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 1 1 2 17
Cover's Rebalancing Option With Discrete Hindsight Optimization 0 0 1 4 0 0 1 18
Exact Replication of the Best Rebalancing Rule in Hindsight 0 1 1 5 0 1 1 43
Game-Theoretic Optimal Portfolios for Jump Diffusions 0 0 0 5 0 0 0 22
Game-Theoretic Optimal Portfolios in Continuous Time 0 0 0 5 0 0 3 17
Long Run Feedback in the Broker Call Money Market 0 0 0 2 0 0 0 20
Multilinear Superhedging of Lookback Options 0 0 0 9 0 0 1 20
Nash Bargaining Over Margin Loans to Kelly Gamblers 0 0 0 6 0 0 1 42
Super-Replication of the Best Pairs Trade in Hindsight 0 0 0 1 0 0 0 12
The Laws of Motion of the Broker Call Rate in the United States 0 0 1 4 0 0 1 26
Two Resolutions of the Margin Loan Pricing Puzzle 0 0 1 7 0 1 2 28
Total Working Papers 0 1 4 49 1 3 12 265


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 1 5 0 1 5 31
Nash Bargaining Over Margin Loans to Kelly Gamblers 0 0 0 1 0 0 0 32
The Laws of Motion of the Broker Call Rate in the United States 0 0 0 0 0 0 1 27
Two resolutions of the margin loan pricing puzzle 0 0 0 2 0 0 1 30
Total Journal Articles 0 0 1 8 0 1 7 120


Statistics updated 2025-05-12