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 8 10
Cover's Rebalancing Option With Discrete Hindsight Optimization 0 0 0 1 0 0 5 11
Exact Replication of the Best Rebalancing Rule in Hindsight 0 0 0 4 3 7 17 35
Game-Theoretic Optimal Portfolios for Jump Diffusions 0 0 0 5 1 1 7 18
Game-Theoretic Optimal Portfolios in Continuous Time 0 1 1 3 0 1 6 9
Long Run Feedback in the Broker Call Money Market 0 0 0 0 1 1 10 12
Multilinear Superhedging of Lookback Options 0 0 0 8 2 2 7 14
Nash Bargaining Over Margin Loans to Kelly Gamblers 0 0 0 5 2 3 21 28
Super-Replication of the Best Pairs Trade in Hindsight 0 0 0 0 0 0 4 6
The Laws of Motion of the Broker Call Rate in the United States 0 0 1 2 1 2 12 14
Two Resolutions of the Margin Loan Pricing Puzzle 0 0 1 2 1 1 10 12
Total Working Papers 0 1 3 31 11 18 107 169


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 2 1 2 10 15
Nash Bargaining Over Margin Loans to Kelly Gamblers 0 0 0 0 1 4 19 19
The Laws of Motion of the Broker Call Rate in the United States 0 0 0 0 2 3 16 16
Two resolutions of the margin loan pricing puzzle 0 0 0 0 0 0 11 11
Total Journal Articles 0 0 1 2 4 9 56 61


Statistics updated 2020-09-04