Access Statistics for Alexander Garivaltis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Universal Bilinear Portfolios 0 0 0 1 0 0 6 24
Cover's Rebalancing Option With Discrete Hindsight Optimization 0 0 0 4 0 0 9 28
Exact Replication of the Best Rebalancing Rule in Hindsight 0 0 1 6 2 4 18 61
Game-Theoretic Optimal Portfolios for Jump Diffusions 0 1 1 6 1 2 4 27
Game-Theoretic Optimal Portfolios in Continuous Time 0 0 0 6 0 2 9 27
Long Run Feedback in the Broker Call Money Market 0 0 0 2 3 3 4 25
Multilinear Superhedging of Lookback Options 0 0 0 9 1 1 13 33
Nash Bargaining Over Margin Loans to Kelly Gamblers 0 0 0 6 1 1 18 61
Super-Replication of the Best Pairs Trade in Hindsight 0 0 0 1 1 2 14 28
The Laws of Motion of the Broker Call Rate in the United States 0 0 0 5 0 0 12 39
Two Resolutions of the Margin Loan Pricing Puzzle 0 0 1 8 0 1 13 41
Total Working Papers 0 1 3 54 9 16 120 394


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Game-Theoretic Optimal Portfolios for Jump Diffusions 0 0 0 5 0 1 12 44
Nash Bargaining Over Margin Loans to Kelly Gamblers 0 0 1 2 0 0 32 64
The Laws of Motion of the Broker Call Rate in the United States 0 0 0 0 2 2 14 42
Two resolutions of the margin loan pricing puzzle 0 0 0 2 0 0 14 44
Total Journal Articles 0 0 1 9 2 3 72 194


Statistics updated 2026-09-10