal of … 23 (2013) 3, pp. 579-590
Persistent link: https://www.econbiz.de/10009783346
Cover Image
The numéraire property and long-term growth optimality for drawdown-constrained investments
Kardaras, Constantinos; Obłój, Jan; Platen, Eckhard - In: Mathematical finance : an international journal of … 27 (2017) 1, pp. 68-95
Persistent link: https://www.econbiz.de/10011739443
Cover Image
Portfolio theory and arbitrage : a course in mathematical finance
Karatzas, Ioannis; Kardaras, Constantinos - 2021
Persistent link: https://www.econbiz.de/10012488378